SCMIX vs. JESTX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX) and John Hancock Variable Insurance Trust Science & Technology Trust (JESTX).

SCMIX is an actively managed fund by Columbia. It was launched on Nov 30, 2001. JESTX is managed by John Hancock. It was launched on Dec 31, 1996.

Performance

SCMIX vs. JESTX - 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 John Hancock Variable Insurance Trust Science & Technology Trust (JESTX). The values are adjusted to include any dividend payments, if applicable.

SCMIX vs. JESTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	24.06%
JESTX John Hancock Variable Insurance Trust Science & Technology Trust	-11.75%	24.07%	37.90%	54.68%	-68.16%	8.37%	57.16%	37.93%	-0.61%	24.51%

Returns By Period

In the year-to-date period, SCMIX achieves a 0.24% return, which is significantly higher than JESTX's -11.75% 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%

JESTX

• 1D: -2.41%
• 1M: -14.10%
• YTD: -11.75%
• 6M: -8.79%
• 1Y: 30.18%
• 3Y*: 22.45%
• 5Y*: -4.59%
• 10Y*: —

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

SCMIX vs. JESTX - Expense Ratio Comparison

SCMIX has a 0.89% expense ratio, which is lower than JESTX's 1.04% expense ratio.

JESTX

John Hancock Variable Insurance Trust Science & Technology Trust

SCMIX

Columbia Seligman Technology and Information Fund Institutional 2 Class

Return for Risk

SCMIX vs. JESTX — Risk / Return Rank

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

SCMIX

SCMIX Risk / Return Rank: 91
SCMIX Sharpe Ratio Rank: 91
SCMIX Sortino Ratio Rank: 89
SCMIX Omega Ratio Rank: 85
SCMIX Calmar Ratio Rank: 96
SCMIX Martin Ratio Rank: 95

JESTX

JESTX Risk / Return Rank: 39
JESTX Sharpe Ratio Rank: 58
JESTX Sortino Ratio Rank: 63
JESTX Omega Ratio Rank: 54
JESTX Calmar Ratio Rank: 11
JESTX Martin Ratio Rank: 10

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. JESTX - 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 John Hancock Variable Insurance Trust Science & Technology Trust (JESTX). 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.

	SCMIX	JESTX	Difference
Sharpe ratio Return per unit of total volatility	1.91	1.06	+0.85
Sortino ratio Return per unit of downside risk	2.48	1.61	+0.87
Omega ratio Gain probability vs. loss probability	1.35	1.21	+0.13
Calmar ratio Return relative to maximum drawdown	3.58	0.26	+3.32
Martin ratio Return relative to average drawdown	13.59	0.76	+12.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCMIX vs. JESTX - Sharpe Ratio Comparison

The current SCMIX Sharpe Ratio is 1.91, which is higher than the JESTX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SCMIX and JESTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SCMIX	JESTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	1.06	+0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	-0.13	+0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.29	+0.31

Correlation

The correlation between SCMIX and JESTX 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. JESTX - Dividend Comparison

SCMIX's dividend yield for the trailing twelve months is around 7.91%, less than JESTX's 24.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
JESTX John Hancock Variable Insurance Trust Science & Technology Trust	24.88%	21.96%	0.00%	0.00%	0.00%	24.96%	9.28%	19.35%	18.35%	0.00%	0.00%	0.00%

Drawdowns

SCMIX vs. JESTX - Drawdown Comparison

The maximum SCMIX drawdown since its inception was -50.85%, smaller than the maximum JESTX drawdown of -73.89%. Use the drawdown chart below to compare losses from any high point for SCMIX and JESTX.

Drawdown Indicators

	SCMIX	JESTX	Difference
Max Drawdown Largest peak-to-trough decline	-50.85%	-73.89%	+23.04%
Max Drawdown (1Y) Largest decline over 1 year	-14.88%	-18.63%	+3.75%
Max Drawdown (5Y) Largest decline over 5 years	-37.18%	-73.89%	+36.71%
Max Drawdown (10Y) Largest decline over 10 years	-37.18%	—	—
Current Drawdown Current decline from peak	-11.91%	-31.88%	+19.97%
Average Drawdown Average peak-to-trough decline	-9.47%	-22.30%	+12.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.91%	9.76%	-5.85%

Volatility

SCMIX vs. JESTX - Volatility Comparison

Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX) and John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) have volatilities of 9.50% and 9.15%, 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.

Volatility by Period

	SCMIX	JESTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.50%	9.15%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	21.01%	18.89%	+2.12%
Volatility (1Y) Calculated over the trailing 1-year period	30.59%	29.71%	+0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.96%	35.79%	-9.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.93%	30.96%	-5.03%