IEVAX vs. CDDYX
Compare and contrast key facts about Columbia Global Value Fund (IEVAX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX).
IEVAX is managed by Columbia. It was launched on Mar 19, 1995. CDDYX is managed by Columbia. It was launched on Nov 8, 2012.
Performance
IEVAX vs. CDDYX - Performance Comparison
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IEVAX vs. CDDYX - 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% |
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 1.65% | 15.95% | 15.17% | 10.65% | -4.84% | 26.43% | 7.92% | 28.74% | -4.27% | 20.34% |
Returns By Period
In the year-to-date period, IEVAX achieves a -3.43% return, which is significantly lower than CDDYX's 1.65% return. Over the past 10 years, IEVAX has underperformed CDDYX with an annualized return of 9.28%, while CDDYX has yielded a comparatively higher 12.13% annualized return.
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%
CDDYX
- 1D
- 0.03%
- 1M
- -5.46%
- YTD
- 1.65%
- 6M
- 4.20%
- 1Y
- 14.89%
- 3Y*
- 14.58%
- 5Y*
- 10.65%
- 10Y*
- 12.13%
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IEVAX vs. CDDYX - Expense Ratio Comparison
IEVAX has a 1.13% expense ratio, which is higher than CDDYX's 0.55% expense ratio.
Return for Risk
IEVAX vs. CDDYX — Risk / Return Rank
IEVAX
CDDYX
IEVAX vs. CDDYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Global Value Fund (IEVAX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). 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 | CDDYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.20 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.70 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.47 | -0.32 |
Martin ratioReturn relative to average drawdown | 5.56 | 6.88 | -1.32 |
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 | CDDYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.20 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.81 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.78 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.85 | -0.42 |
Correlation
The correlation between IEVAX and CDDYX is 0.91, 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. CDDYX - Dividend Comparison
IEVAX's dividend yield for the trailing twelve months is around 11.09%, more than CDDYX's 5.29% 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% |
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 5.29% | 5.33% | 5.99% | 4.96% | 3.90% | 2.93% | 1.85% | 3.28% | 7.65% | 4.03% | 3.84% | 8.35% |
Drawdowns
IEVAX vs. CDDYX - Drawdown Comparison
The maximum IEVAX drawdown since its inception was -56.85%, which is greater than CDDYX's maximum drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for IEVAX and CDDYX.
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Drawdown Indicators
| IEVAX | CDDYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.85% | -32.74% | -24.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -10.17% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -16.91% | -3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -37.88% | -32.74% | -5.14% |
Current DrawdownCurrent decline from peak | -8.80% | -5.46% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -2.79% | -5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.18% | +0.34% |
Volatility
IEVAX vs. CDDYX - Volatility Comparison
Columbia Global Value Fund (IEVAX) has a higher volatility of 4.26% compared to Columbia Dividend Income Fund Institutional 3 Class (CDDYX) at 2.92%. This indicates that IEVAX's price experiences larger fluctuations and is considered to be riskier than CDDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEVAX | CDDYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.92% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 6.83% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 13.61% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 13.29% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 15.68% | +0.89% |