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CTCAX vs. FSELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CTCAX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Global Technology Growth Fund Class A (CTCAX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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CTCAX vs. FSELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CTCAX
Columbia Global Technology Growth Fund Class A
-10.22%24.78%31.39%56.46%-34.81%22.73%49.46%43.91%-1.48%42.99%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%34.51%

Returns By Period

Over the past 10 years, CTCAX has underperformed FSELX with an annualized return of 20.26%, while FSELX has yielded a comparatively higher 31.42% annualized return.


CTCAX

1D
-1.69%
1M
-9.75%
YTD
-10.22%
6M
-8.54%
1Y
27.76%
3Y*
23.83%
5Y*
12.52%
10Y*
20.26%

FSELX

1D
-4.27%
1M
-9.75%
YTD
0.00%
6M
7.40%
1Y
85.27%
3Y*
43.05%
5Y*
30.67%
10Y*
31.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CTCAX vs. FSELX - Expense Ratio Comparison

CTCAX has a 1.18% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Return for Risk

CTCAX vs. FSELX — Risk / Return Rank

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

CTCAX
CTCAX Risk / Return Rank: 6262
Overall Rank
CTCAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CTCAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
CTCAX Omega Ratio Rank: 5757
Omega Ratio Rank
CTCAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CTCAX Martin Ratio Rank: 6262
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9494
Overall Rank
FSELX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSELX Omega Ratio Rank: 8989
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
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.

CTCAX vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund Class A (CTCAX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


CTCAXFSELXDifference

Sharpe ratio

Return per unit of total volatility

1.02

2.07

-1.05

Sortino ratio

Return per unit of downside risk

1.57

2.72

-1.15

Omega ratio

Gain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratio

Return relative to maximum drawdown

1.67

4.58

-2.91

Martin ratio

Return relative to average drawdown

5.92

18.71

-12.79

CTCAX vs. FSELX - Sharpe Ratio Comparison

The current CTCAX Sharpe Ratio is 1.02, which is lower than the FSELX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CTCAX and FSELX, 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


CTCAXFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.07

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.80

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.91

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.49

+0.21

Correlation

The correlation between CTCAX and FSELX is 0.89, 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

CTCAX vs. FSELX - Dividend Comparison

CTCAX's dividend yield for the trailing twelve months is around 3.66%, less than FSELX's 11.11% yield.


TTM20252024202320222021202020192018201720162015
CTCAX
Columbia Global Technology Growth Fund Class A
3.66%3.29%1.08%2.36%3.53%4.15%0.91%2.55%5.82%3.52%0.36%1.80%
FSELX
Fidelity Select Semiconductors Portfolio
11.11%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Drawdowns

CTCAX vs. FSELX - Drawdown Comparison

The maximum CTCAX drawdown since its inception was -61.04%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for CTCAX and FSELX.


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Drawdown Indicators


CTCAXFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-82.54%

+21.50%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-17.23%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-39.55%

-46.37%

+6.82%

Max Drawdown (10Y)

Largest decline over 10 years

-39.55%

-46.37%

+6.82%

Current Drawdown

Current decline from peak

-14.43%

-14.38%

-0.05%

Average Drawdown

Average peak-to-trough decline

-10.75%

-28.82%

+18.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

4.21%

-0.14%

Volatility

CTCAX vs. FSELX - Volatility Comparison

The current volatility for Columbia Global Technology Growth Fund Class A (CTCAX) is 7.45%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 10.47%. This indicates that CTCAX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTCAXFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

10.47%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

24.91%

-8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

27.00%

40.89%

-13.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.81%

38.58%

-12.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.66%

34.71%

-10.05%