CCOYX vs. SLMCX

Last updated Jun 4, 2026

CCOYX (Columbia Seligman Technology and Information Fund Institutional 3 Class) and SLMCX (Columbia Seligman Technology and Information Fund) are both Technology Equities funds from Columbia. Over the past 5 years, CCOYX returned 27.23%/yr vs 26.81%/yr for SLMCX. With a 1.00 correlation, they move nearly in lockstep. CCOYX charges 0.82%/yr vs 1.17%/yr for SLMCX.

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.

Returns By Period

The year-to-date returns for both stocks are quite close, with CCOYX having a 58.87% return and SLMCX slightly lower at 58.65%.

CCOYX

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

SLMCX

• 1D: 3.67%
• 1M: 15.56%
• YTD: 58.65%
• 6M: 55.34%
• 1Y: 126.30%
• 3Y*: 47.62%
• 5Y*: 26.81%
• 10Y*: 28.01%

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

CCOYX vs. SLMCX - 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%
SLMCX Columbia Seligman Technology and Information Fund	58.65%	37.32%	26.67%	44.27%	-31.14%	38.97%	44.45%	54.15%	-8.12%	18.99%

Correlation

The correlation between CCOYX and SLMCX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (All Time) Calculated using the full available price history since Mar 2, 2017	1.00

The correlation between CCOYX and SLMCX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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: 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

SLMCX

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

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.

	CCOYX	SLMCX	Difference
Sharpe ratio Return per unit of total volatility	5.06	5.03	+0.03
Sortino ratio Return per unit of downside risk	5.25	5.23	+0.02
Omega ratio Gain probability vs. loss probability	1.71	1.71	0.00
Calmar ratio Return relative to maximum drawdown	10.72	10.65	+0.08
Martin ratio Return relative to average drawdown	41.63	41.17	+0.46
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. SLMCX - Sharpe Ratio Comparison

The current CCOYX Sharpe Ratio is 5.06, which is comparable to the SLMCX Sharpe Ratio of 5.03. The chart below compares the historical Sharpe Ratios of CCOYX and SLMCX, 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	SLMCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.06	5.03	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.04	1.03	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	0.73	+0.31

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.

Drawdown Indicators

	CCOYX	SLMCX	Difference
Max Drawdown Largest peak-to-trough decline	-37.16%	-68.10%	+30.94%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-12.33%	+0.02%
Max Drawdown (3Y) Largest decline over 3 years	-29.08%	-29.13%	+0.05%
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.69%	-13.00%	+5.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	3.18%	-0.01%

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 7.25% and 7.25%, 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.

Volatility by Period

	CCOYX	SLMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.25%	7.25%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	20.07%	20.07%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	26.09%	26.09%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.21%	26.21%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.76%	26.14%	+0.62%

CCOYX vs. SLMCX - Expense Ratio Comparison

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

Dividends

CCOYX vs. SLMCX - Dividend Comparison

CCOYX's dividend yield for the trailing twelve months is around 5.09%, less than SLMCX's 5.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SLMCX Columbia Seligman Technology and Information Fund	5.96%	9.45%	14.27%	5.16%	9.42%	11.75%	10.40%	11.44%	12.33%	11.15%	8.19%	10.79%

Frequently Asked Questions

Can I hold both CCOYX and SLMCX in my portfolio?

With a correlation of 1.00, CCOYX and SLMCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CCOYX or SLMCX?

SLMCX has higher volatility (7.25%) compared to CCOYX (7.25%). In terms of maximum drawdown, CCOYX dropped -37.16% vs SLMCX's -68.10%.

Which has better risk-adjusted returns?

CCOYX currently has the higher Sharpe Ratio (5.06 vs 5.03), 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.