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UMEMX vs. SLMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMEMX vs. SLMCX - Performance Comparison

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

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UMEMX vs. SLMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMEMX
Columbia Emerging Markets Fund
4.63%31.14%6.68%8.89%-33.02%-7.30%33.83%31.11%-21.27%46.95%
SLMCX
Columbia Seligman Technology and Information Fund
5.76%37.32%26.67%44.27%-31.14%38.97%44.45%54.15%-8.12%34.08%

Returns By Period

In the year-to-date period, UMEMX achieves a 4.63% return, which is significantly lower than SLMCX's 5.76% return. Over the past 10 years, UMEMX has underperformed SLMCX with an annualized return of 7.57%, while SLMCX has yielded a comparatively higher 22.87% annualized return.


UMEMX

1D
3.31%
1M
-9.62%
YTD
4.63%
6M
7.37%
1Y
35.66%
3Y*
15.71%
5Y*
-0.93%
10Y*
7.57%

SLMCX

1D
5.57%
1M
-4.96%
YTD
5.76%
6M
9.48%
1Y
65.25%
3Y*
31.63%
5Y*
17.08%
10Y*
22.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMEMX vs. SLMCX - Expense Ratio Comparison

UMEMX has a 1.20% expense ratio, which is higher than SLMCX's 1.17% expense ratio.


Return for Risk

UMEMX vs. SLMCX — Risk / Return Rank

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

UMEMX
UMEMX Risk / Return Rank: 8484
Overall Rank
UMEMX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UMEMX Sortino Ratio Rank: 8282
Sortino Ratio Rank
UMEMX Omega Ratio Rank: 8181
Omega Ratio Rank
UMEMX Calmar Ratio Rank: 8787
Calmar Ratio Rank
UMEMX Martin Ratio Rank: 8585
Martin Ratio Rank

SLMCX
SLMCX Risk / Return Rank: 9494
Overall Rank
SLMCX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SLMCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SLMCX Omega Ratio Rank: 8888
Omega Ratio Rank
SLMCX Calmar Ratio Rank: 9898
Calmar Ratio Rank
SLMCX Martin Ratio Rank: 9797
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.

UMEMX vs. SLMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Fund (UMEMX) 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.


UMEMXSLMCXDifference

Sharpe ratio

Return per unit of total volatility

1.73

2.17

-0.44

Sortino ratio

Return per unit of downside risk

2.25

2.75

-0.50

Omega ratio

Gain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratio

Return relative to maximum drawdown

2.44

4.46

-2.02

Martin ratio

Return relative to average drawdown

9.56

16.82

-7.26

UMEMX vs. SLMCX - Sharpe Ratio Comparison

The current UMEMX Sharpe Ratio is 1.73, which is comparable to the SLMCX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of UMEMX and SLMCX, 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


UMEMXSLMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

2.17

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.66

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.88

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.69

-0.41

Correlation

The correlation between UMEMX and SLMCX is 0.62, 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

UMEMX vs. SLMCX - Dividend Comparison

UMEMX's dividend yield for the trailing twelve months is around 4.72%, less than SLMCX's 8.94% yield.


TTM20252024202320222021202020192018201720162015
UMEMX
Columbia Emerging Markets Fund
4.72%4.94%1.29%0.00%0.00%1.56%1.15%0.33%0.12%0.33%0.00%0.00%
SLMCX
Columbia Seligman Technology and Information Fund
8.94%9.45%14.27%5.16%9.42%11.75%10.40%11.44%12.33%11.15%8.19%10.79%

Drawdowns

UMEMX vs. SLMCX - Drawdown Comparison

The maximum UMEMX drawdown since its inception was -67.58%, roughly equal to the maximum SLMCX drawdown of -68.10%. Use the drawdown chart below to compare losses from any high point for UMEMX and SLMCX.


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Drawdown Indicators


UMEMXSLMCXDifference

Max Drawdown

Largest peak-to-trough decline

-67.58%

-68.10%

+0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

-14.88%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-49.26%

-37.32%

-11.94%

Max Drawdown (10Y)

Largest decline over 10 years

-51.61%

-37.32%

-14.29%

Current Drawdown

Current decline from peak

-13.12%

-7.05%

-6.07%

Average Drawdown

Average peak-to-trough decline

-21.57%

-13.04%

-8.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.95%

-0.29%

Volatility

UMEMX vs. SLMCX - Volatility Comparison

Columbia Emerging Markets Fund (UMEMX) and Columbia Seligman Technology and Information Fund (SLMCX) have volatilities of 11.25% and 11.14%, 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.


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Volatility by Period


UMEMXSLMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.25%

11.14%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

21.67%

-5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

30.99%

-10.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.50%

26.07%

-6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.83%

25.99%

-6.16%