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UMMGX vs. SLMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMMGX vs. SLMCX - Performance Comparison

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

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UMMGX vs. SLMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMMGX
Columbia Bond Fund
0.03%8.03%2.06%6.73%-15.66%-0.79%9.10%9.23%-0.50%3.73%
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, UMMGX achieves a 0.03% return, which is significantly lower than SLMCX's 5.76% return. Over the past 10 years, UMMGX has underperformed SLMCX with an annualized return of 2.07%, while SLMCX has yielded a comparatively higher 22.87% annualized return.


UMMGX

1D
0.00%
1M
-1.43%
YTD
0.03%
6M
0.77%
1Y
4.54%
3Y*
4.20%
5Y*
0.12%
10Y*
2.07%

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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UMMGX vs. SLMCX - Expense Ratio Comparison

UMMGX has a 0.52% expense ratio, which is lower than SLMCX's 1.17% expense ratio.


Return for Risk

UMMGX vs. SLMCX — Risk / Return Rank

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

UMMGX
UMMGX Risk / Return Rank: 6565
Overall Rank
UMMGX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
UMMGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
UMMGX Omega Ratio Rank: 5151
Omega Ratio Rank
UMMGX Calmar Ratio Rank: 7878
Calmar Ratio Rank
UMMGX Martin Ratio Rank: 5959
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.

UMMGX vs. SLMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Bond Fund (UMMGX) 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.


UMMGXSLMCXDifference

Sharpe ratio

Return per unit of total volatility

1.31

2.17

-0.86

Sortino ratio

Return per unit of downside risk

1.95

2.75

-0.80

Omega ratio

Gain probability vs. loss probability

1.23

1.39

-0.15

Calmar ratio

Return relative to maximum drawdown

2.09

4.46

-2.37

Martin ratio

Return relative to average drawdown

6.63

16.82

-10.19

UMMGX vs. SLMCX - Sharpe Ratio Comparison

The current UMMGX Sharpe Ratio is 1.31, which is lower than the SLMCX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of UMMGX 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


UMMGXSLMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

2.17

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.66

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.88

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.69

+0.24

Correlation

The correlation between UMMGX and SLMCX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

UMMGX vs. SLMCX - Dividend Comparison

UMMGX's dividend yield for the trailing twelve months is around 4.08%, less than SLMCX's 8.94% yield.


TTM20252024202320222021202020192018201720162015
UMMGX
Columbia Bond Fund
4.08%4.20%3.70%3.73%2.73%1.76%4.77%4.21%2.71%1.88%4.66%3.56%
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

UMMGX vs. SLMCX - Drawdown Comparison

The maximum UMMGX drawdown since its inception was -20.86%, smaller than the maximum SLMCX drawdown of -68.10%. Use the drawdown chart below to compare losses from any high point for UMMGX and SLMCX.


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Drawdown Indicators


UMMGXSLMCXDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-68.10%

+47.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-14.88%

+12.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-37.32%

+16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-20.86%

-37.32%

+16.46%

Current Drawdown

Current decline from peak

-2.58%

-7.05%

+4.47%

Average Drawdown

Average peak-to-trough decline

-2.73%

-13.04%

+10.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

3.95%

-3.08%

Volatility

UMMGX vs. SLMCX - Volatility Comparison

The current volatility for Columbia Bond Fund (UMMGX) is 1.05%, while Columbia Seligman Technology and Information Fund (SLMCX) has a volatility of 11.14%. This indicates that UMMGX experiences smaller price fluctuations and is considered to be less risky than SLMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMMGXSLMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

11.14%

-10.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

21.67%

-19.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

30.99%

-26.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

26.07%

-19.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

25.99%

-20.81%