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STK vs. CMTFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STK vs. CMTFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, STK achieves a 36.26% return, which is significantly higher than CMTFX's 18.56% return. Both investments have delivered pretty close results over the past 10 years, with STK having a 22.24% annualized return and CMTFX not far ahead at 23.12%.


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%

CMTFX

1D
5.75%
1M
-3.70%
6M
16.23%
YTD
18.56%
1Y
33.21%
3Y*
28.21%
5Y*
16.54%
10Y*
23.12%
ALL TIME*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$3.19M$2.84M$3.58M

STK vs. CMTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CMTFX
Columbia Global Technology Growth Fund
18.56%25.10%31.72%56.85%-34.63%23.04%49.65%44.21%-1.26%43.38%

Correlation

The correlation between STK and CMTFX is 0.83, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.83

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (10Y)
Provides a long-term view across more market conditions.

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2009

0.70

The correlation between STK and CMTFX shifts across timeframes, from 0.70 (all time) to 0.84 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

STK vs. CMTFX — Risk / Return Rank

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

STK
STK Risk / Return Rank: 8888
Overall Rank
STK Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
STK Sortino Ratio Rank: 8383
Sortino Ratio Rank
STK Omega Ratio Rank: 8383
Omega Ratio Rank
STK Calmar Ratio Rank: 9090
Calmar Ratio Rank
STK Martin Ratio Rank: 9090
Martin Ratio Rank

CMTFX
CMTFX Risk / Return Rank: 4343
Overall Rank
CMTFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CMTFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
CMTFX Omega Ratio Rank: 3636
Omega Ratio Rank
CMTFX Calmar Ratio Rank: 5858
Calmar Ratio Rank
CMTFX Martin Ratio Rank: 4545
Martin Ratio Rank
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.

STK vs. CMTFX - Risk-Adjusted Trends Comparison

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


STKCMTFXDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.39

1.20

+0.19

Calmar ratioReturn relative to maximum drawdown

3.35

1.96

+1.38

Martin ratioReturn relative to average drawdown

12.27

6.29

+5.99

STK vs. CMTFX - Sharpe Ratio Comparison

The current STK Sharpe Ratio is 2.41, which is higher than the CMTFX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of STK and CMTFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STK vs. CMTFX - Drawdown Comparison

The maximum STK drawdown since its inception was -41.74%, smaller than the maximum CMTFX drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for STK and CMTFX.


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Drawdown Indicators


STKCMTFXDifference

Max Drawdown

Largest peak-to-trough decline

-41.74%

-68.28%

+26.54%

Max Drawdown (1Y)

Largest decline over 1 year

-20.93%

-15.19%

-5.74%

Max Drawdown (3Y)

Largest decline over 3 years

-26.59%

-26.63%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

-39.42%

+3.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.74%

-39.42%

-2.32%

Current Drawdown

Current decline from peak

-14.89%

-10.32%

-4.57%

Average Drawdown

Average peak-to-trough decline

-7.44%

-16.23%

+8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

4.74%

+0.95%

Volatility

STK vs. CMTFX - Volatility Comparison

Columbia Seligman Premium Technology Growth Fund (STK) and Columbia Global Technology Growth Fund (CMTFX) have volatilities of 11.01% and 10.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STKCMTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

10.69%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

25.42%

22.58%

+2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

29.07%

26.36%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.22%

26.92%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.66%

25.27%

+1.39%

STK vs. CMTFX - Expense Ratio Comparison

STK has a 1.12% expense ratio, which is higher than CMTFX's 0.92% expense ratio.


Dividends

STK vs. CMTFX - Dividend Comparison

STK's dividend yield for the trailing twelve months is around 5.53%, more than CMTFX's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CMTFX
Columbia Global Technology Growth Fund
2.61%3.09%1.02%2.23%3.36%4.19%0.87%2.44%5.89%3.60%0.35%1.74%
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


STK and CMTFX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STK has higher volatility (11.01%) compared to CMTFX (10.69%). In terms of maximum drawdown, STK dropped -41.74% vs CMTFX's -68.28%.

STK currently has the higher Sharpe Ratio (2.41 vs 1.13), 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.

Portfolio Optimizer

Find the right allocation for STK and CMTFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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