SLMCX vs. FIKHX

Last updated Apr 2, 2026

Compare and contrast key facts about Columbia Seligman Technology and Information Fund (SLMCX) and Fidelity Advisor Technology Fund Class Z (FIKHX).

SLMCX is managed by Columbia. It was launched on Jun 22, 1983. FIKHX is managed by Fidelity. It was launched on Oct 2, 2018.

Performance

SLMCX vs. FIKHX - Performance Comparison

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

SLMCX vs. FIKHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SLMCX Columbia Seligman Technology and Information Fund	5.76%	37.32%	26.67%	44.27%	-31.14%	38.97%	44.45%	54.15%	-11.75%
FIKHX Fidelity Advisor Technology Fund Class Z	0.00%	24.77%	35.52%	59.89%	-35.93%	27.74%	64.56%	51.18%	-17.39%

Returns By Period

SLMCX

• 1D: 5.57%
• 1M: -4.96%
• YTD: 5.76%
• 6M: 9.48%
• 1Y: 65.25%
• 3Y*: 31.63%
• 5Y*: 17.08%
• 10Y*: 22.87%

FIKHX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SLMCX vs. FIKHX - Expense Ratio Comparison

SLMCX has a 1.17% expense ratio, which is higher than FIKHX's 0.59% expense ratio.

SLMCX

Columbia Seligman Technology and Information Fund

FIKHX

Fidelity Advisor Technology Fund Class Z

Return for Risk

SLMCX vs. FIKHX — Risk / Return Rank

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

SLMCX

SLMCX Risk / Return Rank: 94
SLMCX Sharpe Ratio Rank: 94
SLMCX Sortino Ratio Rank: 92
SLMCX Omega Ratio Rank: 88
SLMCX Calmar Ratio Rank: 98
SLMCX Martin Ratio Rank: 97

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. FIKHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund (SLMCX) and Fidelity Advisor Technology Fund Class Z (FIKHX). 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.

	SLMCX	FIKHX	Difference
Sharpe ratio Return per unit of total volatility	2.17	—	—
Sortino ratio Return per unit of downside risk	2.75	—	—
Omega ratio Gain probability vs. loss probability	1.39	—	—
Calmar ratio Return relative to maximum drawdown	4.46	—	—
Martin ratio Return relative to average drawdown	16.82	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SLMCX	FIKHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	—	—

Correlation

The correlation between SLMCX and FIKHX is 0.89, 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.

Dividends

SLMCX vs. FIKHX - Dividend Comparison

SLMCX's dividend yield for the trailing twelve months is around 8.94%, less than FIKHX's 9.85% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SLMCX Columbia Seligman Technology and Information Fund	8.94%	9.45%	14.27%	5.16%	9.42%	11.75%	10.40%	11.44%	12.33%	11.15%	8.19%	10.79%
FIKHX Fidelity Advisor Technology Fund Class Z	9.85%	9.85%	7.33%	3.86%	3.32%	11.52%	7.42%	2.64%	22.38%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	SLMCX	FIKHX	Difference
Max Drawdown Largest peak-to-trough decline	-68.10%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-14.88%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-37.32%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.32%	—	—
Current Drawdown Current decline from peak	-7.05%	—	—
Average Drawdown Average peak-to-trough decline	-13.04%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	—	—

Volatility

Volatility by Period

	SLMCX	FIKHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.14%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	30.99%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.07%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.99%	—	—