SHGTX vs. CMTFX

In the year-to-date period, SHGTX achieves a 24.02% return, which is significantly lower than CMTFX's 30.43% return. Over the past 10 years, SHGTX has underperformed CMTFX with an annualized return of 10.06%, while CMTFX has yielded a comparatively higher 16.89% annualized return.

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SHGTX has a 1.29% expense ratio, which is higher than CMTFX's 0.92% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Global Technology Fund (SHGTX) and Columbia Global Technology Growth Fund (CMTFX). 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.

The current SHGTX Sharpe Ratio is 1.27, which is comparable to the CMTFX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SHGTX and CMTFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither SHGTX nor CMTFX has paid dividends to shareholders.

The maximum SHGTX drawdown since its inception was -82.03%, which is greater than CMTFX's maximum drawdown of -68.25%. Use the drawdown chart below to compare losses from any high point for SHGTX and CMTFX. For additional features, visit the drawdowns tool.

The current volatility for Columbia Seligman Global Technology Fund (SHGTX) is 5.17%, while Columbia Global Technology Growth Fund (CMTFX) has a volatility of 6.08%. This indicates that SHGTX experiences smaller price fluctuations and is considered to be less risky than CMTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.