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CMTFX vs. SLMCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMTFX vs. SLMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Global Technology Growth Fund (CMTFX) and Columbia Seligman Technology and Information Fund (SLMCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMTFX achieves a 32.19% return, which is significantly lower than SLMCX's 58.65% return. Over the past 10 years, CMTFX has underperformed SLMCX with an annualized return of 25.04%, while SLMCX has yielded a comparatively higher 28.01% annualized return.


CMTFX

1D
1.47%
1M
17.02%
YTD
32.19%
6M
31.32%
1Y
62.23%
3Y*
36.42%
5Y*
21.26%
10Y*
25.04%

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)

CMTFX vs. SLMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMTFX
Columbia Global Technology Growth Fund
32.19%25.10%31.72%56.85%-34.63%23.04%49.65%44.21%-1.26%43.38%
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%34.08%

Correlation

The correlation between CMTFX and SLMCX is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2000

0.93

The correlation between CMTFX and SLMCX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

CMTFX vs. SLMCX — Risk / Return Rank

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

CMTFX
CMTFX Risk / Return Rank: 8484
Overall Rank
CMTFX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CMTFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
CMTFX Omega Ratio Rank: 7575
Omega Ratio Rank
CMTFX Calmar Ratio Rank: 8989
Calmar Ratio Rank
CMTFX Martin Ratio Rank: 8787
Martin Ratio Rank

SLMCX
SLMCX Risk / Return Rank: 9797
Overall Rank
SLMCX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SLMCX Sortino Ratio Rank: 9696
Sortino Ratio Rank
SLMCX Omega Ratio Rank: 9393
Omega Ratio Rank
SLMCX Calmar Ratio Rank: 9999
Calmar Ratio Rank
SLMCX Martin Ratio Rank: 9999
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.

CMTFX vs. SLMCX - Risk-Adjusted Trends Comparison

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


CMTFXSLMCXDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.49

1.71

-0.22

Calmar ratioReturn relative to maximum drawdown

4.49

10.65

-6.16

Martin ratioReturn relative to average drawdown

16.81

41.17

-24.37

CMTFX vs. SLMCX - Sharpe Ratio Comparison

The current CMTFX Sharpe Ratio is 3.06, which is lower than the SLMCX Sharpe Ratio of 5.03. The chart below compares the historical Sharpe Ratios of CMTFX 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.


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Sharpe Ratios by Period


CMTFXSLMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

5.03

-1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.03

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

1.08

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.73

-0.23

Drawdowns

CMTFX vs. SLMCX - Drawdown Comparison

The maximum CMTFX drawdown since its inception was -68.28%, roughly equal to the maximum SLMCX drawdown of -68.10%. Use the drawdown chart below to compare losses from any high point for CMTFX and SLMCX.


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Drawdown Indicators


CMTFXSLMCXDifference

Max Drawdown

Largest peak-to-trough decline

-68.28%

-68.10%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-12.33%

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-26.63%

-29.13%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-39.42%

-37.32%

-2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-39.42%

-37.32%

-2.10%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-16.29%

-13.00%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

3.18%

+0.64%

Volatility

CMTFX vs. SLMCX - Volatility Comparison

The current volatility for Columbia Global Technology Growth Fund (CMTFX) is 6.37%, while Columbia Seligman Technology and Information Fund (SLMCX) has a volatility of 7.25%. This indicates that CMTFX experiences smaller price fluctuations and is considered to be less risky than SLMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMTFXSLMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

7.25%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

16.72%

20.07%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

21.06%

26.09%

-5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.98%

26.21%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.84%

26.14%

-1.30%

CMTFX vs. SLMCX - Expense Ratio Comparison

CMTFX has a 0.92% expense ratio, which is lower than SLMCX's 1.17% expense ratio.


Dividends

CMTFX vs. SLMCX - Dividend Comparison

CMTFX's dividend yield for the trailing twelve months is around 2.34%, less than SLMCX's 5.96% yield.


PositionTTM20252024202320222021202020192018201720162015
CMTFX
Columbia Global Technology Growth Fund
2.34%3.09%1.02%2.23%3.36%4.19%0.87%2.44%5.89%3.60%0.35%1.74%
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


CMTFX and SLMCX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLMCX has higher volatility (7.25%) compared to CMTFX (6.37%). In terms of maximum drawdown, CMTFX dropped -68.28% vs SLMCX's -68.10%.

SLMCX currently has the higher Sharpe Ratio (5.03 vs 3.06), 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.

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