`make` and `make -j4` have different behavior in compiling

I am using rust-nightly.tar.gz.
When I run `make -j4`, it tries to download a stage0 file from rust-server.
Filename: `rust-stage0-2014-05-16-5327218-linux-x86_64-212f9062080a6e6cba472d8530d086ad787bbf72.tar.bz2`

However when I run `make`, it does not do so. Compiling does not need to fetch a pre-build stage0 file. Everything is local.

Is it supposed to be a correct behavior?
