SHGTX vs. PRWAX
Compare and contrast key facts about Columbia Seligman Global Technology Fund (SHGTX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
SHGTX is managed by Columbia Threadneedle. It was launched on May 22, 1994. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHGTX or PRWAX.
Performance
SHGTX vs. PRWAX - Performance Comparison
Returns By Period
In the year-to-date period, SHGTX achieves a 24.68% return, which is significantly lower than PRWAX's 27.87% return. Over the past 10 years, SHGTX has outperformed PRWAX with an annualized return of 10.11%, while PRWAX has yielded a comparatively lower 5.39% annualized return.
SHGTX
24.68%
6.51%
9.80%
25.64%
12.13%
10.11%
PRWAX
27.87%
3.38%
11.22%
26.83%
7.94%
5.39%
Key characteristics
SHGTX | PRWAX | |
---|---|---|
Sharpe Ratio | 1.24 | 1.95 |
Sortino Ratio | 1.71 | 2.54 |
Omega Ratio | 1.23 | 1.37 |
Calmar Ratio | 1.15 | 1.01 |
Martin Ratio | 6.23 | 10.98 |
Ulcer Index | 4.12% | 2.44% |
Daily Std Dev | 20.74% | 13.79% |
Max Drawdown | -82.03% | -70.45% |
Current Drawdown | 0.00% | -4.22% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SHGTX vs. PRWAX - Expense Ratio Comparison
SHGTX has a 1.29% expense ratio, which is higher than PRWAX's 0.76% expense ratio.
Correlation
The correlation between SHGTX and PRWAX is 0.82, 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.
Risk-Adjusted Performance
SHGTX vs. PRWAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Global Technology Fund (SHGTX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.
Dividends
SHGTX vs. PRWAX - Dividend Comparison
SHGTX has not paid dividends to shareholders, while PRWAX's dividend yield for the trailing twelve months is around 0.16%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|
Columbia Seligman Global Technology Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% |
T. Rowe Price All-Cap Opportunities Fund | 0.16% | 0.20% | 0.00% | 0.00% | 0.03% | 0.40% | 0.23% | 0.17% | 0.05% |
Drawdowns
SHGTX vs. PRWAX - Drawdown Comparison
The maximum SHGTX drawdown since its inception was -82.03%, which is greater than PRWAX's maximum drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for SHGTX and PRWAX. For additional features, visit the drawdowns tool.
Volatility
SHGTX vs. PRWAX - Volatility Comparison
Columbia Seligman Global Technology Fund (SHGTX) has a higher volatility of 5.18% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 3.95%. This indicates that SHGTX's price experiences larger fluctuations and is considered to be riskier than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.