CMTFX vs. SHGTX

In the year-to-date period, CMTFX achieves a 1.04% return, which is significantly lower than SHGTX's 1.71% return. Over the past 10 years, CMTFX has outperformed SHGTX with an annualized return of 16.88%, while SHGTX has yielded a comparatively lower 9.23% annualized return.

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CMTFX has a 0.92% expense ratio, which is lower than SHGTX's 1.29% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund (CMTFX) and Columbia Seligman Global Technology Fund (SHGTX). 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.

The current CMTFX Sharpe Ratio is 0.96, which is higher than the SHGTX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CMTFX and SHGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither CMTFX nor SHGTX has paid dividends to shareholders.

The maximum CMTFX drawdown since its inception was -68.25%, smaller than the maximum SHGTX drawdown of -82.03%. Use the drawdown chart below to compare losses from any high point for CMTFX and SHGTX. For additional features, visit the drawdowns tool.

Columbia Global Technology Growth Fund (CMTFX) has a higher volatility of 7.97% compared to Columbia Seligman Global Technology Fund (SHGTX) at 7.55%. This indicates that CMTFX's price experiences larger fluctuations and is considered to be riskier than SHGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.