STK vs. CII

Last updated Jun 13, 2026

STK (Columbia Seligman Premium Technology Growth Closed Fund) and CII (BlackRock Enhanced Large Cap Core Fund) are both mutual funds - STK is a Technology Equities fund actively managed by Aberdeen, while CII is a Derivative Income fund actively managed by BlackRock. Both are actively managed. Over the past 10 years, STK returned 23.66%/yr vs 14.94%/yr for CII. A 0.62 correlation means they provide meaningful diversification when combined. STK charges 1.26%/yr vs 0.91%/yr for CII.

Performance

STK vs. CII - Performance Comparison

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

Returns By Period

In the year-to-date period, STK achieves a 44.26% return, which is significantly higher than CII's 7.72% return. Over the past 10 years, STK has outperformed CII with an annualized return of 23.66%, while CII has yielded a comparatively lower 14.94% annualized return.

STK

• 1D: 2.32%
• 1M: 4.91%
• YTD: 44.26%
• 6M: 47.42%
• 1Y: 90.64%
• 3Y*: 30.83%
• 5Y*: 19.37%
• 10Y*: 23.66%

CII

• 1D: 0.58%
• 1M: -1.09%
• YTD: 7.72%
• 6M: 10.66%
• 1Y: 39.37%
• 3Y*: 20.94%
• 5Y*: 13.51%
• 10Y*: 14.94%

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

STK vs. CII - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STK Columbia Seligman Premium Technology Growth Closed Fund	44.26%	24.85%	17.74%	46.60%	-30.36%	48.63%	25.39%	52.73%	-14.91%	33.52%
CII BlackRock Enhanced Large Cap Core Fund	7.72%	37.78%	12.70%	18.47%	-13.21%	34.26%	8.11%	30.46%	-8.60%	27.73%

Correlation

The correlation between STK and CII is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.67
Correlation (All Time) Calculated using the full available price history since Nov 27, 2009	0.62

The correlation between STK and CII shifts across timeframes, from 0.61 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

STK vs. CII — Risk / Return Rank

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

STK

STK Risk / Return Rank: 94
STK Sharpe Ratio Rank: 98
STK Sortino Ratio Rank: 89
STK Omega Ratio Rank: 89
STK Calmar Ratio Rank: 96
STK Martin Ratio Rank: 97

CII

CII Risk / Return Rank: 84
CII Sharpe Ratio Rank: 89
CII Sortino Ratio Rank: 83
CII Omega Ratio Rank: 80
CII Calmar Ratio Rank: 84
CII Martin Ratio Rank: 84

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. CII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth Closed Fund (STK) and BlackRock Enhanced Large Cap Core Fund (CII). 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	CII	Difference
Sharpe ratio: Return per unit of total volatility	3.44	2.52	+0.91
Sortino ratio: Return per unit of downside risk	3.88	3.34	+0.54
Omega ratio: Gain probability vs. loss probability	1.57	1.43	+0.14
Calmar ratio: Return relative to maximum drawdown	5.57	3.33	+2.24
Martin ratio: Return relative to average drawdown	24.83	12.71	+12.12

STK vs. CII - Sharpe Ratio Comparison

The current STK Sharpe Ratio is 3.44, which is higher than the CII Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of STK and CII, 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. CII - Drawdown Comparison

The maximum STK drawdown since its inception was -41.74%, smaller than the maximum CII drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for STK and CII.

Drawdown Indicators

	STK	CII	Difference
Max Drawdown Largest peak-to-trough decline	-41.74%	-56.43%	+14.69%
Max Drawdown (1Y) Largest decline over 1 year	-16.05%	-11.67%	-4.38%
Max Drawdown (3Y) Largest decline over 3 years	-26.59%	-21.05%	-5.54%
Max Drawdown (5Y) Largest decline over 5 years	-36.27%	-22.32%	-13.95%
Max Drawdown (10Y) Largest decline over 10 years	-41.74%	-40.56%	-1.18%
Current Drawdown Current decline from peak	-9.90%	-6.33%	-3.57%
Average Drawdown Average peak-to-trough decline	-7.41%	-6.17%	-1.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.60%	3.05%	+0.55%

Volatility

STK vs. CII - Volatility Comparison

Columbia Seligman Premium Technology Growth Closed Fund (STK) has a higher volatility of 15.03% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 5.22%. This indicates that STK's price experiences larger fluctuations and is considered to be riskier than CII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STK	CII	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.03%	5.22%	+9.81%
Volatility (6M) Calculated over the trailing 6-month period	22.75%	12.09%	+10.66%
Volatility (1Y) Calculated over the trailing 1-year period	26.01%	15.40%	+10.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.66%	17.16%	+8.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.40%	18.54%	+7.86%

STK vs. CII - Expense Ratio Comparison

STK has a 1.26% expense ratio, which is higher than CII's 0.91% expense ratio.

Dividends

STK vs. CII - Dividend Comparison

STK's dividend yield for the trailing twelve months is around 5.23%, less than CII's 15.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CII BlackRock Enhanced Large Cap Core Fund	15.35%	16.65%	6.15%	6.28%	12.27%	4.98%	6.03%	5.79%	7.06%	6.07%	8.38%	8.49%
STK Columbia Seligman Premium Technology Growth Closed Fund	5.23%	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 CII in my portfolio?

STK and CII have a correlation of 0.61, 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 CII?

STK has higher volatility (15.03%) compared to CII (5.22%). In terms of maximum drawdown, STK dropped -41.74% vs CII's -56.43%.

Which has better risk-adjusted returns?

STK currently has the higher Sharpe Ratio (3.44 vs 2.52), 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.