- ISIN
- US19766F8784
- CUSIP
- 19766F878
- Issuer
- Columbia
- Inception Date
- Mar 19, 1995
- Category
- Global Equities
- Min. Investment
- $2,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
IEVAX Performance Chart
Columbia Global Value Fund (IEVAX) is up 8.6% since the beginning of the year. IEVAX is currently trading at $14 per share. Investors who bought $1,000 worth of IEVAX shares 5 years ago would now be looking at an investment worth $1,625.
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Returns By Period
Columbia Global Value Fund (IEVAX) has returned 8.60% so far this year and 23.61% over the past 12 months. Over the last ten years, IEVAX has returned 10.42% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Columbia Global Value Fund
- 1D
- 0.22%
- 1M
- 1.27%
- YTD
- 8.60%
- 6M
- 8.20%
- 1Y
- 23.61%
- 3Y*
- 15.89%
- 5Y*
- 10.20%
- 10Y*
- 10.42%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
IEVAX Monthly Returns History
Based on dividend-adjusted daily data since Mar 20, 1995, IEVAX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +15.6%, while the worst month was Oct 2008 at -18.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, IEVAX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +12.5%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.87% | 1.72% | -6.12% | 6.74% | 2.06% | 0.50% | 8.60% | ||||||
| 2025 | 3.77% | 0.47% | -2.23% | -1.05% | 4.40% | 4.64% | 2.50% | 2.74% | 0.84% | -0.14% | 3.02% | 0.87% | 21.42% |
| 2024 | 1.08% | 0.98% | 4.70% | -2.03% | 3.82% | -1.27% | 2.12% | 2.79% | 0.78% | -1.93% | 4.81% | -4.21% | 11.78% |
| 2023 | 4.97% | -2.24% | -0.13% | 2.48% | -4.42% | 5.67% | 2.46% | -1.82% | -4.06% | -1.94% | 6.40% | 4.87% | 12.00% |
| 2022 | -1.48% | -3.22% | 1.62% | -5.20% | 1.53% | -8.49% | 4.70% | -1.67% | -7.87% | 8.98% | 7.17% | -3.24% | -8.52% |
| 2021 | -1.43% | 3.87% | 6.82% | 2.85% | 3.34% | -2.24% | 0.45% | 1.78% | -3.68% | 4.79% | -3.99% | 6.87% | 20.31% |
Benchmark Metrics
Columbia Global Value Fund has an annualized alpha of 0.03%, beta of 0.92, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since March 20, 1995.
- This fund participated in 96.28% of S&P 500 Index downside but only 92.84% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.92 and R2 of 0.89, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.03%
- Beta
- 0.92
- R²
- 0.89
- Upside Capture
- 92.84%
- Downside Capture
- 96.28%
Expense Ratio
IEVAX has a high expense ratio of 1.13%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
IEVAX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Columbia Global Value Fund (IEVAX) and compare them to S&P 500 Index.
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.
| IEVAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.78 | -0.09 |
| Martin ratioReturn relative to average drawdown | 11.59 | 12.44 | -0.85 |
Dividends
Dividend History
Columbia Global Value Fund provided a 12.28% dividend yield over the last twelve months, with an annual payout of $1.71 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.71 | $1.35 | $1.26 | $0.75 | $0.87 | $1.52 | $1.10 | $1.22 | $0.79 | $0.24 | $0.27 | $0.53 |
Dividend yield | 12.28% | 10.06% | 10.32% | 6.26% | 7.61% | 11.24% | 8.76% | 9.16% | 6.75% | 1.66% | 2.28% | 4.68% |
Monthly Dividends
The table displays the monthly dividend distributions for Columbia Global Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.51 | $0.61 | ||||||
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $1.03 | $1.35 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.53 | $1.26 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.32 | $0.75 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.87 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.59 | $1.52 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Columbia Global Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Columbia Global Value Fund was 56.85%, occurring on Mar 9, 2009. Recovery took 1008 trading sessions.
The current Columbia Global Value Fund drawdown is 0.88%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.85%Mar 2009 | 1y 4mo | 4y 3d | 5y 4moOct 2007 - Mar 2013 |
Dot-com crash2000–2002 | -39.44%Oct 2002 | 1y 4mo | 1y 12mo | 3y 4moMay 2001 - Oct 2004 |
COVID crash2020 | -37.88%Mar 2020 | 1mo 9d | 8mo 16d | 9mo 25dFeb 2020 - Dec 2020 |
2016 bear market2016 | -21.96%Feb 2016 | 8mo 25d | 1y 19d | 1y 9moMay 2015 - Mar 2017 |
Rate-hike selloffLate 2018 | -21.85%Dec 2018 | 10mo 29d | 11mo 23d | 1y 10moJan 2018 - Dec 2019 |
Drawdown Indicators
| IEVAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.85% | -56.78% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.80% | -9.10% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.12% | -18.90% | +4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -25.43% | +4.85% |
Max Drawdown (10Y)Largest decline over 10 years | -37.88% | -33.92% | -3.96% |
Current DrawdownCurrent decline from peak | -0.88% | -1.80% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -8.45% | -10.71% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.03% | +0.01% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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