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SSCVX vs. CMTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSCVX vs. CMTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Small Cap Value Fund (SSCVX) and Columbia Global Technology Growth Fund (CMTFX). The values are adjusted to include any dividend payments, if applicable.

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SSCVX vs. CMTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSCVX
Columbia Select Small Cap Value Fund
5.82%5.46%12.33%12.47%-15.35%31.25%9.61%18.76%-13.70%12.65%
CMTFX
Columbia Global Technology Growth Fund
-10.17%25.10%31.72%56.85%-34.63%23.04%49.65%44.21%-1.26%43.38%

Returns By Period

In the year-to-date period, SSCVX achieves a 5.82% return, which is significantly higher than CMTFX's -10.17% return. Over the past 10 years, SSCVX has underperformed CMTFX with an annualized return of 8.32%, while CMTFX has yielded a comparatively higher 20.54% annualized return.


SSCVX

1D
-1.40%
1M
-6.22%
YTD
5.82%
6M
6.09%
1Y
22.66%
3Y*
11.20%
5Y*
5.67%
10Y*
8.32%

CMTFX

1D
-1.69%
1M
-9.74%
YTD
-10.17%
6M
-8.43%
1Y
28.08%
3Y*
24.15%
5Y*
12.80%
10Y*
20.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSCVX vs. CMTFX - Expense Ratio Comparison

SSCVX has a 1.28% expense ratio, which is higher than CMTFX's 0.92% expense ratio.


Return for Risk

SSCVX vs. CMTFX — Risk / Return Rank

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

SSCVX
SSCVX Risk / Return Rank: 5555
Overall Rank
SSCVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SSCVX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SSCVX Omega Ratio Rank: 5151
Omega Ratio Rank
SSCVX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SSCVX Martin Ratio Rank: 5656
Martin Ratio Rank

CMTFX
CMTFX Risk / Return Rank: 6363
Overall Rank
CMTFX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CMTFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
CMTFX Omega Ratio Rank: 5858
Omega Ratio Rank
CMTFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
CMTFX Martin Ratio Rank: 6464
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.

SSCVX vs. CMTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Small Cap Value Fund (SSCVX) and Columbia Global Technology Growth Fund (CMTFX). 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.


SSCVXCMTFXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.03

-0.03

Sortino ratio

Return per unit of downside risk

1.51

1.58

-0.07

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratio

Return relative to maximum drawdown

1.32

1.70

-0.38

Martin ratio

Return relative to average drawdown

5.44

6.04

-0.60

SSCVX vs. CMTFX - Sharpe Ratio Comparison

The current SSCVX Sharpe Ratio is 1.00, which is comparable to the CMTFX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of SSCVX and CMTFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSCVXCMTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.03

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.50

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.84

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.44

-0.13

Correlation

The correlation between SSCVX and CMTFX is 0.75, 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

SSCVX vs. CMTFX - Dividend Comparison

SSCVX's dividend yield for the trailing twelve months is around 10.36%, more than CMTFX's 3.44% yield.


TTM20252024202320222021202020192018201720162015
SSCVX
Columbia Select Small Cap Value Fund
10.36%10.96%20.45%6.56%4.62%6.64%6.45%0.12%7.59%13.50%6.18%12.44%
CMTFX
Columbia Global Technology Growth Fund
3.44%3.09%1.02%2.23%3.36%4.19%0.87%2.44%5.89%3.60%0.35%1.74%

Drawdowns

SSCVX vs. CMTFX - Drawdown Comparison

The maximum SSCVX drawdown since its inception was -65.34%, roughly equal to the maximum CMTFX drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for SSCVX and CMTFX.


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Drawdown Indicators


SSCVXCMTFXDifference

Max Drawdown

Largest peak-to-trough decline

-65.34%

-68.28%

+2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-14.35%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-39.42%

+10.20%

Max Drawdown (10Y)

Largest decline over 10 years

-48.87%

-39.42%

-9.45%

Current Drawdown

Current decline from peak

-7.88%

-14.35%

+6.47%

Average Drawdown

Average peak-to-trough decline

-11.91%

-16.40%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

4.04%

-0.30%

Volatility

SSCVX vs. CMTFX - Volatility Comparison

The current volatility for Columbia Select Small Cap Value Fund (SSCVX) is 6.07%, while Columbia Global Technology Growth Fund (CMTFX) has a volatility of 7.45%. This indicates that SSCVX experiences smaller price fluctuations and is considered to be less risky than CMTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCVXCMTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

7.45%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

16.24%

-3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

27.01%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

25.81%

-4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.44%

24.66%

-1.22%