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SCMIX vs. GSFTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCMIX vs. GSFTX - 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 Columbia Dividend Income Fund (GSFTX). The values are adjusted to include any dividend payments, if applicable.

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SCMIX vs. GSFTX - 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%
GSFTX
Columbia Dividend Income Fund
1.58%15.88%15.00%10.57%-4.94%26.26%7.75%28.12%-4.38%20.16%

Returns By Period

In the year-to-date period, SCMIX achieves a 0.24% return, which is significantly lower than GSFTX's 1.58% return. Over the past 10 years, SCMIX has outperformed GSFTX with an annualized return of 22.57%, while GSFTX has yielded a comparatively lower 11.96% 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%

GSFTX

1D
0.00%
1M
-5.48%
YTD
1.58%
6M
4.13%
1Y
14.74%
3Y*
14.46%
5Y*
10.53%
10Y*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCMIX vs. GSFTX - Expense Ratio Comparison

SCMIX has a 0.89% expense ratio, which is higher than GSFTX's 0.66% expense ratio.


Return for Risk

SCMIX vs. GSFTX — 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

GSFTX
GSFTX Risk / Return Rank: 6969
Overall Rank
GSFTX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GSFTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSFTX Omega Ratio Rank: 7171
Omega Ratio Rank
GSFTX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GSFTX Martin Ratio Rank: 7272
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. GSFTX - 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 Columbia Dividend Income Fund (GSFTX). 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.


SCMIXGSFTXDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.19

+0.72

Sortino ratio

Return per unit of downside risk

2.48

1.69

+0.79

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.08

Calmar ratio

Return relative to maximum drawdown

3.58

1.46

+2.12

Martin ratio

Return relative to average drawdown

13.59

6.80

+6.79

SCMIX vs. GSFTX - Sharpe Ratio Comparison

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


SCMIXGSFTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.19

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.80

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.77

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.53

+0.07

Correlation

The correlation between SCMIX and GSFTX is 0.76, 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. GSFTX - Dividend Comparison

SCMIX's dividend yield for the trailing twelve months is around 7.91%, more than GSFTX's 5.31% 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%
GSFTX
Columbia Dividend Income Fund
5.31%5.35%6.02%4.96%3.87%2.87%1.74%2.90%7.63%4.00%3.77%8.27%

Drawdowns

SCMIX vs. GSFTX - Drawdown Comparison

The maximum SCMIX drawdown since its inception was -50.85%, which is greater than GSFTX's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for SCMIX and GSFTX.


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Drawdown Indicators


SCMIXGSFTXDifference

Max Drawdown

Largest peak-to-trough decline

-50.85%

-47.69%

-3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-10.18%

-4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

-17.01%

-20.17%

Max Drawdown (10Y)

Largest decline over 10 years

-37.18%

-32.76%

-4.42%

Current Drawdown

Current decline from peak

-11.91%

-5.48%

-6.43%

Average Drawdown

Average peak-to-trough decline

-9.47%

-6.40%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

2.18%

+1.73%

Volatility

SCMIX vs. GSFTX - Volatility Comparison

Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX) has a higher volatility of 9.50% compared to Columbia Dividend Income Fund (GSFTX) at 2.90%. This indicates that SCMIX's price experiences larger fluctuations and is considered to be riskier than GSFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCMIXGSFTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

2.90%

+6.60%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

6.81%

+14.20%

Volatility (1Y)

Calculated over the trailing 1-year period

30.59%

13.61%

+16.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.96%

13.28%

+12.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.93%

15.68%

+10.25%