CCOYX vs. BFOCX

Last updated Jun 4, 2026

CCOYX (Columbia Seligman Technology and Information Fund Institutional 3 Class) and BFOCX (Berkshire Focus Fund) are both Technology Equities funds. Over the past 5 years, CCOYX returned 27.23%/yr vs 13.57%/yr for BFOCX. Their correlation of 0.81 suggests significant overlap in exposure. CCOYX charges 0.82%/yr vs 1.94%/yr for BFOCX.

Performance

CCOYX vs. BFOCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) and Berkshire Focus Fund (BFOCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with CCOYX having a 58.87% return and BFOCX slightly higher at 60.81%.

CCOYX

• 1D: 3.67%
• 1M: 15.59%
• YTD: 58.87%
• 6M: 55.61%
• 1Y: 127.06%
• 3Y*: 48.12%
• 5Y*: 27.23%
• 10Y*: —

BFOCX

• 1D: -0.27%
• 1M: 19.71%
• YTD: 60.81%
• 6M: 57.53%
• 1Y: 100.22%
• 3Y*: 52.74%
• 5Y*: 13.57%
• 10Y*: 22.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCOYX vs. BFOCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOYX Columbia Seligman Technology and Information Fund Institutional 3 Class	58.87%	37.79%	27.11%	44.77%	-30.92%	39.45%	44.92%	54.68%	-7.78%	19.33%
BFOCX Berkshire Focus Fund	60.81%	28.67%	59.16%	50.20%	-65.06%	-1.79%	90.81%	40.56%	10.04%	30.16%

Correlation

The correlation between CCOYX and BFOCX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Mar 2, 2017	0.81

The correlation between CCOYX and BFOCX has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

Return for Risk

CCOYX vs. BFOCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCOYX

CCOYX Risk / Return Rank: 97
CCOYX Sharpe Ratio Rank: 99
CCOYX Sortino Ratio Rank: 96
CCOYX Omega Ratio Rank: 93
CCOYX Calmar Ratio Rank: 99
CCOYX Martin Ratio Rank: 99

BFOCX

BFOCX Risk / Return Rank: 77
BFOCX Sharpe Ratio Rank: 87
BFOCX Sortino Ratio Rank: 55
BFOCX Omega Ratio Rank: 59
BFOCX Calmar Ratio Rank: 96
BFOCX Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCOYX vs. BFOCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) and Berkshire Focus Fund (BFOCX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	CCOYX	BFOCX	Difference
Sharpe ratio Return per unit of total volatility	5.06	2.84	+2.22
Sortino ratio Return per unit of downside risk	5.25	3.14	+2.12
Omega ratio Gain probability vs. loss probability	1.71	1.43	+0.29
Calmar ratio Return relative to maximum drawdown	10.72	6.07	+4.65
Martin ratio Return relative to average drawdown	41.63	17.65	+23.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCOYX vs. BFOCX - Sharpe Ratio Comparison

The current CCOYX Sharpe Ratio is 5.06, which is higher than the BFOCX Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of CCOYX and BFOCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CCOYX	BFOCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.06	2.84	+2.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.04	0.31	+0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	0.26	+0.78

Drawdowns

CCOYX vs. BFOCX - Drawdown Comparison

The maximum CCOYX drawdown since its inception was -37.16%, smaller than the maximum BFOCX drawdown of -95.80%. Use the drawdown chart below to compare losses from any high point for CCOYX and BFOCX.

Drawdown Indicators

	CCOYX	BFOCX	Difference
Max Drawdown Largest peak-to-trough decline	-37.16%	-95.80%	+58.64%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-17.22%	+4.91%
Max Drawdown (3Y) Largest decline over 3 years	-29.08%	-40.55%	+11.47%
Max Drawdown (5Y) Largest decline over 5 years	-37.16%	-72.53%	+35.37%
Max Drawdown (10Y) Largest decline over 10 years	—	-72.53%	—
Current Drawdown Current decline from peak	0.00%	-0.27%	+0.27%
Average Drawdown Average peak-to-trough decline	-7.69%	-58.17%	+50.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	5.91%	-2.74%

Volatility

CCOYX vs. BFOCX - Volatility Comparison

The current volatility for Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) is 7.25%, while Berkshire Focus Fund (BFOCX) has a volatility of 13.22%. This indicates that CCOYX experiences smaller price fluctuations and is considered to be less risky than BFOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCOYX	BFOCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.25%	13.22%	-5.97%
Volatility (6M) Calculated over the trailing 6-month period	20.07%	29.39%	-9.32%
Volatility (1Y) Calculated over the trailing 1-year period	26.09%	36.86%	-10.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.21%	43.52%	-17.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.76%	37.56%	-10.80%

CCOYX vs. BFOCX - Expense Ratio Comparison

CCOYX has a 0.82% expense ratio, which is lower than BFOCX's 1.94% expense ratio.

Dividends

CCOYX vs. BFOCX - Dividend Comparison

CCOYX's dividend yield for the trailing twelve months is around 5.09%, while BFOCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BFOCX Berkshire Focus Fund	0.00%	0.00%	0.00%	0.00%	0.00%	19.54%	21.20%	14.20%	5.70%	21.73%	0.14%	9.52%
CCOYX Columbia Seligman Technology and Information Fund Institutional 3 Class	5.09%	8.08%	12.32%	4.60%	8.17%	10.62%	9.52%	10.61%	11.42%	10.60%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CCOYX and BFOCX in my portfolio?

CCOYX and BFOCX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCOYX or BFOCX?

BFOCX has higher volatility (13.22%) compared to CCOYX (7.25%). In terms of maximum drawdown, CCOYX dropped -37.16% vs BFOCX's -95.80%.

Which has better risk-adjusted returns?

CCOYX currently has the higher Sharpe Ratio (5.06 vs 2.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.