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SCMIX vs. FTCHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCMIX vs. FTCHX - 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 Invesco Technology Fund (FTCHX). The values are adjusted to include any dividend payments, if applicable.

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SCMIX vs. FTCHX - 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%
FTCHX
Invesco Technology Fund
-5.10%20.77%34.49%47.38%-39.96%13.00%46.14%35.62%-0.88%34.78%

Returns By Period

In the year-to-date period, SCMIX achieves a 0.24% return, which is significantly higher than FTCHX's -5.10% return. Over the past 10 years, SCMIX has outperformed FTCHX with an annualized return of 22.57%, while FTCHX has yielded a comparatively lower 16.00% annualized return.


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%

FTCHX

1D
-3.74%
1M
-11.35%
YTD
-5.10%
6M
-3.35%
1Y
36.47%
3Y*
24.45%
5Y*
8.86%
10Y*
16.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCMIX vs. FTCHX - Expense Ratio Comparison

SCMIX has a 0.89% expense ratio, which is lower than FTCHX's 0.91% expense ratio.


Return for Risk

SCMIX vs. FTCHX — 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

FTCHX
FTCHX Risk / Return Rank: 7171
Overall Rank
FTCHX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FTCHX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FTCHX Omega Ratio Rank: 6262
Omega Ratio Rank
FTCHX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTCHX Martin Ratio Rank: 7474
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. FTCHX - 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 Invesco Technology Fund (FTCHX). 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.


SCMIXFTCHXDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.19

+0.73

Sortino ratio

Return per unit of downside risk

2.48

1.68

+0.79

Omega ratio

Gain probability vs. loss probability

1.35

1.23

+0.11

Calmar ratio

Return relative to maximum drawdown

3.58

2.09

+1.48

Martin ratio

Return relative to average drawdown

13.59

7.00

+6.59

SCMIX vs. FTCHX - Sharpe Ratio Comparison

The current SCMIX Sharpe Ratio is 1.91, which is higher than the FTCHX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SCMIX and FTCHX, 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


SCMIXFTCHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.19

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.31

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.62

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.34

+0.26

Correlation

The correlation between SCMIX and FTCHX is 0.91, 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. FTCHX - Dividend Comparison

SCMIX's dividend yield for the trailing twelve months is around 7.91%, less than FTCHX's 27.98% 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%
FTCHX
Invesco Technology Fund
27.98%26.56%13.59%0.80%1.60%27.66%7.06%9.58%9.01%4.14%6.98%6.88%

Drawdowns

SCMIX vs. FTCHX - Drawdown Comparison

The maximum SCMIX drawdown since its inception was -50.85%, smaller than the maximum FTCHX drawdown of -87.78%. Use the drawdown chart below to compare losses from any high point for SCMIX and FTCHX.


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Drawdown Indicators


SCMIXFTCHXDifference

Max Drawdown

Largest peak-to-trough decline

-50.85%

-87.78%

+36.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-14.29%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

-47.89%

+10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-37.18%

-47.89%

+10.71%

Current Drawdown

Current decline from peak

-11.91%

-14.29%

+2.38%

Average Drawdown

Average peak-to-trough decline

-9.47%

-36.55%

+27.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

4.27%

-0.36%

Volatility

SCMIX vs. FTCHX - Volatility Comparison

The current volatility for Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX) is 9.50%, while Invesco Technology Fund (FTCHX) has a volatility of 11.93%. This indicates that SCMIX experiences smaller price fluctuations and is considered to be less risky than FTCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCMIXFTCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

11.93%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

22.01%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

30.59%

30.46%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.96%

28.45%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.93%

26.09%

-0.16%