STK vs. SHGTX
STK (Columbia Seligman Premium Technology Growth Fund) and SHGTX (Columbia Seligman Global Technology Fund) are both Technology Equities funds from Columbia. Over the past 10 years, STK returned 22.24%/yr vs 26.00%/yr for SHGTX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. STK charges 1.12%/yr vs 1.29%/yr for SHGTX.
Performance
STK vs. SHGTX - Performance Comparison
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Returns By Period
In the year-to-date period, STK achieves a 36.26% return, which is significantly lower than SHGTX's 44.24% return. Over the past 10 years, STK has underperformed SHGTX with an annualized return of 22.24%, while SHGTX has yielded a comparatively higher 26.00% 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%
SHGTX
- 1D
- 4.87%
- 1M
- -3.79%
- 6M
- 32.24%
- YTD
- 44.24%
- 1Y
- 80.86%
- 3Y*
- 37.72%
- 5Y*
- 22.58%
- 10Y*
- 26.00%
- ALL TIME*
- 15.39%
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. SHGTX - 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% |
SHGTX Columbia Seligman Global Technology Fund | 44.24% | 35.09% | 26.04% | 45.28% | -31.70% | 38.60% | 45.56% | 54.92% | -8.70% | 34.52% |
Correlation
The correlation between STK and SHGTX 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. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2009 | 0.71 |
The correlation between STK and SHGTX shifts across timeframes, from 0.71 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
STK vs. SHGTX — Risk / Return Rank
STK
SHGTX
STK vs. SHGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth Fund (STK) and Columbia Seligman Global Technology Fund (SHGTX). 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 | SHGTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.40 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 5.87 | -2.53 |
| Martin ratioReturn relative to average drawdown | 12.27 | 19.26 | -6.99 |
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Drawdowns
STK vs. SHGTX - Drawdown Comparison
The maximum STK drawdown since its inception was -41.74%, smaller than the maximum SHGTX drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for STK and SHGTX.
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Drawdown Indicators
| STK | SHGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.74% | -77.47% | +35.73% |
Max Drawdown (1Y)Largest decline over 1 year | -20.93% | -13.15% | -7.78% |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | -28.90% | +2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -43.17% | +6.90% |
Max Drawdown (10Y)Largest decline over 10 years | -41.74% | -43.17% | +1.43% |
Current DrawdownCurrent decline from peak | -14.89% | -8.92% | -5.97% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -24.84% | +17.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 3.98% | +1.71% |
Volatility
STK vs. SHGTX - Volatility Comparison
Columbia Seligman Premium Technology Growth Fund (STK) has a higher volatility of 11.01% compared to Columbia Seligman Global Technology Fund (SHGTX) at 10.23%. This indicates that STK's price experiences larger fluctuations and is considered to be riskier than SHGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STK | SHGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.01% | 10.23% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 23.55% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.07% | 29.70% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.22% | 28.14% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.66% | 27.05% | -0.39% |
STK vs. SHGTX - Expense Ratio Comparison
STK has a 1.12% expense ratio, which is lower than SHGTX's 1.29% expense ratio.
Dividends
STK vs. SHGTX - Dividend Comparison
STK's dividend yield for the trailing twelve months is around 5.53%, less than SHGTX's 5.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHGTX Columbia Seligman Global Technology Fund | 5.86% | 8.45% | 14.04% | 6.22% | 3.94% | 11.77% | 9.92% | 10.26% | 12.75% | 7.25% | 8.13% | 8.09% |
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 SHGTX 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 SHGTX (10.23%). In terms of maximum drawdown, STK dropped -41.74% vs SHGTX's -77.47%.
SHGTX currently has the higher Sharpe Ratio (2.60 vs 2.41), 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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