STK vs. CGFIX

Last updated Jun 23, 2026

STK (Columbia Seligman Premium Technology Growth Closed Fund) and CGFIX (abrdn Global Absolute Return Strategies Fund) are both mutual funds - STK is a Technology Equities fund actively managed by Aberdeen, while CGFIX is a Macro Trading fund managed by Aberdeen. Over the past 10 years, STK returned 24.48%/yr vs 1.86%/yr for CGFIX. At a 0.07 correlation, their price movements are largely independent. STK charges 1.26%/yr vs 0.78%/yr for CGFIX.

Performance

STK vs. CGFIX - Performance Comparison

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

Returns By Period

In the year-to-date period, STK achieves a 50.97% return, which is significantly higher than CGFIX's 1.86% return. Over the past 10 years, STK has outperformed CGFIX with an annualized return of 24.48%, while CGFIX has yielded a comparatively lower 1.86% annualized return.

STK

• 1D: 0.33%
• 1M: 0.72%
• YTD: 50.97%
• 6M: 51.80%
• 1Y: 101.51%
• 3Y*: 35.40%
• 5Y*: 20.51%
• 10Y*: 24.48%

CGFIX

• 1D: 0.12%
• 1M: 1.43%
• YTD: 1.86%
• 6M: 1.93%
• 1Y: 6.15%
• 3Y*: 5.56%
• 5Y*: 0.44%
• 10Y*: 1.86%

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

STK vs. CGFIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STK Columbia Seligman Premium Technology Growth Closed Fund	50.97%	24.85%	17.74%	46.60%	-30.36%	48.63%	25.39%	52.73%	-14.91%	33.52%
CGFIX abrdn Global Absolute Return Strategies Fund	1.86%	5.79%	4.85%	-2.54%	-9.99%	1.39%	6.37%	7.26%	0.97%	1.62%

Correlation

The correlation between STK and CGFIX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Nov 27, 2009	0.07

The correlation between STK and CGFIX shifts across timeframes, from 0.07 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

STK vs. CGFIX — Risk / Return Rank

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

STK

STK Risk / Return Rank: 95
STK Sharpe Ratio Rank: 99
STK Sortino Ratio Rank: 92
STK Omega Ratio Rank: 91
STK Calmar Ratio Rank: 97
STK Martin Ratio Rank: 98

CGFIX

CGFIX Risk / Return Rank: 53
CGFIX Sharpe Ratio Rank: 59
CGFIX Sortino Ratio Rank: 60
CGFIX Omega Ratio Rank: 63
CGFIX Calmar Ratio Rank: 41
CGFIX Martin Ratio Rank: 40

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.

STK vs. CGFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth Closed Fund (STK) and abrdn Global Absolute Return Strategies Fund (CGFIX). 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.

	STK	CGFIX	Difference
Sharpe ratio: Return per unit of total volatility	3.88	2.08	+1.80
Sortino ratio: Return per unit of downside risk	4.26	2.97	+1.29
Omega ratio: Gain probability vs. loss probability	1.63	1.40	+0.22
Calmar ratio: Return relative to maximum drawdown	6.36	2.31	+4.04
Martin ratio: Return relative to average drawdown	27.27	8.18	+19.09

STK vs. CGFIX - Sharpe Ratio Comparison

The current STK Sharpe Ratio is 3.88, which is higher than the CGFIX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of STK and CGFIX, 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

STK vs. CGFIX - Drawdown Comparison

The maximum STK drawdown since its inception was -41.74%, which is greater than CGFIX's maximum drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for STK and CGFIX.

Drawdown Indicators

	STK	CGFIX	Difference
Max Drawdown Largest peak-to-trough decline	-41.74%	-20.28%	-21.46%
Max Drawdown (1Y) Largest decline over 1 year	-16.05%	-2.78%	-13.27%
Max Drawdown (3Y) Largest decline over 3 years	-26.59%	-5.57%	-21.02%
Max Drawdown (5Y) Largest decline over 5 years	-36.27%	-20.28%	-15.99%
Max Drawdown (10Y) Largest decline over 10 years	-41.74%	-20.28%	-21.46%
Current Drawdown Current decline from peak	-5.70%	-1.18%	-4.52%
Average Drawdown Average peak-to-trough decline	-7.41%	-3.19%	-4.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.74%	0.78%	+2.96%

Volatility

STK vs. CGFIX - Volatility Comparison

Columbia Seligman Premium Technology Growth Closed Fund (STK) has a higher volatility of 14.95% compared to abrdn Global Absolute Return Strategies Fund (CGFIX) at 0.70%. This indicates that STK's price experiences larger fluctuations and is considered to be riskier than CGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STK	CGFIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.95%	0.70%	+14.25%
Volatility (6M) Calculated over the trailing 6-month period	22.71%	2.35%	+20.36%
Volatility (1Y) Calculated over the trailing 1-year period	26.39%	3.10%	+23.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.75%	5.76%	+19.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.46%	4.71%	+21.75%

STK vs. CGFIX - Expense Ratio Comparison

STK has a 1.26% expense ratio, which is higher than CGFIX's 0.78% expense ratio.

Dividends

STK vs. CGFIX - Dividend Comparison

STK's dividend yield for the trailing twelve months is around 4.99%, less than CGFIX's 6.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGFIX abrdn Global Absolute Return Strategies Fund	6.12%	5.51%	6.43%	2.08%	0.00%	7.49%	0.23%	3.29%	6.05%	0.33%	1.12%	0.35%
STK Columbia Seligman Premium Technology Growth Closed Fund	4.99%	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 STK and CGFIX in my portfolio?

STK and CGFIX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STK or CGFIX?

STK has higher volatility (14.95%) compared to CGFIX (0.70%). In terms of maximum drawdown, STK dropped -41.74% vs CGFIX's -20.28%.

Which has better risk-adjusted returns?

STK currently has the higher Sharpe Ratio (3.88 vs 2.08), 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.