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SCMIX vs. SHGTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with SCMIX having a 58.84% return and SHGTX slightly lower at 58.37%. Both investments have delivered pretty close results over the past 10 years, with SCMIX having a 28.38% annualized return and SHGTX not far behind at 27.87%.


SCMIX

1D
3.67%
1M
15.59%
YTD
58.84%
6M
55.57%
1Y
126.94%
3Y*
48.05%
5Y*
27.17%
10Y*
28.38%

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)

SCMIX vs. SHGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCMIX
Columbia Seligman Technology and Information Fund Institutional 2 Class
58.84%37.73%27.06%44.68%-30.96%39.37%44.85%54.60%-7.81%34.46%
SHGTX
Columbia Seligman Global Technology Fund
58.37%35.09%26.04%45.28%-31.70%38.60%45.56%54.92%-8.70%34.52%

Correlation

The correlation between SCMIX and SHGTX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2002

0.98

The correlation between SCMIX and SHGTX has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

SCMIX vs. SHGTX — Risk / Return Rank

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

SCMIX
SCMIX Risk / Return Rank: 9797
Overall Rank
SCMIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SCMIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
SCMIX Omega Ratio Rank: 9393
Omega Ratio Rank
SCMIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
SCMIX Martin Ratio Rank: 9999
Martin Ratio Rank

SHGTX
SHGTX Risk / Return Rank: 9797
Overall Rank
SHGTX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SHGTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SHGTX Omega Ratio Rank: 9292
Omega Ratio Rank
SHGTX Calmar Ratio Rank: 9999
Calmar Ratio Rank
SHGTX 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. SHGTX - 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 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.


SCMIXSHGTXDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.71

1.69

+0.02

Calmar ratioReturn relative to maximum drawdown

10.71

10.16

+0.55

Martin ratioReturn relative to average drawdown

41.57

38.70

+2.87

SCMIX vs. SHGTX - Sharpe Ratio Comparison

The current SCMIX Sharpe Ratio is 5.06, which is comparable to the SHGTX Sharpe Ratio of 4.85. The chart below compares the historical Sharpe Ratios of SCMIX 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.


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Sharpe Ratios by Period


SCMIXSHGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.06

4.85

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

0.96

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

1.04

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.66

+0.03

Drawdowns

SCMIX vs. SHGTX - Drawdown Comparison

The maximum SCMIX drawdown since its inception was -50.85%, smaller than the maximum SHGTX drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for SCMIX and SHGTX.


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Drawdown Indicators


SCMIXSHGTXDifference

Max Drawdown

Largest peak-to-trough decline

-50.85%

-77.47%

+26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-12.45%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-29.08%

-28.90%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

-43.17%

+5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-37.18%

-43.17%

+5.99%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.41%

-24.94%

+15.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.26%

-0.09%

Volatility

SCMIX vs. SHGTX - Volatility Comparison

Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX) and Columbia Seligman Global Technology Fund (SHGTX) have volatilities of 7.25% and 7.24%, 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.


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Volatility by Period


SCMIXSHGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

7.24%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

20.07%

20.14%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

26.09%

26.07%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.21%

27.43%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.14%

26.79%

-0.65%

SCMIX vs. SHGTX - Expense Ratio Comparison

SCMIX has a 0.89% expense ratio, which is lower than SHGTX's 1.29% expense ratio.


Dividends

SCMIX vs. SHGTX - Dividend Comparison

SCMIX's dividend yield for the trailing twelve months is around 4.99%, less than SHGTX's 5.33% yield.


PositionTTM20252024202320222021202020192018201720162015
SCMIX
Columbia Seligman Technology and Information Fund Institutional 2 Class
4.99%7.93%12.11%4.52%8.08%10.45%9.38%10.47%11.30%10.48%7.88%10.40%
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


With a correlation of 1.00, SCMIX and SHGTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCMIX has higher volatility (7.25%) compared to SHGTX (7.24%). In terms of maximum drawdown, SCMIX dropped -50.85% vs SHGTX's -77.47%.

SCMIX currently has the higher Sharpe Ratio (5.06 vs 4.85), 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.

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