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FTCHX vs. SLMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCHX vs. SLMCX - Performance Comparison

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

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FTCHX vs. SLMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTCHX
Invesco Technology Fund
0.39%20.77%34.49%47.38%-39.96%13.00%46.14%35.62%-0.88%34.78%
SLMCX
Columbia Seligman Technology and Information Fund
5.76%37.32%26.67%44.27%-31.14%38.97%44.45%54.15%-8.12%34.08%

Returns By Period

In the year-to-date period, FTCHX achieves a 0.39% return, which is significantly lower than SLMCX's 5.76% return. Over the past 10 years, FTCHX has underperformed SLMCX with an annualized return of 16.66%, while SLMCX has yielded a comparatively higher 22.87% annualized return.


FTCHX

1D
5.79%
1M
-7.82%
YTD
0.39%
6M
1.56%
1Y
42.77%
3Y*
26.80%
5Y*
9.55%
10Y*
16.66%

SLMCX

1D
5.57%
1M
-4.96%
YTD
5.76%
6M
9.48%
1Y
65.25%
3Y*
31.63%
5Y*
17.08%
10Y*
22.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTCHX vs. SLMCX - Expense Ratio Comparison

FTCHX has a 0.91% expense ratio, which is lower than SLMCX's 1.17% expense ratio.


Return for Risk

FTCHX vs. SLMCX — Risk / Return Rank

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

FTCHX
FTCHX Risk / Return Rank: 8181
Overall Rank
FTCHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FTCHX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTCHX Omega Ratio Rank: 7070
Omega Ratio Rank
FTCHX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FTCHX Martin Ratio Rank: 8787
Martin Ratio Rank

SLMCX
SLMCX Risk / Return Rank: 9494
Overall Rank
SLMCX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SLMCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SLMCX Omega Ratio Rank: 8888
Omega Ratio Rank
SLMCX Calmar Ratio Rank: 9898
Calmar Ratio Rank
SLMCX Martin Ratio Rank: 9797
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.

FTCHX vs. SLMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Technology Fund (FTCHX) 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.


FTCHXSLMCXDifference

Sharpe ratio

Return per unit of total volatility

1.45

2.17

-0.72

Sortino ratio

Return per unit of downside risk

1.99

2.75

-0.76

Omega ratio

Gain probability vs. loss probability

1.28

1.39

-0.11

Calmar ratio

Return relative to maximum drawdown

2.78

4.46

-1.68

Martin ratio

Return relative to average drawdown

9.46

16.82

-7.36

FTCHX vs. SLMCX - Sharpe Ratio Comparison

The current FTCHX Sharpe Ratio is 1.45, which is lower than the SLMCX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of FTCHX and SLMCX, 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


FTCHXSLMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

2.17

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.66

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.88

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.69

-0.35

Correlation

The correlation between FTCHX and SLMCX is 0.88, 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

FTCHX vs. SLMCX - Dividend Comparison

FTCHX's dividend yield for the trailing twelve months is around 26.45%, more than SLMCX's 8.94% yield.


TTM20252024202320222021202020192018201720162015
FTCHX
Invesco Technology Fund
26.45%26.56%13.59%0.80%1.60%27.66%7.06%9.58%9.01%4.14%6.98%6.88%
SLMCX
Columbia Seligman Technology and Information Fund
8.94%9.45%14.27%5.16%9.42%11.75%10.40%11.44%12.33%11.15%8.19%10.79%

Drawdowns

FTCHX vs. SLMCX - Drawdown Comparison

The maximum FTCHX drawdown since its inception was -87.78%, which is greater than SLMCX's maximum drawdown of -68.10%. Use the drawdown chart below to compare losses from any high point for FTCHX and SLMCX.


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Drawdown Indicators


FTCHXSLMCXDifference

Max Drawdown

Largest peak-to-trough decline

-87.78%

-68.10%

-19.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-14.88%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-47.89%

-37.32%

-10.57%

Max Drawdown (10Y)

Largest decline over 10 years

-47.89%

-37.32%

-10.57%

Current Drawdown

Current decline from peak

-9.33%

-7.05%

-2.28%

Average Drawdown

Average peak-to-trough decline

-36.55%

-13.04%

-23.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.95%

+0.25%

Volatility

FTCHX vs. SLMCX - Volatility Comparison

Invesco Technology Fund (FTCHX) has a higher volatility of 13.28% compared to Columbia Seligman Technology and Information Fund (SLMCX) at 11.14%. This indicates that FTCHX's price experiences larger fluctuations and is considered to be riskier 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


FTCHXSLMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.28%

11.14%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

22.72%

21.67%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

30.92%

30.99%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.55%

26.07%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.15%

25.99%

+0.16%