STK vs. FDCPX

Last updated Jun 4, 2026

STK (Columbia Seligman Premium Technology Growth Closed Fund) and FDCPX (Fidelity Select Tech Hardware Portfolio) are both Technology Equities funds. Over the past 10 years, STK returned 24.60%/yr vs 28.33%/yr for FDCPX. A 0.66 correlation means they provide meaningful diversification when combined. STK charges 1.26%/yr vs 0.72%/yr for FDCPX.

Performance

STK vs. FDCPX - Performance Comparison

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

Returns By Period

In the year-to-date period, STK achieves a 59.80% return, which is significantly lower than FDCPX's 84.16% return. Over the past 10 years, STK has underperformed FDCPX with an annualized return of 24.60%, while FDCPX has yielded a comparatively higher 28.33% annualized return.

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%

FDCPX

• 1D: 2.20%
• 1M: 25.35%
• YTD: 84.16%
• 6M: 86.77%
• 1Y: 143.33%
• 3Y*: 57.11%
• 5Y*: 29.98%
• 10Y*: 28.33%

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

STK vs. FDCPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
FDCPX Fidelity Select Tech Hardware Portfolio	84.16%	54.44%	22.40%	33.52%	-28.63%	23.68%	46.07%	40.15%	-6.30%	32.64%

Correlation

The correlation between STK and FDCPX is 0.70, 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Nov 30, 2009	0.66

The correlation between STK and FDCPX shifts across timeframes, from 0.66 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

STK vs. FDCPX — Risk / Return Rank

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

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

FDCPX

FDCPX Risk / Return Rank: 99
FDCPX Sharpe Ratio Rank: 100
FDCPX Sortino Ratio Rank: 98
FDCPX Omega Ratio Rank: 96
FDCPX Calmar Ratio Rank: 99
FDCPX Martin Ratio Rank: 99

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. FDCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth Closed Fund (STK) and Fidelity Select Tech Hardware Portfolio (FDCPX). 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.

	STK	FDCPX	Difference
Sharpe ratio: Return per unit of total volatility	5.11	6.14	-1.03
Sortino ratio: Return per unit of downside risk	5.87	6.41	-0.54
Omega ratio: Gain probability vs. loss probability	1.80	1.89	-0.09
Calmar ratio: Return relative to maximum drawdown	9.12	15.12	-6.00
Martin ratio: Return relative to average drawdown	38.55	58.21	-19.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STK vs. FDCPX - Sharpe Ratio Comparison

The current STK Sharpe Ratio is 5.11, which is comparable to the FDCPX Sharpe Ratio of 6.14. The chart below compares the historical Sharpe Ratios of STK and FDCPX, 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

	STK	FDCPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.11	6.14	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	1.34	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.94	1.30	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.56	+0.19

Drawdowns

STK vs. FDCPX - Drawdown Comparison

The maximum STK drawdown since its inception was -41.74%, smaller than the maximum FDCPX drawdown of -81.96%. Use the drawdown chart below to compare losses from any high point for STK and FDCPX.

Drawdown Indicators

	STK	FDCPX	Difference
Max Drawdown Largest peak-to-trough decline	-41.74%	-81.96%	+40.22%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-9.68%	-3.16%
Max Drawdown (3Y) Largest decline over 3 years	-26.59%	-23.59%	-3.00%
Max Drawdown (5Y) Largest decline over 5 years	-36.27%	-35.29%	-0.98%
Max Drawdown (10Y) Largest decline over 10 years	-41.74%	-35.29%	-6.45%
Current Drawdown Current decline from peak	-0.19%	0.00%	-0.19%
Average Drawdown Average peak-to-trough decline	-7.41%	-26.12%	+18.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	2.51%	+0.52%

Volatility

STK vs. FDCPX - Volatility Comparison

Columbia Seligman Premium Technology Growth Closed Fund (STK) and Fidelity Select Tech Hardware Portfolio (FDCPX) have volatilities of 8.47% and 8.07%, 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.

Volatility by Period

	STK	FDCPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.47%	8.07%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	18.91%	19.85%	-0.94%
Volatility (1Y) Calculated over the trailing 1-year period	22.93%	23.87%	-0.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.10%	22.51%	+2.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.13%	21.91%	+4.22%

STK vs. FDCPX - Expense Ratio Comparison

STK has a 1.26% expense ratio, which is higher than FDCPX's 0.72% expense ratio.

Dividends

STK vs. FDCPX - Dividend Comparison

STK's dividend yield for the trailing twelve months is around 4.72%, less than FDCPX's 5.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDCPX Fidelity Select Tech Hardware Portfolio	5.81%	14.38%	7.58%	0.51%	17.72%	16.95%	8.81%	12.15%	23.69%	10.50%	6.57%	4.53%
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 STK and FDCPX in my portfolio?

STK and FDCPX have a correlation of 0.70, 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 FDCPX?

STK has higher volatility (8.47%) compared to FDCPX (8.07%). In terms of maximum drawdown, STK dropped -41.74% vs FDCPX's -81.96%.

Which has better risk-adjusted returns?

FDCPX currently has the higher Sharpe Ratio (6.14 vs 5.11), 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.