SLMCX vs. MOWIX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Seligman Technology and Information Fund (SLMCX) and Moerus Worldwide Value Fund (MOWIX).

SLMCX is managed by Columbia. It was launched on Jun 22, 1983. MOWIX is managed by MOERUS FUNDS. It was launched on May 30, 2016.

Performance

SLMCX vs. MOWIX - Performance Comparison

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

SLMCX vs. MOWIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	33.04%
MOWIX Moerus Worldwide Value Fund	2.90%	40.23%	15.96%	24.97%	6.40%	146.79%	-10.06%	269.57%	-19.47%	18.59%

Returns By Period

In the year-to-date period, SLMCX achieves a 0.17% return, which is significantly lower than MOWIX's 2.90% 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%

MOWIX

• 1D: -0.70%
• 1M: -10.71%
• YTD: 2.90%
• 6M: 7.76%
• 1Y: 39.09%
• 3Y*: 26.86%
• 5Y*: 37.86%
• 10Y*: —

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

SLMCX vs. MOWIX - Expense Ratio Comparison

SLMCX has a 1.17% expense ratio, which is lower than MOWIX's 1.40% expense ratio.

MOWIX

Moerus Worldwide Value Fund

SLMCX

Columbia Seligman Technology and Information Fund

Return for Risk

SLMCX vs. MOWIX — Risk / Return Rank

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

SLMCX

SLMCX Risk / Return Rank: 91
SLMCX Sharpe Ratio Rank: 91
SLMCX Sortino Ratio Rank: 89
SLMCX Omega Ratio Rank: 85
SLMCX Calmar Ratio Rank: 96
SLMCX Martin Ratio Rank: 95

MOWIX

MOWIX Risk / Return Rank: 93
MOWIX Sharpe Ratio Rank: 95
MOWIX Sortino Ratio Rank: 92
MOWIX Omega Ratio Rank: 90
MOWIX Calmar Ratio Rank: 94
MOWIX Martin Ratio Rank: 94

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. MOWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund (SLMCX) and Moerus Worldwide Value Fund (MOWIX). 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	MOWIX	Difference
Sharpe ratio Return per unit of total volatility	1.90	2.24	-0.34
Sortino ratio Return per unit of downside risk	2.46	2.76	-0.30
Omega ratio Gain probability vs. loss probability	1.34	1.41	-0.06
Calmar ratio Return relative to maximum drawdown	3.54	3.13	+0.42
Martin ratio Return relative to average drawdown	13.44	12.06	+1.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SLMCX vs. MOWIX - Sharpe Ratio Comparison

The current SLMCX Sharpe Ratio is 1.90, which is comparable to the MOWIX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SLMCX and MOWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SLMCX	MOWIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	2.24	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.75	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.77	-0.08

Correlation

The correlation between SLMCX and MOWIX is 0.52, 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. MOWIX - Dividend Comparison

SLMCX's dividend yield for the trailing twelve months is around 9.44%, less than MOWIX's 10.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MOWIX Moerus Worldwide Value Fund	10.13%	10.42%	4.65%	4.98%	0.55%	55.38%	0.72%	94.90%	1.93%	0.86%	0.00%	0.00%

Drawdowns

SLMCX vs. MOWIX - Drawdown Comparison

The maximum SLMCX drawdown since its inception was -68.10%, which is greater than MOWIX's maximum drawdown of -46.25%. Use the drawdown chart below to compare losses from any high point for SLMCX and MOWIX.

Drawdown Indicators

	SLMCX	MOWIX	Difference
Max Drawdown Largest peak-to-trough decline	-68.10%	-46.25%	-21.85%
Max Drawdown (1Y) Largest decline over 1 year	-14.88%	-11.21%	-3.67%
Max Drawdown (5Y) Largest decline over 5 years	-37.32%	-22.11%	-15.21%
Max Drawdown (10Y) Largest decline over 10 years	-37.32%	—	—
Current Drawdown Current decline from peak	-11.96%	-10.71%	-1.25%
Average Drawdown Average peak-to-trough decline	-13.05%	-7.28%	-5.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	3.00%	+0.93%

Volatility

SLMCX vs. MOWIX - Volatility Comparison

Columbia Seligman Technology and Information Fund (SLMCX) has a higher volatility of 9.50% compared to Moerus Worldwide Value Fund (MOWIX) at 6.23%. This indicates that SLMCX's price experiences larger fluctuations and is considered to be riskier than MOWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLMCX	MOWIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.50%	6.23%	+3.27%
Volatility (6M) Calculated over the trailing 6-month period	21.01%	12.50%	+8.51%
Volatility (1Y) Calculated over the trailing 1-year period	30.59%	17.10%	+13.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.96%	50.85%	-24.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.93%	47.18%	-21.25%