SHGTX vs. STK

Last updated Jun 4, 2026

SHGTX (Columbia Seligman Global Technology Fund) and STK (Columbia Seligman Premium Technology Growth Closed Fund) are both Technology Equities funds. Over the past 10 years, SHGTX returned 27.87%/yr vs 24.60%/yr for STK. A 0.71 correlation means they provide meaningful diversification when combined. SHGTX charges 1.29%/yr vs 1.26%/yr for STK.

Performance

SHGTX vs. STK - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with SHGTX having a 58.37% return and STK slightly higher at 59.80%. Over the past 10 years, SHGTX has outperformed STK with an annualized return of 27.87%, while STK has yielded a comparatively lower 24.60% annualized return.

SHGTX

• 1D: 3.58%
• 1M: 16.12%
• YTD: 58.37%
• 6M: 55.67%
• 1Y: 121.45%
• 3Y*: 46.55%
• 5Y*: 26.25%
• 10Y*: 27.87%

STK

• 1D: -0.19%
• 1M: 17.70%
• YTD: 59.80%
• 6M: 57.03%
• 1Y: 116.50%
• 3Y*: 37.51%
• 5Y*: 22.04%
• 10Y*: 24.60%

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

SHGTX vs. STK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SHGTX Columbia Seligman Global Technology Fund	58.37%	35.09%	26.04%	45.28%	-31.70%	38.60%	45.56%	54.92%	-8.70%	34.52%
STK Columbia Seligman Premium Technology Growth Closed Fund	59.80%	24.85%	17.74%	46.60%	-30.36%	48.63%	25.39%	52.73%	-14.91%	33.52%

Correlation

The correlation between SHGTX and STK 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	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Nov 30, 2009	0.71

The correlation between SHGTX and STK shifts across timeframes, from 0.71 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SHGTX vs. STK — Risk / Return Rank

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

SHGTX

SHGTX Risk / Return Rank: 97
SHGTX Sharpe Ratio Rank: 99
SHGTX Sortino Ratio Rank: 95
SHGTX Omega Ratio Rank: 92
SHGTX Calmar Ratio Rank: 99
SHGTX Martin Ratio Rank: 98

STK

STK Risk / Return Rank: 98
STK Sharpe Ratio Rank: 99
STK Sortino Ratio Rank: 97
STK Omega Ratio Rank: 95
STK Calmar Ratio Rank: 98
STK 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.

SHGTX vs. STK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Global Technology Fund (SHGTX) 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.

	SHGTX	STK	Difference
Sharpe ratio: Return per unit of total volatility	4.85	5.11	-0.26
Sortino ratio: Return per unit of downside risk	5.10	5.87	-0.77
Omega ratio: Gain probability vs. loss probability	1.69	1.80	-0.11
Calmar ratio: Return relative to maximum drawdown	10.16	9.12	+1.03
Martin ratio: Return relative to average drawdown	38.70	38.55	+0.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SHGTX vs. STK - Sharpe Ratio Comparison

The current SHGTX Sharpe Ratio is 4.85, which is comparable to the STK Sharpe Ratio of 5.11. The chart below compares the historical Sharpe Ratios of SHGTX 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.

Sharpe Ratios by Period

	SHGTX	STK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.85	5.11	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	0.88	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.04	0.94	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.76	-0.10

Drawdowns

SHGTX vs. STK - Drawdown Comparison

The maximum SHGTX drawdown since its inception was -77.47%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for SHGTX and STK.

Drawdown Indicators

	SHGTX	STK	Difference
Max Drawdown Largest peak-to-trough decline	-77.47%	-41.74%	-35.73%
Max Drawdown (1Y) Largest decline over 1 year	-12.45%	-12.84%	+0.39%
Max Drawdown (3Y) Largest decline over 3 years	-28.90%	-26.59%	-2.31%
Max Drawdown (5Y) Largest decline over 5 years	-43.17%	-36.27%	-6.90%
Max Drawdown (10Y) Largest decline over 10 years	-43.17%	-41.74%	-1.43%
Current Drawdown Current decline from peak	0.00%	-0.19%	+0.19%
Average Drawdown Average peak-to-trough decline	-24.94%	-7.41%	-17.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.26%	3.03%	+0.23%

Volatility

SHGTX vs. STK - Volatility Comparison

The current volatility for Columbia Seligman Global Technology Fund (SHGTX) is 7.24%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 8.47%. This indicates that SHGTX 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

	SHGTX	STK	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.24%	8.47%	-1.23%
Volatility (6M) Calculated over the trailing 6-month period	20.14%	18.91%	+1.23%
Volatility (1Y) Calculated over the trailing 1-year period	26.07%	22.93%	+3.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.43%	25.10%	+2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.79%	26.13%	+0.66%

SHGTX vs. STK - Expense Ratio Comparison

SHGTX has a 1.29% expense ratio, which is higher than STK's 1.26% expense ratio.

Dividends

SHGTX vs. STK - Dividend Comparison

SHGTX's dividend yield for the trailing twelve months is around 5.33%, more than STK's 4.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SHGTX Columbia Seligman Global Technology Fund	5.33%	8.45%	14.04%	6.22%	3.94%	11.77%	9.92%	10.26%	12.75%	7.25%	8.13%	8.09%
STK Columbia Seligman Premium Technology Growth Closed Fund	4.72%	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 SHGTX and STK in my portfolio?

SHGTX and STK 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, SHGTX or STK?

STK has higher volatility (8.47%) compared to SHGTX (7.24%). In terms of maximum drawdown, SHGTX dropped -77.47% vs STK's -41.74%.

Which has better risk-adjusted returns?

STK currently has the higher Sharpe Ratio (5.11 vs 4.85), 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.