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CCOYX vs. SLMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCOYX vs. SLMCX - 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 Columbia Seligman Technology and Information Fund (SLMCX). The values are adjusted to include any dividend payments, if applicable.

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CCOYX vs. SLMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
0.25%37.79%27.11%44.77%-30.92%39.45%44.92%54.68%-7.78%19.33%
SLMCX
Columbia Seligman Technology and Information Fund
0.17%37.32%26.67%44.27%-31.14%38.97%44.45%54.15%-8.12%18.99%

Returns By Period

In the year-to-date period, CCOYX achieves a 0.25% return, which is significantly higher than SLMCX's 0.17% return.


CCOYX

1D
-2.98%
1M
-9.31%
YTD
0.25%
6M
5.33%
1Y
58.69%
3Y*
29.72%
5Y*
16.92%
10Y*

SLMCX

1D
-2.99%
1M
-9.33%
YTD
0.17%
6M
5.15%
1Y
58.16%
3Y*
29.27%
5Y*
16.53%
10Y*
22.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CCOYX vs. SLMCX - Expense Ratio Comparison

CCOYX has a 0.82% expense ratio, which is lower than SLMCX's 1.17% expense ratio.


Return for Risk

CCOYX vs. SLMCX — Risk / Return Rank

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

CCOYX
CCOYX Risk / Return Rank: 9191
Overall Rank
CCOYX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CCOYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
CCOYX Omega Ratio Rank: 8484
Omega Ratio Rank
CCOYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
CCOYX Martin Ratio Rank: 9595
Martin Ratio Rank

SLMCX
SLMCX Risk / Return Rank: 9191
Overall Rank
SLMCX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SLMCX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SLMCX Omega Ratio Rank: 8585
Omega Ratio Rank
SLMCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SLMCX Martin Ratio Rank: 9595
Martin Ratio Rank
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. SLMCX - 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 Columbia Seligman Technology and Information Fund (SLMCX). 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.


CCOYXSLMCXDifference

Sharpe ratio

Return per unit of total volatility

1.92

1.90

+0.02

Sortino ratio

Return per unit of downside risk

2.48

2.46

+0.02

Omega ratio

Gain probability vs. loss probability

1.35

1.34

0.00

Calmar ratio

Return relative to maximum drawdown

3.58

3.54

+0.04

Martin ratio

Return relative to average drawdown

13.62

13.44

+0.18

CCOYX vs. SLMCX - Sharpe Ratio Comparison

The current CCOYX Sharpe Ratio is 1.92, which is comparable to the SLMCX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of CCOYX and SLMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CCOYXSLMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.90

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.64

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.69

+0.13

Correlation

The correlation between CCOYX and SLMCX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CCOYX vs. SLMCX - Dividend Comparison

CCOYX's dividend yield for the trailing twelve months is around 8.06%, less than SLMCX's 9.44% yield.


TTM20252024202320222021202020192018201720162015
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
8.06%8.08%12.32%4.60%8.17%10.62%9.52%10.61%11.42%10.60%0.00%0.00%
SLMCX
Columbia Seligman Technology and Information Fund
9.44%9.45%14.27%5.16%9.42%11.75%10.40%11.44%12.33%11.15%8.19%10.79%

Drawdowns

CCOYX vs. SLMCX - Drawdown Comparison

The maximum CCOYX drawdown since its inception was -37.16%, smaller than the maximum SLMCX drawdown of -68.10%. Use the drawdown chart below to compare losses from any high point for CCOYX and SLMCX.


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Drawdown Indicators


CCOYXSLMCXDifference

Max Drawdown

Largest peak-to-trough decline

-37.16%

-68.10%

+30.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-14.88%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-37.16%

-37.32%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-11.91%

-11.96%

+0.05%

Average Drawdown

Average peak-to-trough decline

-7.82%

-13.05%

+5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

3.93%

-0.02%

Volatility

CCOYX vs. SLMCX - Volatility Comparison

Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) and Columbia Seligman Technology and Information Fund (SLMCX) have volatilities of 9.50% and 9.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCOYXSLMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

9.50%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

21.01%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

30.59%

30.59%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.96%

25.96%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.70%

25.93%

+0.77%