STK vs. GLLSX

Last updated Jun 24, 2026

STK (Columbia Seligman Premium Technology Growth Closed Fund) and GLLSX (abrdn Emerging Markets ex-China Fund) are both mutual funds - STK is a Technology Equities fund actively managed by Aberdeen, while GLLSX is a Emerging Markets Diversified fund managed by Aberdeen. Over the past 10 years, STK returned 24.24%/yr vs 15.51%/yr for GLLSX. A 0.61 correlation means they provide meaningful diversification when combined. STK charges 1.26%/yr vs 1.23%/yr for GLLSX.

Performance

STK vs. GLLSX - 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 Emerging Markets ex-China Fund (GLLSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with STK having a 48.09% return and GLLSX slightly higher at 49.19%. Over the past 10 years, STK has outperformed GLLSX with an annualized return of 24.24%, while GLLSX has yielded a comparatively lower 15.51% annualized return.

STK

• 1D: -1.91%
• 1M: -1.20%
• YTD: 48.09%
• 6M: 47.65%
• 1Y: 95.50%
• 3Y*: 34.54%
• 5Y*: 19.83%
• 10Y*: 24.24%

GLLSX

• 1D: 0.71%
• 1M: 10.25%
• YTD: 49.19%
• 6M: 51.55%
• 1Y: 86.84%
• 3Y*: 29.67%
• 5Y*: 18.47%
• 10Y*: 15.51%

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

STK vs. GLLSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STK Columbia Seligman Premium Technology Growth Closed Fund	48.09%	24.85%	17.74%	46.60%	-30.36%	48.63%	25.39%	52.73%	-14.91%	33.52%
GLLSX abrdn Emerging Markets ex-China Fund	49.19%	34.81%	0.73%	21.35%	-23.04%	36.50%	15.93%	23.64%	-11.50%	23.06%

Correlation

The correlation between STK and GLLSX is 0.71, 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	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.66
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012	0.61

The correlation between STK and GLLSX shifts across timeframes, from 0.61 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

STK vs. GLLSX — 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: 90
STK Omega Ratio Rank: 89
STK Calmar Ratio Rank: 96
STK Martin Ratio Rank: 97

GLLSX

GLLSX Risk / Return Rank: 95
GLLSX Sharpe Ratio Rank: 98
GLLSX Sortino Ratio Rank: 90
GLLSX Omega Ratio Rank: 92
GLLSX Calmar Ratio Rank: 96
GLLSX Martin Ratio Rank: 96

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. GLLSX - 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 Emerging Markets ex-China Fund (GLLSX). 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	GLLSX	Difference
Sharpe ratio: Return per unit of total volatility	3.63	3.58	+0.05
Sortino ratio: Return per unit of downside risk	4.06	4.06	-0.01
Omega ratio: Gain probability vs. loss probability	1.59	1.66	-0.07
Calmar ratio: Return relative to maximum drawdown	5.98	6.08	-0.10
Martin ratio: Return relative to average drawdown	25.45	22.81	+2.64

STK vs. GLLSX - Sharpe Ratio Comparison

The current STK Sharpe Ratio is 3.63, which is comparable to the GLLSX Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of STK and GLLSX, 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. GLLSX - Drawdown Comparison

The maximum STK drawdown since its inception was -41.74%, which is greater than GLLSX's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for STK and GLLSX.

Drawdown Indicators

	STK	GLLSX	Difference
Max Drawdown Largest peak-to-trough decline	-41.74%	-32.59%	-9.15%
Max Drawdown (1Y) Largest decline over 1 year	-16.05%	-14.39%	-1.66%
Max Drawdown (3Y) Largest decline over 3 years	-26.59%	-20.95%	-5.64%
Max Drawdown (5Y) Largest decline over 5 years	-36.27%	-30.02%	-6.25%
Max Drawdown (10Y) Largest decline over 10 years	-41.74%	-32.59%	-9.15%
Current Drawdown Current decline from peak	-7.51%	0.00%	-7.51%
Average Drawdown Average peak-to-trough decline	-7.41%	-7.91%	+0.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	3.83%	-0.06%

Volatility

STK vs. GLLSX - Volatility Comparison

Columbia Seligman Premium Technology Growth Closed Fund (STK) has a higher volatility of 14.84% compared to abrdn Emerging Markets ex-China Fund (GLLSX) at 13.51%. This indicates that STK's price experiences larger fluctuations and is considered to be riskier than GLLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STK	GLLSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.84%	13.51%	+1.33%
Volatility (6M) Calculated over the trailing 6-month period	22.80%	22.41%	+0.39%
Volatility (1Y) Calculated over the trailing 1-year period	26.43%	24.46%	+1.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.77%	18.85%	+6.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.46%	18.17%	+8.29%

STK vs. GLLSX - Expense Ratio Comparison

STK has a 1.26% expense ratio, which is higher than GLLSX's 1.23% expense ratio.

Dividends

STK vs. GLLSX - Dividend Comparison

STK's dividend yield for the trailing twelve months is around 5.09%, more than GLLSX's 1.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLLSX abrdn Emerging Markets ex-China Fund	1.26%	1.88%	0.74%	0.77%	29.32%	22.85%	0.00%	3.38%	9.47%	8.40%	1.09%	0.94%
STK Columbia Seligman Premium Technology Growth Closed Fund	5.09%	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 GLLSX in my portfolio?

STK and GLLSX have a correlation of 0.71, 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 GLLSX?

STK has higher volatility (14.84%) compared to GLLSX (13.51%). In terms of maximum drawdown, STK dropped -41.74% vs GLLSX's -32.59%.

Which has better risk-adjusted returns?

STK currently has the higher Sharpe Ratio (3.63 vs 3.58), 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.