IEVAX vs. CBALX
Compare and contrast key facts about Columbia Global Value Fund (IEVAX) and Columbia Balanced Fund (CBALX).
IEVAX is managed by Columbia. It was launched on Mar 19, 1995. CBALX is managed by Columbia. It was launched on Sep 30, 1991.
Performance
IEVAX vs. CBALX - Performance Comparison
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IEVAX vs. CBALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEVAX Columbia Global Value Fund | -3.43% | 21.42% | 11.78% | 12.00% | -8.52% | 20.31% | 3.77% | 24.55% | -12.22% | 21.93% |
CBALX Columbia Balanced Fund | -5.35% | 14.14% | 14.60% | 21.49% | -16.63% | 14.92% | 17.91% | 23.05% | -5.75% | 14.29% |
Returns By Period
In the year-to-date period, IEVAX achieves a -3.43% return, which is significantly higher than CBALX's -5.35% return. Both investments have delivered pretty close results over the past 10 years, with IEVAX having a 9.28% annualized return and CBALX not far behind at 8.95%.
IEVAX
- 1D
- -0.16%
- 1M
- -8.60%
- YTD
- -3.43%
- 6M
- 0.21%
- 1Y
- 15.03%
- 3Y*
- 12.73%
- 5Y*
- 8.11%
- 10Y*
- 9.28%
CBALX
- 1D
- 0.08%
- 1M
- -5.51%
- YTD
- -5.35%
- 6M
- -3.42%
- 1Y
- 9.86%
- 3Y*
- 12.18%
- 5Y*
- 6.79%
- 10Y*
- 8.95%
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IEVAX vs. CBALX - Expense Ratio Comparison
IEVAX has a 1.13% expense ratio, which is higher than CBALX's 0.67% expense ratio.
Return for Risk
IEVAX vs. CBALX — Risk / Return Rank
IEVAX
CBALX
IEVAX vs. CBALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Global Value Fund (IEVAX) and Columbia Balanced Fund (CBALX). 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.
| IEVAX | CBALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.88 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.31 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.13 | +0.03 |
Martin ratioReturn relative to average drawdown | 5.56 | 4.82 | +0.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEVAX | CBALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.88 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.62 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.79 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.68 | -0.24 |
Correlation
The correlation between IEVAX and CBALX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IEVAX vs. CBALX - Dividend Comparison
IEVAX's dividend yield for the trailing twelve months is around 11.09%, more than CBALX's 6.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEVAX Columbia Global Value Fund | 11.09% | 10.06% | 10.32% | 6.26% | 7.61% | 11.24% | 8.76% | 9.16% | 6.75% | 1.66% | 2.28% | 4.68% |
CBALX Columbia Balanced Fund | 6.86% | 6.42% | 7.83% | 1.84% | 5.36% | 9.26% | 5.31% | 4.16% | 5.82% | 2.79% | 1.60% | 4.05% |
Drawdowns
IEVAX vs. CBALX - Drawdown Comparison
The maximum IEVAX drawdown since its inception was -56.85%, which is greater than CBALX's maximum drawdown of -34.53%. Use the drawdown chart below to compare losses from any high point for IEVAX and CBALX.
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Drawdown Indicators
| IEVAX | CBALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.85% | -34.53% | -22.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -7.87% | -4.30% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -20.91% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -37.88% | -22.73% | -15.15% |
Current DrawdownCurrent decline from peak | -8.80% | -6.56% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -5.34% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 1.84% | +0.68% |
Volatility
IEVAX vs. CBALX - Volatility Comparison
Columbia Global Value Fund (IEVAX) has a higher volatility of 4.26% compared to Columbia Balanced Fund (CBALX) at 3.14%. This indicates that IEVAX's price experiences larger fluctuations and is considered to be riskier than CBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEVAX | CBALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 3.14% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 6.15% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 11.45% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 11.05% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 11.30% | +5.27% |