IGLGX vs. STK

Last updated Aug 1, 2026

IGLGX (Columbia Select Global Equity Fund) and STK (Columbia Seligman Premium Technology Growth Fund) are both mutual funds - IGLGX is a Global Equities fund managed by Columbia, while STK is a Technology Equities fund actively managed by Columbia. Over the past 10 years, IGLGX returned 13.43%/yr vs 22.24%/yr for STK. Their 0.66 correlation means they have sometimes moved together and sometimes differently. IGLGX charges 1.25%/yr vs 1.12%/yr for STK.

Performance

IGLGX vs. STK - Performance Comparison

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

Returns By Period

In the year-to-date period, IGLGX achieves a 12.25% return, which is significantly lower than STK's 36.26% return. Over the past 10 years, IGLGX has underperformed STK with an annualized return of 13.43%, while STK has yielded a comparatively higher 22.24% annualized return.

IGLGX

• 1D: 4.10%
• 1M: -2.06%
• 6M: 6.43%
• YTD: 12.25%
• 1Y: 20.25%
• 3Y*: 17.81%
• 5Y*: 7.80%
• 10Y*: 13.43%
• ALL TIME*: 7.50%

STK

• 1D: 1.95%
• 1M: -4.81%
• 6M: 25.48%
• YTD: 36.26%
• 1Y: 72.54%
• 3Y*: 28.58%
• 5Y*: 18.94%
• 10Y*: 22.24%
• ALL TIME*: 16.69%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IGLGX Columbia Select Global Equity Fund	$0.00	$0.00	$0.00
STK Columbia Seligman Premium Technology Growth Fund	$3.19M	$2.84M	$3.58M

IGLGX vs. STK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGLGX Columbia Select Global Equity Fund	12.25%	17.39%	17.49%	24.47%	-28.14%	23.11%	26.62%	34.96%	-1.70%	32.23%
STK Columbia Seligman Premium Technology Growth Fund	36.26%	24.85%	17.74%	46.60%	-30.36%	48.63%	25.39%	52.73%	-14.91%	33.52%

Correlation

The correlation between IGLGX and STK is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.75
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (5Y) Shows whether the relationship held over a longer period.	0.79
Correlation (10Y) Provides a long-term view across more market conditions.	0.72
Correlation (All Time) Calculated using the full available price history since Nov 27, 2009	0.66

The correlation between IGLGX and STK shifts across timeframes, from 0.66 (all time) to 0.79 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

IGLGX vs. STK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IGLGX

IGLGX Risk / Return Rank: 30
IGLGX Sharpe Ratio Rank: 27
IGLGX Sortino Ratio Rank: 27
IGLGX Omega Ratio Rank: 29
IGLGX Calmar Ratio Rank: 33
IGLGX Martin Ratio Rank: 35

STK

STK Risk / Return Rank: 88
STK Sharpe Ratio Rank: 93
STK Sortino Ratio Rank: 83
STK Omega Ratio Rank: 83
STK Calmar Ratio Rank: 90
STK Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IGLGX vs. STK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and Columbia Seligman Premium Technology Growth 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.

	IGLGX	STK	Difference
Sharpe ratio: Return per unit of total volatility	0.96	2.41	-1.45
Sortino ratio: Return per unit of downside risk	1.42	2.92	-1.50
Omega ratio: Gain probability vs. loss probability	1.18	1.39	-0.20
Calmar ratio: Return relative to maximum drawdown	1.47	3.35	-1.88
Martin ratio: Return relative to average drawdown	5.38	12.27	-6.89

IGLGX vs. STK - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 0.96, which is lower than the STK Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of IGLGX 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

IGLGX vs. STK - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for IGLGX and STK.

Drawdown Indicators

	IGLGX	STK	Difference
Max Drawdown Largest peak-to-trough decline	-60.11%	-41.74%	-18.37%
Max Drawdown (1Y) Largest decline over 1 year	-12.75%	-20.93%	+8.18%
Max Drawdown (3Y) Largest decline over 3 years	-18.67%	-26.59%	+7.92%
Max Drawdown (5Y) Largest decline over 5 years	-35.73%	-36.27%	+0.54%
Max Drawdown (10Y) Largest decline over 10 years	-35.73%	-41.74%	+6.01%
Current Drawdown Current decline from peak	-6.56%	-14.89%	+8.33%
Average Drawdown Average peak-to-trough decline	-14.59%	-7.44%	-7.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	5.69%	-2.23%

Volatility

IGLGX vs. STK - Volatility Comparison

The current volatility for Columbia Select Global Equity Fund (IGLGX) is 7.21%, while Columbia Seligman Premium Technology Growth Fund (STK) has a volatility of 11.01%. This indicates that IGLGX experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGLGX	STK	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.21%	11.01%	-3.80%
Volatility (6M) Calculated over the trailing 6-month period	16.86%	25.42%	-8.56%
Volatility (1Y) Calculated over the trailing 1-year period	19.43%	29.07%	-9.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.19%	26.22%	-7.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.83%	26.66%	-7.83%

IGLGX vs. STK - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is higher than STK's 1.12% expense ratio.

Dividends

IGLGX vs. STK - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 8.25%, more than STK's 5.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGLGX Columbia Select Global Equity Fund	8.25%	9.26%	6.61%	4.42%	0.00%	9.10%	8.52%	2.98%	11.20%	0.42%	0.00%	0.01%
STK Columbia Seligman Premium Technology Growth Fund	5.53%	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 IGLGX and STK in my portfolio?

IGLGX and STK have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IGLGX or STK?

STK has higher volatility (11.01%) compared to IGLGX (7.21%). In terms of maximum drawdown, IGLGX dropped -60.11% vs STK's -41.74%.

Which has better risk-adjusted returns?

STK currently has the higher Sharpe Ratio (2.41 vs 0.96), 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.