IEVAX vs. SSGLX
Compare and contrast key facts about Columbia Global Value Fund (IEVAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
IEVAX is managed by Columbia. It was launched on Mar 19, 1995. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
IEVAX vs. SSGLX - Performance Comparison
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IEVAX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, IEVAX achieves a -0.80% return, which is significantly lower than SSGLX's 1.29% return. Over the past 10 years, IEVAX has outperformed SSGLX with an annualized return of 9.58%, while SSGLX has yielded a comparatively lower 8.79% 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%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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IEVAX vs. SSGLX - Expense Ratio Comparison
IEVAX has a 1.13% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
IEVAX vs. SSGLX — Risk / Return Rank
IEVAX
SSGLX
IEVAX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Global Value Fund (IEVAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.76 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.71 | 2.37 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.35 | -0.83 |
Martin ratioReturn relative to average drawdown | 7.26 | 9.17 | -1.91 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.76 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.49 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.55 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.38 | +0.06 |
Correlation
The correlation between IEVAX and SSGLX is 0.78, 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. SSGLX - Dividend Comparison
IEVAX's dividend yield for the trailing twelve months is around 10.80%, more than SSGLX's 4.36% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
IEVAX vs. SSGLX - Drawdown Comparison
The maximum IEVAX drawdown since its inception was -56.85%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for IEVAX and SSGLX.
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Drawdown Indicators
| IEVAX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.85% | -35.88% | -20.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -11.22% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -30.08% | +9.50% |
Max Drawdown (10Y)Largest decline over 10 years | -37.88% | -35.88% | -2.00% |
Current DrawdownCurrent decline from peak | -6.32% | -9.15% | +2.83% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -8.32% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.87% | -0.32% |
Volatility
IEVAX vs. SSGLX - Volatility Comparison
The current volatility for Columbia Global Value Fund (IEVAX) is 5.27%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.71%. This indicates that IEVAX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEVAX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 6.71% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.11% | 10.18% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 15.57% | -0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 14.51% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 16.15% | +0.44% |