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IEVAX vs. CBALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEVAX vs. CBALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Global Value Fund (IEVAX) and Columbia Balanced Fund (CBALX). The values are adjusted to include any dividend payments, if applicable.

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IEVAX vs. CBALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEVAX
IEVAX Risk / Return Rank: 5555
Overall Rank
IEVAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IEVAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
IEVAX Omega Ratio Rank: 5959
Omega Ratio Rank
IEVAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
IEVAX Martin Ratio Rank: 5858
Martin Ratio Rank

CBALX
CBALX Risk / Return Rank: 4646
Overall Rank
CBALX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CBALX Sortino Ratio Rank: 4545
Sortino Ratio Rank
CBALX Omega Ratio Rank: 4646
Omega Ratio Rank
CBALX Calmar Ratio Rank: 4646
Calmar Ratio Rank
CBALX Martin Ratio Rank: 4949
Martin Ratio Rank
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.

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.


IEVAXCBALXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.88

+0.17

Sortino ratio

Return per unit of downside risk

1.48

1.31

+0.17

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

1.15

1.13

+0.03

Martin ratio

Return relative to average drawdown

5.56

4.82

+0.74

IEVAX vs. CBALX - Sharpe Ratio Comparison

The current IEVAX Sharpe Ratio is 1.05, which is comparable to the CBALX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IEVAX and CBALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEVAXCBALXDifference

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.


TTM20252024202320222021202020192018201720162015
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


IEVAXCBALXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.80%

-6.56%

-2.24%

Average Drawdown

Average peak-to-trough decline

-8.50%

-5.34%

-3.16%

Ulcer Index

Depth 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


IEVAXCBALXDifference

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%