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IEVAX vs. GAOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEVAX vs. GAOAX - Performance Comparison

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

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IEVAX vs. GAOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEVAX
Columbia Global Value Fund
-0.80%21.42%11.78%12.00%-8.52%20.31%3.77%24.55%-12.22%21.93%
GAOAX
JPMorgan Global Allocation Fund A
-3.89%14.68%7.91%12.69%-18.74%3.60%15.29%15.95%-6.07%16.82%

Returns By Period

In the year-to-date period, IEVAX achieves a -0.80% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, IEVAX has outperformed GAOAX with an annualized return of 9.58%, while GAOAX has yielded a comparatively lower 5.74% annualized return.


IEVAX

1D
2.72%
1M
-5.58%
YTD
-0.80%
6M
3.01%
1Y
18.16%
3Y*
13.74%
5Y*
8.48%
10Y*
9.58%

GAOAX

1D
1.47%
1M
-6.40%
YTD
-3.89%
6M
-2.79%
1Y
9.60%
3Y*
8.41%
5Y*
1.86%
10Y*
5.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEVAX vs. GAOAX - Expense Ratio Comparison

IEVAX has a 1.13% expense ratio, which is higher than GAOAX's 1.04% expense ratio.


Return for Risk

IEVAX vs. GAOAX — Risk / Return Rank

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

IEVAX
IEVAX Risk / Return Rank: 6161
Overall Rank
IEVAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IEVAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
IEVAX Omega Ratio Rank: 6363
Omega Ratio Rank
IEVAX Calmar Ratio Rank: 5454
Calmar Ratio Rank
IEVAX Martin Ratio Rank: 6767
Martin Ratio Rank

GAOAX
GAOAX Risk / Return Rank: 3636
Overall Rank
GAOAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GAOAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GAOAX Omega Ratio Rank: 3333
Omega Ratio Rank
GAOAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
GAOAX Martin Ratio Rank: 3939
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. GAOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Value Fund (IEVAX) and JPMorgan Global Allocation Fund A (GAOAX). 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.


IEVAXGAOAXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.86

+0.36

Sortino ratio

Return per unit of downside risk

1.71

1.24

+0.46

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

1.52

1.10

+0.42

Martin ratio

Return relative to average drawdown

7.26

4.47

+2.79

IEVAX vs. GAOAX - Sharpe Ratio Comparison

The current IEVAX Sharpe Ratio is 1.22, which is higher than the GAOAX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IEVAX and GAOAX, 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


IEVAXGAOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.86

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.17

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.53

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.54

-0.10

Correlation

The correlation between IEVAX and GAOAX 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. GAOAX - Dividend Comparison

IEVAX's dividend yield for the trailing twelve months is around 10.80%, more than GAOAX's 10.04% yield.


TTM20252024202320222021202020192018201720162015
IEVAX
Columbia Global Value Fund
10.80%10.06%10.32%6.26%7.61%11.24%8.76%9.16%6.75%1.66%2.28%4.68%
GAOAX
JPMorgan Global Allocation Fund A
10.04%10.15%2.34%0.00%4.62%4.61%1.54%2.43%2.52%2.95%2.59%0.96%

Drawdowns

IEVAX vs. GAOAX - Drawdown Comparison

The maximum IEVAX drawdown since its inception was -56.85%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for IEVAX and GAOAX.


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Drawdown Indicators


IEVAXGAOAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.85%

-29.02%

-27.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-8.95%

-3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-29.02%

+8.44%

Max Drawdown (10Y)

Largest decline over 10 years

-37.88%

-29.02%

-8.86%

Current Drawdown

Current decline from peak

-6.32%

-7.61%

+1.29%

Average Drawdown

Average peak-to-trough decline

-8.50%

-6.01%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.20%

+0.35%

Volatility

IEVAX vs. GAOAX - Volatility Comparison

Columbia Global Value Fund (IEVAX) has a higher volatility of 5.27% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that IEVAX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEVAXGAOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

4.98%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.11%

7.55%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

11.53%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

11.03%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

10.81%

+5.78%