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SLMCX vs. AINTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLMCX vs. AINTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Technology and Information Fund (SLMCX) and Ariel International Fund (AINTX). The values are adjusted to include any dividend payments, if applicable.

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SLMCX vs. AINTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLMCX
Columbia Seligman Technology and Information Fund
0.17%37.32%26.67%44.27%-31.14%38.97%44.45%54.15%-8.12%34.08%
AINTX
Ariel International Fund
-5.17%31.39%5.23%10.02%-11.33%4.31%6.84%12.83%-9.82%16.35%

Returns By Period

In the year-to-date period, SLMCX achieves a 0.17% return, which is significantly higher than AINTX's -5.17% return. Over the past 10 years, SLMCX has outperformed AINTX with an annualized return of 22.20%, while AINTX has yielded a comparatively lower 5.19% annualized return.


SLMCX

1D
-2.99%
1M
-9.33%
YTD
0.17%
6M
5.15%
1Y
58.16%
3Y*
29.27%
5Y*
16.53%
10Y*
22.20%

AINTX

1D
0.46%
1M
-11.41%
YTD
-5.17%
6M
-3.10%
1Y
11.55%
3Y*
11.03%
5Y*
5.91%
10Y*
5.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLMCX vs. AINTX - Expense Ratio Comparison

SLMCX has a 1.17% expense ratio, which is higher than AINTX's 1.13% expense ratio.


Return for Risk

SLMCX vs. AINTX — Risk / Return Rank

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

SLMCX
SLMCX Risk / Return Rank: 9191
Overall Rank
SLMCX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SLMCX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SLMCX Omega Ratio Rank: 8585
Omega Ratio Rank
SLMCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SLMCX Martin Ratio Rank: 9595
Martin Ratio Rank

AINTX
AINTX Risk / Return Rank: 2626
Overall Rank
AINTX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AINTX Sortino Ratio Rank: 2424
Sortino Ratio Rank
AINTX Omega Ratio Rank: 2525
Omega Ratio Rank
AINTX Calmar Ratio Rank: 2626
Calmar Ratio Rank
AINTX Martin Ratio Rank: 2626
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.

SLMCX vs. AINTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund (SLMCX) and Ariel International Fund (AINTX). 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.


SLMCXAINTXDifference

Sharpe ratio

Return per unit of total volatility

1.90

0.65

+1.25

Sortino ratio

Return per unit of downside risk

2.46

0.94

+1.52

Omega ratio

Gain probability vs. loss probability

1.34

1.14

+0.21

Calmar ratio

Return relative to maximum drawdown

3.54

0.76

+2.79

Martin ratio

Return relative to average drawdown

13.44

2.81

+10.62

SLMCX vs. AINTX - Sharpe Ratio Comparison

The current SLMCX Sharpe Ratio is 1.90, which is higher than the AINTX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SLMCX and AINTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SLMCXAINTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

0.65

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.43

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.39

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.45

+0.24

Correlation

The correlation between SLMCX and AINTX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SLMCX vs. AINTX - Dividend Comparison

SLMCX's dividend yield for the trailing twelve months is around 9.44%, less than AINTX's 16.04% yield.


TTM20252024202320222021202020192018201720162015
SLMCX
Columbia Seligman Technology and Information Fund
9.44%9.45%14.27%5.16%9.42%11.75%10.40%11.44%12.33%11.15%8.19%10.79%
AINTX
Ariel International Fund
16.04%15.21%6.28%1.64%0.00%2.54%1.47%1.59%1.17%1.76%1.69%0.20%

Drawdowns

SLMCX vs. AINTX - Drawdown Comparison

The maximum SLMCX drawdown since its inception was -68.10%, which is greater than AINTX's maximum drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for SLMCX and AINTX.


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Drawdown Indicators


SLMCXAINTXDifference

Max Drawdown

Largest peak-to-trough decline

-68.10%

-27.95%

-40.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-12.93%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-37.32%

-25.51%

-11.81%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-27.95%

-9.37%

Current Drawdown

Current decline from peak

-11.96%

-12.53%

+0.57%

Average Drawdown

Average peak-to-trough decline

-13.05%

-5.60%

-7.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.48%

+0.45%

Volatility

SLMCX vs. AINTX - Volatility Comparison

Columbia Seligman Technology and Information Fund (SLMCX) has a higher volatility of 9.50% compared to Ariel International Fund (AINTX) at 6.67%. This indicates that SLMCX's price experiences larger fluctuations and is considered to be riskier than AINTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLMCXAINTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

6.67%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

10.87%

+10.14%

Volatility (1Y)

Calculated over the trailing 1-year period

30.59%

16.06%

+14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.96%

13.89%

+12.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.93%

13.49%

+12.44%