STK vs. COSZX
STK (Columbia Seligman Premium Technology Growth Fund) and COSZX (Columbia Overseas Value Fund) are both mutual funds - STK is a Technology Equities fund actively managed by Columbia, while COSZX is a Foreign Large Cap Equities fund managed by Columbia. Over the past 10 years, STK returned 22.24%/yr vs 10.77%/yr for COSZX. Their 0.51 correlation means they have sometimes moved together and sometimes differently. STK charges 1.12%/yr vs 0.90%/yr for COSZX.
Performance
STK vs. COSZX - Performance Comparison
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Returns By Period
In the year-to-date period, STK achieves a 36.26% return, which is significantly higher than COSZX's 10.23% return. Over the past 10 years, STK has outperformed COSZX with an annualized return of 22.24%, while COSZX has yielded a comparatively lower 10.77% annualized return.
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%
COSZX
- 1D
- 2.33%
- 1M
- 4.19%
- 6M
- 3.25%
- YTD
- 10.23%
- 1Y
- 27.02%
- 3Y*
- 20.45%
- 5Y*
- 13.13%
- 10Y*
- 10.77%
- ALL TIME*
- 4.61%
Liquidity Comparison
| Position | Avg. 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. COSZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
COSZX Columbia Overseas Value Fund | 10.23% | 45.80% | 4.70% | 16.05% | -5.99% | 10.78% | -0.07% | 22.37% | -16.70% | 27.82% |
Correlation
The correlation between STK and COSZX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2009 | 0.51 |
The correlation between STK and COSZX has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
STK vs. COSZX — Risk / Return Rank
STK
COSZX
STK vs. COSZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth Fund (STK) and Columbia Overseas Value Fund (COSZX). 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 | COSZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.29 | +1.05 |
| Martin ratioReturn relative to average drawdown | 12.27 | 6.67 | +5.60 |
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Drawdowns
STK vs. COSZX - Drawdown Comparison
The maximum STK drawdown since its inception was -41.74%, smaller than the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for STK and COSZX.
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Drawdown Indicators
| STK | COSZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.74% | -63.37% | +21.63% |
Max Drawdown (1Y)Largest decline over 1 year | -20.93% | -11.76% | -9.17% |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | -13.34% | -13.25% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -25.77% | -10.50% |
Max Drawdown (10Y)Largest decline over 10 years | -41.74% | -43.40% | +1.66% |
Current DrawdownCurrent decline from peak | -14.89% | -2.05% | -12.84% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -17.79% | +10.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 4.03% | +1.66% |
Volatility
STK vs. COSZX - Volatility Comparison
Columbia Seligman Premium Technology Growth Fund (STK) has a higher volatility of 11.01% compared to Columbia Overseas Value Fund (COSZX) at 4.39%. This indicates that STK's price experiences larger fluctuations and is considered to be riskier than COSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STK | COSZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.01% | 4.39% | +6.62% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 11.84% | +13.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.07% | 14.25% | +14.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.22% | 15.86% | +10.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.66% | 17.03% | +9.63% |
STK vs. COSZX - Expense Ratio Comparison
STK has a 1.12% expense ratio, which is higher than COSZX's 0.90% expense ratio.
Dividends
STK vs. COSZX - Dividend Comparison
STK's dividend yield for the trailing twelve months is around 5.53%, less than COSZX's 12.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COSZX Columbia Overseas Value Fund | 12.26% | 7.91% | 5.38% | 3.97% | 1.88% | 3.59% | 1.69% | 3.82% | 3.59% | 1.71% | 1.99% | 2.27% |
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 COSZX have a correlation of 0.48, 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 COSZX (4.39%). In terms of maximum drawdown, STK dropped -41.74% vs COSZX's -63.37%.
STK currently has the higher Sharpe Ratio (2.41 vs 1.90), 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.
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