PortfoliosLab logoPortfoliosLab logo
SCMIX vs. FDCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCMIX vs. FDCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX) and Fidelity Select Tech Hardware Portfolio (FDCPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SCMIX vs. FDCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCMIX
Columbia Seligman Technology and Information Fund Institutional 2 Class
0.24%37.73%27.06%44.68%-30.96%39.37%44.85%54.60%-7.81%34.46%
FDCPX
Fidelity Select Tech Hardware Portfolio
9.40%54.44%22.40%33.52%-28.63%23.68%46.07%40.15%-6.30%32.64%

Returns By Period

In the year-to-date period, SCMIX achieves a 0.24% return, which is significantly lower than FDCPX's 9.40% return. Both investments have delivered pretty close results over the past 10 years, with SCMIX having a 22.57% annualized return and FDCPX not far behind at 21.61%.


SCMIX

1D
-2.98%
1M
-9.31%
YTD
0.24%
6M
5.30%
1Y
58.63%
3Y*
29.65%
5Y*
16.87%
10Y*
22.57%

FDCPX

1D
-2.61%
1M
-8.67%
YTD
9.40%
6M
14.21%
1Y
74.26%
3Y*
34.03%
5Y*
18.00%
10Y*
21.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCMIX vs. FDCPX - Expense Ratio Comparison

SCMIX has a 0.89% expense ratio, which is higher than FDCPX's 0.72% expense ratio.


Return for Risk

SCMIX vs. FDCPX — Risk / Return Rank

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

SCMIX
SCMIX Risk / Return Rank: 9191
Overall Rank
SCMIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SCMIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SCMIX Omega Ratio Rank: 8585
Omega Ratio Rank
SCMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SCMIX Martin Ratio Rank: 9595
Martin Ratio Rank

FDCPX
FDCPX Risk / Return Rank: 9797
Overall Rank
FDCPX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FDCPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FDCPX Omega Ratio Rank: 9494
Omega Ratio Rank
FDCPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDCPX 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.

SCMIX vs. FDCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX) and Fidelity Select Tech Hardware Portfolio (FDCPX). 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.


SCMIXFDCPXDifference

Sharpe ratio

Return per unit of total volatility

1.91

2.58

-0.67

Sortino ratio

Return per unit of downside risk

2.48

3.38

-0.91

Omega ratio

Gain probability vs. loss probability

1.35

1.49

-0.14

Calmar ratio

Return relative to maximum drawdown

3.58

4.85

-1.27

Martin ratio

Return relative to average drawdown

13.59

23.39

-9.80

SCMIX vs. FDCPX - Sharpe Ratio Comparison

The current SCMIX Sharpe Ratio is 1.91, which is comparable to the FDCPX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of SCMIX and FDCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SCMIXFDCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

2.58

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.82

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

1.00

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.51

+0.09

Correlation

The correlation between SCMIX and FDCPX 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

SCMIX vs. FDCPX - Dividend Comparison

SCMIX's dividend yield for the trailing twelve months is around 7.91%, less than FDCPX's 13.15% yield.


TTM20252024202320222021202020192018201720162015
SCMIX
Columbia Seligman Technology and Information Fund Institutional 2 Class
7.91%7.93%12.11%4.52%8.08%10.45%9.38%10.47%11.30%10.48%7.88%10.40%
FDCPX
Fidelity Select Tech Hardware Portfolio
13.15%14.38%7.58%0.51%17.72%16.95%8.81%12.15%23.69%10.50%6.57%4.53%

Drawdowns

SCMIX vs. FDCPX - Drawdown Comparison

The maximum SCMIX drawdown since its inception was -50.85%, smaller than the maximum FDCPX drawdown of -81.96%. Use the drawdown chart below to compare losses from any high point for SCMIX and FDCPX.


Loading graphics...

Drawdown Indicators


SCMIXFDCPXDifference

Max Drawdown

Largest peak-to-trough decline

-50.85%

-81.96%

+31.11%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-14.36%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

-35.29%

-1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-37.18%

-35.29%

-1.89%

Current Drawdown

Current decline from peak

-11.91%

-9.09%

-2.82%

Average Drawdown

Average peak-to-trough decline

-9.47%

-26.23%

+16.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

2.98%

+0.93%

Volatility

SCMIX vs. FDCPX - Volatility Comparison

The current volatility for Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX) is 9.50%, while Fidelity Select Tech Hardware Portfolio (FDCPX) has a volatility of 11.19%. This indicates that SCMIX experiences smaller price fluctuations and is considered to be less risky than FDCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCMIXFDCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

11.19%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

18.17%

+2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

30.59%

28.72%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.96%

22.00%

+3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.93%

21.59%

+4.34%