OSCBX vs. SHGTX

Last updated Jun 4, 2026

OSCBX (Overseas SMA Completion Portfolio) and SHGTX (Columbia Seligman Global Technology Fund) are both mutual funds - OSCBX is a Foreign Large Cap Equities fund managed by Columbia, while SHGTX is a Technology Equities fund managed by Columbia. Over the past 5 years, OSCBX returned 8.43%/yr vs 26.25%/yr for SHGTX. A 0.60 correlation means they provide meaningful diversification when combined. OSCBX charges 0.00%/yr vs 1.29%/yr for SHGTX.

Performance

OSCBX vs. SHGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overseas SMA Completion Portfolio (OSCBX) and Columbia Seligman Global Technology Fund (SHGTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OSCBX achieves a 2.47% return, which is significantly lower than SHGTX's 58.37% return.

OSCBX

• 1D: 0.65%
• 1M: -0.59%
• YTD: 2.47%
• 6M: 4.46%
• 1Y: 22.81%
• 3Y*: 20.38%
• 5Y*: 8.43%
• 10Y*: —

SHGTX

• 1D: 3.58%
• 1M: 16.12%
• YTD: 58.37%
• 6M: 55.67%
• 1Y: 121.45%
• 3Y*: 46.55%
• 5Y*: 26.25%
• 10Y*: 27.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OSCBX vs. SHGTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
OSCBX Overseas SMA Completion Portfolio	2.47%	47.21%	6.06%	15.00%	-11.51%	6.10%	7.40%	11.03%
SHGTX Columbia Seligman Global Technology Fund	58.37%	35.09%	26.04%	45.28%	-31.70%	38.60%	45.56%	12.19%

Correlation

The correlation between OSCBX and SHGTX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019	0.60

The correlation between OSCBX and SHGTX shifts across timeframes, from 0.45 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

Return for Risk

OSCBX vs. SHGTX — Risk / Return Rank

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

OSCBX

OSCBX Risk / Return Rank: 22
OSCBX Sharpe Ratio Rank: 25
OSCBX Sortino Ratio Rank: 25
OSCBX Omega Ratio Rank: 26
OSCBX Calmar Ratio Rank: 17
OSCBX Martin Ratio Rank: 18

SHGTX

SHGTX Risk / Return Rank: 97
SHGTX Sharpe Ratio Rank: 99
SHGTX Sortino Ratio Rank: 95
SHGTX Omega Ratio Rank: 92
SHGTX Calmar Ratio Rank: 99
SHGTX Martin Ratio Rank: 98

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.

OSCBX vs. SHGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overseas SMA Completion Portfolio (OSCBX) 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.

	OSCBX	SHGTX	Difference
Sharpe ratio Return per unit of total volatility	1.44	4.85	-3.41
Sortino ratio Return per unit of downside risk	2.08	5.10	-3.02
Omega ratio Gain probability vs. loss probability	1.27	1.69	-0.42
Calmar ratio Return relative to maximum drawdown	1.49	10.16	-8.67
Martin ratio Return relative to average drawdown	4.91	38.70	-33.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OSCBX vs. SHGTX - Sharpe Ratio Comparison

The current OSCBX Sharpe Ratio is 1.44, which is lower than the SHGTX Sharpe Ratio of 4.85. The chart below compares the historical Sharpe Ratios of OSCBX and SHGTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	OSCBX	SHGTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	4.85	-3.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.96	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.66	-0.06

Drawdowns

OSCBX vs. SHGTX - Drawdown Comparison

The maximum OSCBX drawdown since its inception was -39.50%, smaller than the maximum SHGTX drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for OSCBX and SHGTX.

Drawdown Indicators

	OSCBX	SHGTX	Difference
Max Drawdown Largest peak-to-trough decline	-39.50%	-77.47%	+37.97%
Max Drawdown (1Y) Largest decline over 1 year	-14.34%	-12.45%	-1.89%
Max Drawdown (3Y) Largest decline over 3 years	-14.34%	-28.90%	+14.56%
Max Drawdown (5Y) Largest decline over 5 years	-32.93%	-43.17%	+10.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.17%	—
Current Drawdown Current decline from peak	-7.25%	0.00%	-7.25%
Average Drawdown Average peak-to-trough decline	-9.29%	-24.94%	+15.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.35%	3.26%	+1.09%

Volatility

OSCBX vs. SHGTX - Volatility Comparison

The current volatility for Overseas SMA Completion Portfolio (OSCBX) is 4.13%, while Columbia Seligman Global Technology Fund (SHGTX) has a volatility of 7.24%. This indicates that OSCBX 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.

Volatility by Period

	OSCBX	SHGTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	7.24%	-3.11%
Volatility (6M) Calculated over the trailing 6-month period	11.90%	20.14%	-8.24%
Volatility (1Y) Calculated over the trailing 1-year period	14.88%	26.07%	-11.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	27.43%	-11.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.10%	26.79%	-7.69%

OSCBX vs. SHGTX - Expense Ratio Comparison

OSCBX has a 0.00% expense ratio, which is lower than SHGTX's 1.29% expense ratio.

Dividends

OSCBX vs. SHGTX - Dividend Comparison

OSCBX's dividend yield for the trailing twelve months is around 2.82%, less than SHGTX's 5.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OSCBX Overseas SMA Completion Portfolio	2.82%	2.89%	6.48%	5.66%	3.86%	6.86%	1.42%	1.37%	0.00%	0.00%	0.00%	0.00%
SHGTX Columbia Seligman Global Technology Fund	5.33%	8.45%	14.04%	6.22%	3.94%	11.77%	9.92%	10.26%	12.75%	7.25%	8.13%	8.09%

Frequently Asked Questions

Can I hold both OSCBX and SHGTX in my portfolio?

OSCBX and SHGTX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OSCBX or SHGTX?

SHGTX has higher volatility (7.24%) compared to OSCBX (4.13%). In terms of maximum drawdown, OSCBX dropped -39.50% vs SHGTX's -77.47%.

Which has better risk-adjusted returns?

SHGTX currently has the higher Sharpe Ratio (4.85 vs 1.44), 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.