SHGTX vs. FSPTX

Last updated Aug 1, 2026

SHGTX (Columbia Seligman Global Technology Fund) and FSPTX (Fidelity Select Technology Portfolio) are both Technology Equities funds. Over the past 10 years, SHGTX returned 26.00%/yr vs 25.58%/yr for FSPTX. Their correlation of 0.88 means they have usually moved in the same direction. SHGTX charges 1.29%/yr vs 0.61%/yr for FSPTX.

Performance

SHGTX vs. FSPTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Global Technology Fund (SHGTX) and Fidelity Select Technology Portfolio (FSPTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SHGTX achieves a 44.24% return, which is significantly higher than FSPTX's 30.03% return. Both investments have delivered pretty close results over the past 10 years, with SHGTX having a 26.00% annualized return and FSPTX not far behind at 25.58%.

SHGTX

• 1D: 4.87%
• 1M: -3.79%
• 6M: 32.24%
• YTD: 44.24%
• 1Y: 80.86%
• 3Y*: 37.72%
• 5Y*: 22.58%
• 10Y*: 26.00%
• ALL TIME*: 15.39%

FSPTX

• 1D: 3.77%
• 1M: -2.64%
• 6M: 27.84%
• YTD: 30.03%
• 1Y: 46.11%
• 3Y*: 33.19%
• 5Y*: 19.84%
• 10Y*: 25.58%
• ALL TIME*: 14.97%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FSPTX Fidelity Select Technology Portfolio	$0.00	$0.00	$0.00
SHGTX Columbia Seligman Global Technology Fund	$0.00	$0.00	$0.00

SHGTX vs. FSPTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SHGTX Columbia Seligman Global Technology Fund	44.24%	35.09%	26.04%	45.28%	-31.70%	38.60%	45.56%	54.92%	-8.70%	34.52%
FSPTX Fidelity Select Technology Portfolio	30.03%	23.37%	41.76%	59.83%	-36.91%	21.99%	63.95%	51.08%	-9.03%	49.75%

Correlation

The correlation between SHGTX and FSPTX is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (3Y) Balances recent behavior with more history.	0.89
Correlation (5Y) Shows whether the relationship held over a longer period.	0.91
Correlation (10Y) Provides a long-term view across more market conditions.	0.90
Correlation (All Time) Calculated using the full available price history since May 23, 1994	0.88

The correlation between SHGTX and FSPTX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

Return for Risk

SHGTX vs. FSPTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SHGTX

SHGTX Risk / Return Rank: 92
SHGTX Sharpe Ratio Rank: 95
SHGTX Sortino Ratio Rank: 85
SHGTX Omega Ratio Rank: 84
SHGTX Calmar Ratio Rank: 98
SHGTX Martin Ratio Rank: 97

FSPTX

FSPTX Risk / Return Rank: 72
FSPTX Sharpe Ratio Rank: 74
FSPTX Sortino Ratio Rank: 66
FSPTX Omega Ratio Rank: 65
FSPTX Calmar Ratio Rank: 85
FSPTX Martin Ratio Rank: 69

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SHGTX vs. FSPTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Global Technology Fund (SHGTX) and Fidelity Select Technology Portfolio (FSPTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SHGTX	FSPTX	Difference
Sharpe ratio: Return per unit of total volatility	2.60	1.66	+0.94
Sortino ratio: Return per unit of downside risk	3.06	2.20	+0.86
Omega ratio: Gain probability vs. loss probability	1.40	1.28	+0.13
Calmar ratio: Return relative to maximum drawdown	5.87	2.86	+3.01
Martin ratio: Return relative to average drawdown	19.26	8.20	+11.07

SHGTX vs. FSPTX - Sharpe Ratio Comparison

The current SHGTX Sharpe Ratio is 2.60, which is higher than the FSPTX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SHGTX and FSPTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SHGTX vs. FSPTX - Drawdown Comparison

The maximum SHGTX drawdown since its inception was -77.47%, smaller than the maximum FSPTX drawdown of -84.37%. Use the drawdown chart below to compare losses from any high point for SHGTX and FSPTX.

Drawdown Indicators

	SHGTX	FSPTX	Difference
Max Drawdown Largest peak-to-trough decline	-77.47%	-84.37%	+6.90%
Max Drawdown (1Y) Largest decline over 1 year	-13.15%	-14.87%	+1.72%
Max Drawdown (3Y) Largest decline over 3 years	-28.90%	-29.22%	+0.32%
Max Drawdown (5Y) Largest decline over 5 years	-43.17%	-42.16%	-1.01%
Max Drawdown (10Y) Largest decline over 10 years	-43.17%	-42.16%	-1.01%
Current Drawdown Current decline from peak	-8.92%	-11.67%	+2.75%
Average Drawdown Average peak-to-trough decline	-24.84%	-26.96%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.98%	5.19%	-1.21%

Volatility

SHGTX vs. FSPTX - Volatility Comparison

Columbia Seligman Global Technology Fund (SHGTX) has a higher volatility of 10.23% compared to Fidelity Select Technology Portfolio (FSPTX) at 8.28%. This indicates that SHGTX's price experiences larger fluctuations and is considered to be riskier than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHGTX	FSPTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.23%	8.28%	+1.95%
Volatility (6M) Calculated over the trailing 6-month period	23.55%	21.29%	+2.26%
Volatility (1Y) Calculated over the trailing 1-year period	29.70%	25.63%	+4.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.14%	28.04%	+0.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.05%	26.29%	+0.76%

SHGTX vs. FSPTX - Expense Ratio Comparison

SHGTX has a 1.29% expense ratio, which is higher than FSPTX's 0.61% expense ratio.

Dividends

SHGTX vs. FSPTX - Dividend Comparison

SHGTX's dividend yield for the trailing twelve months is around 5.86%, less than FSPTX's 8.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSPTX Fidelity Select Technology Portfolio	8.35%	9.06%	9.42%	0.01%	3.95%	11.62%	18.86%	1.86%	23.77%	8.32%	1.54%	4.19%
SHGTX Columbia Seligman Global Technology Fund	5.86%	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

Can I hold both SHGTX and FSPTX in my portfolio?

SHGTX and FSPTX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHGTX or FSPTX?

SHGTX has higher volatility (10.23%) compared to FSPTX (8.28%). In terms of maximum drawdown, SHGTX dropped -77.47% vs FSPTX's -84.37%.

Which has better risk-adjusted returns?

SHGTX currently has the higher Sharpe Ratio (2.60 vs 1.66), 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.