TSNIX vs. SLMCX

Last updated Jun 25, 2026

TSNIX (T. Rowe Price Science & Technology Fund I Class) and SLMCX (Columbia Seligman Technology and Information Fund) are both Technology Equities funds. Over the past 10 years, TSNIX returned 23.13%/yr vs 28.24%/yr for SLMCX. Their correlation of 0.88 suggests significant overlap in exposure. TSNIX charges 0.67%/yr vs 1.17%/yr for SLMCX.

Performance

TSNIX vs. SLMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Science & Technology Fund I Class (TSNIX) and Columbia Seligman Technology and Information Fund (SLMCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSNIX achieves a 34.30% return, which is significantly lower than SLMCX's 53.68% return. Over the past 10 years, TSNIX has underperformed SLMCX with an annualized return of 23.13%, while SLMCX has yielded a comparatively higher 28.24% annualized return.

TSNIX

• 1D: -7.39%
• 1M: 3.55%
• YTD: 34.30%
• 6M: 32.21%
• 1Y: 64.50%
• 3Y*: 37.92%
• 5Y*: 16.65%
• 10Y*: 23.13%

SLMCX

• 1D: -3.48%
• 1M: 4.60%
• YTD: 53.68%
• 6M: 50.82%
• 1Y: 107.41%
• 3Y*: 45.46%
• 5Y*: 24.95%
• 10Y*: 28.24%

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

TSNIX vs. SLMCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TSNIX T. Rowe Price Science & Technology Fund I Class	34.30%	24.45%	40.65%	53.94%	-35.29%	5.72%	46.10%	55.54%	-7.41%	39.56%
SLMCX Columbia Seligman Technology and Information Fund	53.68%	37.32%	26.67%	44.27%	-31.14%	38.97%	44.45%	54.15%	-8.12%	34.08%

Correlation

The correlation between TSNIX and SLMCX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Mar 24, 2016	0.88

The correlation between TSNIX and SLMCX has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

Return for Risk

TSNIX vs. SLMCX — Risk / Return Rank

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

TSNIX

TSNIX Risk / Return Rank: 79
TSNIX Sharpe Ratio Rank: 85
TSNIX Sortino Ratio Rank: 64
TSNIX Omega Ratio Rank: 72
TSNIX Calmar Ratio Rank: 88
TSNIX Martin Ratio Rank: 84

SLMCX

SLMCX Risk / Return Rank: 95
SLMCX Sharpe Ratio Rank: 99
SLMCX Sortino Ratio Rank: 93
SLMCX Omega Ratio Rank: 88
SLMCX Calmar Ratio Rank: 98
SLMCX Martin Ratio Rank: 98

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.

TSNIX vs. SLMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science & Technology Fund I Class (TSNIX) and Columbia Seligman Technology and Information Fund (SLMCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TSNIX	SLMCX	Difference
Sharpe ratio: Return per unit of total volatility	2.48	4.06	-1.58
Sortino ratio: Return per unit of downside risk	2.92	4.32	-1.41
Omega ratio: Gain probability vs. loss probability	1.42	1.58	-0.17
Calmar ratio: Return relative to maximum drawdown	3.97	9.22	-5.25
Martin ratio: Return relative to average drawdown	14.07	33.49	-19.42

TSNIX vs. SLMCX - Sharpe Ratio Comparison

The current TSNIX Sharpe Ratio is 2.48, which is lower than the SLMCX Sharpe Ratio of 4.06. The chart below compares the historical Sharpe Ratios of TSNIX and SLMCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TSNIX vs. SLMCX - Drawdown Comparison

The maximum TSNIX drawdown since its inception was -46.22%, smaller than the maximum SLMCX drawdown of -68.10%. Use the drawdown chart below to compare losses from any high point for TSNIX and SLMCX.

Drawdown Indicators

	TSNIX	SLMCX	Difference
Max Drawdown Largest peak-to-trough decline	-46.22%	-68.10%	+21.88%
Max Drawdown (1Y) Largest decline over 1 year	-17.97%	-12.33%	-5.64%
Max Drawdown (3Y) Largest decline over 3 years	-31.04%	-29.13%	-1.91%
Max Drawdown (5Y) Largest decline over 5 years	-46.22%	-37.32%	-8.90%
Max Drawdown (10Y) Largest decline over 10 years	-46.22%	-37.32%	-8.90%
Current Drawdown Current decline from peak	-7.39%	-3.48%	-3.91%
Average Drawdown Average peak-to-trough decline	-8.68%	-12.98%	+4.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.98%	3.38%	+1.60%

Volatility

TSNIX vs. SLMCX - Volatility Comparison

T. Rowe Price Science & Technology Fund I Class (TSNIX) has a higher volatility of 17.46% compared to Columbia Seligman Technology and Information Fund (SLMCX) at 12.01%. This indicates that TSNIX's price experiences larger fluctuations and is considered to be riskier than SLMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSNIX	SLMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.46%	12.01%	+5.45%
Volatility (6M) Calculated over the trailing 6-month period	25.25%	21.88%	+3.37%
Volatility (1Y) Calculated over the trailing 1-year period	28.79%	28.00%	+0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.75%	26.62%	+2.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.31%	26.28%	-0.97%

TSNIX vs. SLMCX - Expense Ratio Comparison

TSNIX has a 0.67% expense ratio, which is lower than SLMCX's 1.17% expense ratio.

Dividends

TSNIX vs. SLMCX - Dividend Comparison

TSNIX's dividend yield for the trailing twelve months is around 8.68%, more than SLMCX's 6.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SLMCX Columbia Seligman Technology and Information Fund	6.15%	9.45%	14.27%	5.16%	9.42%	11.75%	10.40%	11.44%	12.33%	11.15%	8.19%	10.79%
TSNIX T. Rowe Price Science & Technology Fund I Class	8.68%	11.66%	9.62%	0.00%	7.82%	33.71%	14.00%	11.91%	36.28%	13.35%	3.82%	0.00%

Frequently Asked Questions

Can I hold both TSNIX and SLMCX in my portfolio?

TSNIX and SLMCX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TSNIX or SLMCX?

TSNIX has higher volatility (17.46%) compared to SLMCX (12.01%). In terms of maximum drawdown, TSNIX dropped -46.22% vs SLMCX's -68.10%.

Which has better risk-adjusted returns?

SLMCX currently has the higher Sharpe Ratio (4.06 vs 2.48), 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.