SHGTX vs. RYSIX
SHGTX (Columbia Seligman Global Technology Fund) and RYSIX (Rydex Electronics Fund) are both Technology Equities funds. Over the past 10 years, SHGTX returned 26.00%/yr vs 28.27%/yr for RYSIX. Their correlation of 0.88 means they have usually moved in the same direction. SHGTX charges 1.29%/yr vs 1.36%/yr for RYSIX.
Performance
SHGTX vs. RYSIX - Performance Comparison
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Returns By Period
In the year-to-date period, SHGTX achieves a 44.24% return, which is significantly lower than RYSIX's 54.19% return. Over the past 10 years, SHGTX has underperformed RYSIX with an annualized return of 26.00%, while RYSIX has yielded a comparatively higher 28.27% annualized return.
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%
RYSIX
- 1D
- 8.32%
- 1M
- -10.27%
- 6M
- 37.72%
- YTD
- 54.19%
- 1Y
- 96.37%
- 3Y*
- 38.97%
- 5Y*
- 26.02%
- 10Y*
- 28.27%
- ALL TIME*
- 10.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SHGTX vs. RYSIX - 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% |
RYSIX Rydex Electronics Fund | 54.19% | 42.02% | 16.66% | 55.69% | -32.46% | 38.65% | 56.73% | 59.80% | -12.42% | 31.62% |
Correlation
The correlation between SHGTX and RYSIX 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. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | 0.88 |
The correlation between SHGTX and RYSIX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
SHGTX vs. RYSIX — Risk / Return Rank
SHGTX
RYSIX
SHGTX vs. RYSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Global Technology Fund (SHGTX) and Rydex Electronics Fund (RYSIX). 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 | RYSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.33 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.87 | 3.15 | +2.72 |
| Martin ratioReturn relative to average drawdown | 19.26 | 13.71 | +5.55 |
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Drawdowns
SHGTX vs. RYSIX - Drawdown Comparison
The maximum SHGTX drawdown since its inception was -77.47%, smaller than the maximum RYSIX drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for SHGTX and RYSIX.
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Drawdown Indicators
| SHGTX | RYSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.47% | -88.66% | +11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -28.13% | +14.98% |
Max Drawdown (3Y)Largest decline over 3 years | -28.90% | -40.57% | +11.67% |
Max Drawdown (5Y)Largest decline over 5 years | -43.17% | -43.80% | +0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -43.17% | -43.80% | +0.63% |
Current DrawdownCurrent decline from peak | -8.92% | -22.15% | +13.23% |
Average DrawdownAverage peak-to-trough decline | -24.84% | -49.48% | +24.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 6.47% | -2.49% |
Volatility
SHGTX vs. RYSIX - Volatility Comparison
The current volatility for Columbia Seligman Global Technology Fund (SHGTX) is 10.23%, while Rydex Electronics Fund (RYSIX) has a volatility of 18.18%. This indicates that SHGTX experiences smaller price fluctuations and is considered to be less risky than RYSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHGTX | RYSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.23% | 18.18% | -7.95% |
Volatility (6M)Calculated over the trailing 6-month period | 23.55% | 36.30% | -12.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.70% | 42.07% | -12.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.14% | 37.94% | -9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.05% | 34.53% | -7.48% |
SHGTX vs. RYSIX - Expense Ratio Comparison
SHGTX has a 1.29% expense ratio, which is lower than RYSIX's 1.36% expense ratio.
Dividends
SHGTX vs. RYSIX - Dividend Comparison
SHGTX's dividend yield for the trailing twelve months is around 5.86%, more than RYSIX's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSIX Rydex Electronics Fund | 2.10% | 3.24% | 1.73% | 0.00% | 0.00% | 3.34% | 2.04% | 0.01% | 10.18% | 0.05% | 0.00% | 0.16% |
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
SHGTX and RYSIX 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.
RYSIX has higher volatility (18.18%) compared to SHGTX (10.23%). In terms of maximum drawdown, SHGTX dropped -77.47% vs RYSIX's -88.66%.
SHGTX currently has the higher Sharpe Ratio (2.60 vs 2.11), 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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