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COLNX vs. SHGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COLNX vs. SHGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Strategic New York Municipal Income Fund (COLNX) and Columbia Seligman Global Technology Fund (SHGTX). The values are adjusted to include any dividend payments, if applicable.

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COLNX vs. SHGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COLNX
Columbia Strategic New York Municipal Income Fund
-0.19%3.38%2.86%7.66%-14.39%3.16%4.58%8.04%0.10%4.96%
SHGTX
Columbia Seligman Global Technology Fund
4.81%35.09%26.04%45.28%-31.70%38.60%45.56%54.92%-8.70%34.52%

Returns By Period

In the year-to-date period, COLNX achieves a -0.19% return, which is significantly lower than SHGTX's 4.81% return. Over the past 10 years, COLNX has underperformed SHGTX with an annualized return of 1.67%, while SHGTX has yielded a comparatively higher 22.68% annualized return.


COLNX

1D
0.39%
1M
-1.95%
YTD
-0.19%
6M
0.99%
1Y
2.95%
3Y*
3.54%
5Y*
0.14%
10Y*
1.67%

SHGTX

1D
5.55%
1M
-5.32%
YTD
4.81%
6M
8.30%
1Y
60.42%
3Y*
30.37%
5Y*
16.45%
10Y*
22.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COLNX vs. SHGTX - Expense Ratio Comparison

COLNX has a 0.78% expense ratio, which is lower than SHGTX's 1.29% expense ratio.


Return for Risk

COLNX vs. SHGTX — Risk / Return Rank

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

COLNX
COLNX Risk / Return Rank: 1515
Overall Rank
COLNX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
COLNX Sortino Ratio Rank: 1212
Sortino Ratio Rank
COLNX Omega Ratio Rank: 1919
Omega Ratio Rank
COLNX Calmar Ratio Rank: 1515
Calmar Ratio Rank
COLNX Martin Ratio Rank: 1212
Martin Ratio Rank

SHGTX
SHGTX Risk / Return Rank: 9292
Overall Rank
SHGTX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SHGTX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SHGTX Omega Ratio Rank: 8686
Omega Ratio Rank
SHGTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SHGTX Martin Ratio Rank: 9696
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.

COLNX vs. SHGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Strategic New York Municipal Income Fund (COLNX) 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.


COLNXSHGTXDifference

Sharpe ratio

Return per unit of total volatility

0.52

2.02

-1.50

Sortino ratio

Return per unit of downside risk

0.73

2.60

-1.87

Omega ratio

Gain probability vs. loss probability

1.14

1.36

-0.22

Calmar ratio

Return relative to maximum drawdown

0.67

4.13

-3.46

Martin ratio

Return relative to average drawdown

1.76

15.42

-13.66

COLNX vs. SHGTX - Sharpe Ratio Comparison

The current COLNX Sharpe Ratio is 0.52, which is lower than the SHGTX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of COLNX 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.


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Sharpe Ratios by Period


COLNXSHGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

2.02

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.61

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.85

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.60

+0.34

Correlation

The correlation between COLNX and SHGTX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

COLNX vs. SHGTX - Dividend Comparison

COLNX's dividend yield for the trailing twelve months is around 3.73%, less than SHGTX's 8.06% yield.


TTM20252024202320222021202020192018201720162015
COLNX
Columbia Strategic New York Municipal Income Fund
3.73%4.88%3.51%3.06%2.87%3.13%3.07%4.05%3.25%3.07%3.34%3.76%
SHGTX
Columbia Seligman Global Technology Fund
8.06%8.45%14.04%6.22%3.94%11.77%9.92%10.26%12.75%7.25%8.13%8.09%

Drawdowns

COLNX vs. SHGTX - Drawdown Comparison

The maximum COLNX drawdown since its inception was -19.97%, smaller than the maximum SHGTX drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for COLNX and SHGTX.


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Drawdown Indicators


COLNXSHGTXDifference

Max Drawdown

Largest peak-to-trough decline

-19.97%

-77.47%

+57.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-14.93%

+8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.97%

-43.17%

+23.20%

Max Drawdown (10Y)

Largest decline over 10 years

-19.97%

-43.17%

+23.20%

Current Drawdown

Current decline from peak

-2.69%

-7.51%

+4.82%

Average Drawdown

Average peak-to-trough decline

-2.71%

-25.06%

+22.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

4.00%

-1.49%

Volatility

COLNX vs. SHGTX - Volatility Comparison

The current volatility for Columbia Strategic New York Municipal Income Fund (COLNX) is 1.36%, while Columbia Seligman Global Technology Fund (SHGTX) has a volatility of 11.08%. This indicates that COLNX experiences smaller price fluctuations and is considered to be less risky than SHGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COLNXSHGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

11.08%

-9.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

21.67%

-19.63%

Volatility (1Y)

Calculated over the trailing 1-year period

6.64%

31.05%

-24.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

27.29%

-21.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

26.64%

-21.56%