PortfoliosLab logoPortfoliosLab logo
SLMCX vs. SCMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLMCX vs. SCMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Technology and Information Fund (SLMCX) and Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with SLMCX having a 58.65% return and SCMIX slightly higher at 58.84%. Both investments have delivered pretty close results over the past 10 years, with SLMCX having a 28.01% annualized return and SCMIX not far ahead at 28.38%.


SLMCX

1D
3.67%
1M
15.56%
YTD
58.65%
6M
55.34%
1Y
126.30%
3Y*
47.62%
5Y*
26.81%
10Y*
28.01%

SCMIX

1D
3.67%
1M
15.59%
YTD
58.84%
6M
55.57%
1Y
126.94%
3Y*
48.05%
5Y*
27.17%
10Y*
28.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLMCX vs. SCMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLMCX
Columbia Seligman Technology and Information Fund
58.65%37.32%26.67%44.27%-31.14%38.97%44.45%54.15%-8.12%34.08%
SCMIX
Columbia Seligman Technology and Information Fund Institutional 2 Class
58.84%37.73%27.06%44.68%-30.96%39.37%44.85%54.60%-7.81%34.46%

Correlation

The correlation between SLMCX and SCMIX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2002

1.00

The correlation between SLMCX and SCMIX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SLMCX vs. SCMIX — Risk / Return Rank

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

SLMCX
SLMCX Risk / Return Rank: 9797
Overall Rank
SLMCX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SLMCX Sortino Ratio Rank: 9696
Sortino Ratio Rank
SLMCX Omega Ratio Rank: 9393
Omega Ratio Rank
SLMCX Calmar Ratio Rank: 9999
Calmar Ratio Rank
SLMCX Martin Ratio Rank: 9999
Martin Ratio Rank

SCMIX
SCMIX Risk / Return Rank: 9797
Overall Rank
SCMIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SCMIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
SCMIX Omega Ratio Rank: 9393
Omega Ratio Rank
SCMIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
SCMIX Martin Ratio Rank: 9999
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. SCMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund (SLMCX) and Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX). 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.


SLMCXSCMIXDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.71

1.71

0.00

Calmar ratioReturn relative to maximum drawdown

10.65

10.71

-0.06

Martin ratioReturn relative to average drawdown

41.17

41.57

-0.39

SLMCX vs. SCMIX - Sharpe Ratio Comparison

The current SLMCX Sharpe Ratio is 5.03, which is comparable to the SCMIX Sharpe Ratio of 5.06. The chart below compares the historical Sharpe Ratios of SLMCX and SCMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SLMCXSCMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.03

5.06

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.04

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

1.09

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.69

+0.04

Drawdowns

SLMCX vs. SCMIX - Drawdown Comparison

The maximum SLMCX drawdown since its inception was -68.10%, which is greater than SCMIX's maximum drawdown of -50.85%. Use the drawdown chart below to compare losses from any high point for SLMCX and SCMIX.


Loading charts...

Drawdown Indicators


SLMCXSCMIXDifference

Max Drawdown

Largest peak-to-trough decline

-68.10%

-50.85%

-17.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-12.32%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-29.13%

-29.08%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-37.32%

-37.18%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-37.18%

-0.14%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-13.00%

-9.41%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.17%

+0.01%

Volatility

SLMCX vs. SCMIX - Volatility Comparison

Columbia Seligman Technology and Information Fund (SLMCX) and Columbia Seligman Technology and Information Fund Institutional 2 Class (SCMIX) have volatilities of 7.25% and 7.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SLMCXSCMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

7.25%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

20.07%

20.07%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

26.09%

26.09%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.21%

26.21%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.14%

26.14%

0.00%

SLMCX vs. SCMIX - Expense Ratio Comparison

SLMCX has a 1.17% expense ratio, which is higher than SCMIX's 0.89% expense ratio.


Dividends

SLMCX vs. SCMIX - Dividend Comparison

SLMCX's dividend yield for the trailing twelve months is around 5.96%, more than SCMIX's 4.99% yield.


PositionTTM20252024202320222021202020192018201720162015
SCMIX
Columbia Seligman Technology and Information Fund Institutional 2 Class
4.99%7.93%12.11%4.52%8.08%10.45%9.38%10.47%11.30%10.48%7.88%10.40%
SLMCX
Columbia Seligman Technology and Information Fund
5.96%9.45%14.27%5.16%9.42%11.75%10.40%11.44%12.33%11.15%8.19%10.79%

Frequently Asked Questions


With a correlation of 1.00, SLMCX and SCMIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCMIX has higher volatility (7.25%) compared to SLMCX (7.25%). In terms of maximum drawdown, SLMCX dropped -68.10% vs SCMIX's -50.85%.

SCMIX currently has the higher Sharpe Ratio (5.06 vs 5.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SLMCX and SCMIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer