ABEMX vs. STK

Last updated Jul 17, 2026

ABEMX (abrdn Emerging Markets Fund) and STK (Columbia Seligman Premium Technology Growth Closed Fund) are both mutual funds - ABEMX is a Emerging Markets Diversified fund managed by Aberdeen, while STK is a Technology Equities fund actively managed by Aberdeen. Over the past 10 years, ABEMX returned 8.99%/yr vs 23.00%/yr for STK. A 0.53 correlation means they provide meaningful diversification when combined. ABEMX charges 1.10%/yr vs 1.26%/yr for STK.

Performance

ABEMX vs. STK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Emerging Markets Fund (ABEMX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABEMX achieves a 23.62% return, which is significantly lower than STK's 39.32% return. Over the past 10 years, ABEMX has underperformed STK with an annualized return of 8.99%, while STK has yielded a comparatively higher 23.00% annualized return.

ABEMX

• 1D: 0.10%
• 1M: -4.71%
• 6M: 16.56%
• YTD: 23.62%
• 1Y: 44.19%
• 3Y*: 18.88%
• 5Y*: 6.73%
• 10Y*: 8.99%

STK

• 1D: -1.95%
• 1M: -4.96%
• 6M: 30.15%
• YTD: 39.32%
• 1Y: 76.52%
• 3Y*: 29.83%
• 5Y*: 19.90%
• 10Y*: 23.00%

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

ABEMX vs. STK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABEMX abrdn Emerging Markets Fund	23.62%	32.43%	3.98%	6.67%	-26.23%	7.15%	27.65%	20.42%	-14.65%	30.25%
STK Columbia Seligman Premium Technology Growth Closed Fund	39.32%	24.85%	17.74%	46.60%	-30.36%	48.63%	25.39%	52.73%	-14.91%	33.52%

Correlation

The correlation between ABEMX and STK is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since Nov 27, 2009	0.53

Over the past year, ABEMX and STK have become more correlated (0.74) than their long-term average of 0.53, meaning their price movements have been converging.

Return for Risk

ABEMX vs. STK — Risk / Return Rank

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

ABEMX

ABEMX Risk / Return Rank: 73
ABEMX Sharpe Ratio Rank: 73
ABEMX Sortino Ratio Rank: 57
ABEMX Omega Ratio Rank: 74
ABEMX Calmar Ratio Rank: 85
ABEMX Martin Ratio Rank: 78

STK

STK Risk / Return Rank: 91
STK Sharpe Ratio Rank: 95
STK Sortino Ratio Rank: 84
STK Omega Ratio Rank: 85
STK Calmar Ratio Rank: 96
STK Martin Ratio Rank: 95

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.

ABEMX vs. STK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets Fund (ABEMX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). 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.

	ABEMX	STK	Difference
Sharpe ratio: Return per unit of total volatility	1.93	2.76	-0.83
Sortino ratio: Return per unit of downside risk	2.43	3.22	-0.80
Omega ratio: Gain probability vs. loss probability	1.37	1.45	-0.08
Calmar ratio: Return relative to maximum drawdown	3.29	4.79	-1.50
Martin ratio: Return relative to average drawdown	11.28	16.83	-5.55

ABEMX vs. STK - Sharpe Ratio Comparison

The current ABEMX Sharpe Ratio is 1.93, which is lower than the STK Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of ABEMX and STK, 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

ABEMX vs. STK - Drawdown Comparison

The maximum ABEMX drawdown since its inception was -54.52%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for ABEMX and STK.

Drawdown Indicators

	ABEMX	STK	Difference
Max Drawdown Largest peak-to-trough decline	-54.52%	-41.74%	-12.78%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-16.05%	+2.37%
Max Drawdown (3Y) Largest decline over 3 years	-18.62%	-26.59%	+7.97%
Max Drawdown (5Y) Largest decline over 5 years	-36.56%	-36.27%	-0.29%
Max Drawdown (10Y) Largest decline over 10 years	-38.44%	-41.74%	+3.30%
Current Drawdown Current decline from peak	-7.95%	-12.99%	+5.04%
Average Drawdown Average peak-to-trough decline	-13.05%	-7.42%	-5.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.98%	4.56%	-0.58%

Volatility

ABEMX vs. STK - Volatility Comparison

abrdn Emerging Markets Fund (ABEMX) has a higher volatility of 10.63% compared to Columbia Seligman Premium Technology Growth Closed Fund (STK) at 10.05%. This indicates that ABEMX's price experiences larger fluctuations and is considered to be riskier than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABEMX	STK	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.63%	10.05%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	21.46%	24.26%	-2.80%
Volatility (1Y) Calculated over the trailing 1-year period	23.32%	27.85%	-4.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.62%	26.02%	-6.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.05%	26.55%	-7.50%

ABEMX vs. STK - Expense Ratio Comparison

ABEMX has a 1.10% expense ratio, which is lower than STK's 1.26% expense ratio.

Dividends

ABEMX vs. STK - Dividend Comparison

ABEMX's dividend yield for the trailing twelve months is around 4.94%, less than STK's 5.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABEMX abrdn Emerging Markets Fund	4.94%	6.11%	0.99%	1.42%	1.82%	22.95%	0.68%	1.85%	1.57%	1.32%	1.23%	2.47%
STK Columbia Seligman Premium Technology Growth Closed Fund	5.41%	7.38%	16.02%	6.70%	12.62%	8.48%	6.79%	7.86%	14.88%	11.82%	9.87%	10.32%

Frequently Asked Questions

Can I hold both ABEMX and STK in my portfolio?

ABEMX and STK have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABEMX or STK?

ABEMX has higher volatility (10.63%) compared to STK (10.05%). In terms of maximum drawdown, ABEMX dropped -54.52% vs STK's -41.74%.

Which has better risk-adjusted returns?

STK currently has the higher Sharpe Ratio (2.76 vs 1.93), 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.