IEVAX vs. GAOAX
Compare and contrast key facts about Columbia Global Value Fund (IEVAX) and JPMorgan Global Allocation Fund A (GAOAX).
IEVAX is managed by Columbia. It was launched on Mar 19, 1995. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
IEVAX vs. GAOAX - Performance Comparison
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IEVAX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
IEVAX
GAOAX
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.
| IEVAX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.86 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.24 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.10 | +0.42 |
Martin ratioReturn relative to average drawdown | 7.26 | 4.47 | +2.79 |
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 | GAOAX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| IEVAX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.32% | -7.61% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -6.01% | -2.49% |
Ulcer IndexDepth 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
| IEVAX | GAOAX | Difference | |
|---|---|---|---|
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% |