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SLMCX vs. FISMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SLMCX vs. FISMX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.24%
-4.49%
SLMCX
FISMX

Returns By Period

In the year-to-date period, SLMCX achieves a 21.26% return, which is significantly higher than FISMX's 0.32% return. Over the past 10 years, SLMCX has outperformed FISMX with an annualized return of 8.46%, while FISMX has yielded a comparatively lower 7.57% annualized return.


SLMCX

YTD

21.26%

1M

2.14%

6M

9.32%

1Y

25.56%

5Y (annualized)

9.66%

10Y (annualized)

8.46%

FISMX

YTD

0.32%

1M

-5.30%

6M

-4.26%

1Y

8.88%

5Y (annualized)

5.57%

10Y (annualized)

7.57%

Key characteristics


SLMCXFISMX
Sharpe Ratio1.250.84
Sortino Ratio1.731.23
Omega Ratio1.231.15
Calmar Ratio0.980.78
Martin Ratio6.363.61
Ulcer Index3.96%2.55%
Daily Std Dev20.20%11.01%
Max Drawdown-86.89%-58.76%
Current Drawdown-4.80%-8.57%

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SLMCX vs. FISMX - Expense Ratio Comparison

SLMCX has a 1.17% expense ratio, which is higher than FISMX's 1.01% expense ratio.


SLMCX
Columbia Seligman Technology and Information Fund
Expense ratio chart for SLMCX: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%
Expense ratio chart for FISMX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Correlation

-0.50.00.51.00.6

The correlation between SLMCX and FISMX is 0.57, 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.

Risk-Adjusted Performance

SLMCX vs. FISMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund (SLMCX) and Fidelity International Small Cap Fund (FISMX). 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.


Sharpe ratio
The chart of Sharpe ratio for SLMCX, currently valued at 1.25, compared to the broader market0.002.004.001.250.84
The chart of Sortino ratio for SLMCX, currently valued at 1.73, compared to the broader market0.005.0010.001.731.23
The chart of Omega ratio for SLMCX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.15
The chart of Calmar ratio for SLMCX, currently valued at 0.98, compared to the broader market0.005.0010.0015.0020.0025.000.980.78
The chart of Martin ratio for SLMCX, currently valued at 6.36, compared to the broader market0.0020.0040.0060.0080.00100.006.363.61
SLMCX
FISMX

The current SLMCX Sharpe Ratio is 1.25, which is higher than the FISMX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SLMCX and FISMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.25
0.84
SLMCX
FISMX

Dividends

SLMCX vs. FISMX - Dividend Comparison

SLMCX has not paid dividends to shareholders, while FISMX's dividend yield for the trailing twelve months is around 1.86%.


TTM20232022202120202019201820172016201520142013
SLMCX
Columbia Seligman Technology and Information Fund
0.00%0.00%0.00%0.00%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FISMX
Fidelity International Small Cap Fund
1.86%1.87%0.70%2.57%0.83%1.83%1.91%0.98%1.46%5.45%18.12%2.92%

Drawdowns

SLMCX vs. FISMX - Drawdown Comparison

The maximum SLMCX drawdown since its inception was -86.89%, which is greater than FISMX's maximum drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for SLMCX and FISMX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.80%
-8.57%
SLMCX
FISMX

Volatility

SLMCX vs. FISMX - Volatility Comparison

Columbia Seligman Technology and Information Fund (SLMCX) has a higher volatility of 5.23% compared to Fidelity International Small Cap Fund (FISMX) at 2.95%. This indicates that SLMCX's price experiences larger fluctuations and is considered to be riskier than FISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.23%
2.95%
SLMCX
FISMX