SLMCX vs. FSELX

In the year-to-date period, SLMCX achieves a 21.26% return, which is significantly lower than FSELX's 37.98% return. Over the past 10 years, SLMCX has underperformed FSELX with an annualized return of 8.46%, while FSELX has yielded a comparatively higher 18.04% annualized return.

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SLMCX has a 1.17% expense ratio, which is higher than FSELX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund (SLMCX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.

The current SLMCX Sharpe Ratio is 1.25, which is comparable to the FSELX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SLMCX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SLMCX has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 0.07%.

The maximum SLMCX drawdown since its inception was -86.89%, which is greater than FSELX's maximum drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for SLMCX and FSELX. For additional features, visit the drawdowns tool.

The current volatility for Columbia Seligman Technology and Information Fund (SLMCX) is 5.23%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 9.31%. This indicates that SLMCX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.