KTCAX vs. CCOYX
KTCAX (DWS Science and Technology Fund) and CCOYX (Columbia Seligman Technology and Information Fund Institutional 3 Class) are both Technology Equities funds. Over the past 5 years, KTCAX returned 18.08%/yr vs 27.04%/yr for CCOYX. Their correlation of 0.91 suggests significant overlap in exposure. KTCAX charges 0.89%/yr vs 0.82%/yr for CCOYX.
Performance
KTCAX vs. CCOYX - Performance Comparison
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Returns By Period
In the year-to-date period, KTCAX achieves a 25.26% return, which is significantly lower than CCOYX's 59.46% return.
KTCAX
- 1D
- -0.34%
- 1M
- 5.69%
- YTD
- 25.26%
- 6M
- 23.68%
- 1Y
- 48.54%
- 3Y*
- 35.01%
- 5Y*
- 18.08%
- 10Y*
- 23.59%
CCOYX
- 1D
- 3.73%
- 1M
- 8.40%
- YTD
- 59.46%
- 6M
- 56.90%
- 1Y
- 120.76%
- 3Y*
- 46.30%
- 5Y*
- 27.04%
- 10Y*
- —
KTCAX vs. CCOYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KTCAX DWS Science and Technology Fund | 25.26% | 21.21% | 40.51% | 57.73% | -36.66% | 22.68% | 46.12% | 42.35% | -1.03% | 24.19% |
CCOYX Columbia Seligman Technology and Information Fund Institutional 3 Class | 59.46% | 37.79% | 27.11% | 44.77% | -30.92% | 39.45% | 44.92% | 54.68% | -7.78% | 19.33% |
Correlation
The correlation between KTCAX and CCOYX is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2017 | 0.91 |
The correlation between KTCAX and CCOYX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
KTCAX vs. CCOYX — Risk / Return Rank
KTCAX
CCOYX
KTCAX vs. CCOYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Science and Technology Fund (KTCAX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KTCAX | CCOYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.63 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 9.90 | -6.83 |
| Martin ratioReturn relative to average drawdown | 10.20 | 36.23 | -26.03 |
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Drawdowns
KTCAX vs. CCOYX - Drawdown Comparison
The maximum KTCAX drawdown since its inception was -82.20%, which is greater than CCOYX's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for KTCAX and CCOYX.
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Drawdown Indicators
| KTCAX | CCOYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.20% | -37.16% | -45.04% |
Max Drawdown (1Y)Largest decline over 1 year | -16.60% | -12.31% | -4.29% |
Max Drawdown (3Y)Largest decline over 3 years | -25.52% | -29.08% | +3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -42.37% | -37.16% | -5.21% |
Max Drawdown (10Y)Largest decline over 10 years | -42.37% | — | — |
Current DrawdownCurrent decline from peak | -3.40% | 0.00% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -27.87% | -7.67% | -20.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 3.36% | +1.61% |
Volatility
KTCAX vs. CCOYX - Volatility Comparison
DWS Science and Technology Fund (KTCAX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) have volatilities of 11.17% and 11.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KTCAX | CCOYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.17% | 11.53% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 18.88% | 21.80% | -2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.88% | 27.70% | -4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.35% | 26.55% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.29% | 26.89% | -2.60% |
KTCAX vs. CCOYX - Expense Ratio Comparison
KTCAX has a 0.89% expense ratio, which is higher than CCOYX's 0.82% expense ratio.
Dividends
KTCAX vs. CCOYX - Dividend Comparison
KTCAX's dividend yield for the trailing twelve months is around 6.65%, more than CCOYX's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCOYX Columbia Seligman Technology and Information Fund Institutional 3 Class | 5.07% | 8.08% | 12.32% | 4.60% | 8.17% | 10.62% | 9.52% | 10.61% | 11.42% | 10.60% | 0.00% | 0.00% |
KTCAX DWS Science and Technology Fund | 6.65% | 8.32% | 10.15% | 11.73% | 6.31% | 10.93% | 7.36% | 8.99% | 14.35% | 4.50% | 2.32% | 11.97% |
Frequently Asked Questions
KTCAX and CCOYX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCOYX has higher volatility (11.53%) compared to KTCAX (11.17%). In terms of maximum drawdown, KTCAX dropped -82.20% vs CCOYX's -37.16%.
CCOYX currently has the higher Sharpe Ratio (4.40 vs 2.23), 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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