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IGLGX vs. CDDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLGX vs. CDDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Global Equity Fund (IGLGX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). The values are adjusted to include any dividend payments, if applicable.

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IGLGX vs. CDDYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLGX
Columbia Select Global Equity Fund
-2.71%17.39%17.49%24.47%-28.14%23.11%26.62%34.96%-1.70%32.23%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
3.28%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, IGLGX achieves a -2.71% return, which is significantly lower than CDDYX's 3.28% return. Both investments have delivered pretty close results over the past 10 years, with IGLGX having a 12.41% annualized return and CDDYX not far behind at 12.31%.


IGLGX

1D
3.69%
1M
-7.18%
YTD
-2.71%
6M
-0.85%
1Y
16.73%
3Y*
15.29%
5Y*
7.26%
10Y*
12.41%

CDDYX

1D
1.60%
1M
-3.90%
YTD
3.28%
6M
5.98%
1Y
16.96%
3Y*
15.18%
5Y*
10.80%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLGX vs. CDDYX - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is higher than CDDYX's 0.55% expense ratio.


Return for Risk

IGLGX vs. CDDYX — Risk / Return Rank

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

IGLGX
IGLGX Risk / Return Rank: 3939
Overall Rank
IGLGX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IGLGX Sortino Ratio Rank: 3636
Sortino Ratio Rank
IGLGX Omega Ratio Rank: 3434
Omega Ratio Rank
IGLGX Calmar Ratio Rank: 4444
Calmar Ratio Rank
IGLGX Martin Ratio Rank: 4646
Martin Ratio Rank

CDDYX
CDDYX Risk / Return Rank: 7272
Overall Rank
CDDYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CDDYX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CDDYX Omega Ratio Rank: 7070
Omega Ratio Rank
CDDYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CDDYX Martin Ratio Rank: 8181
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.

IGLGX vs. CDDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) 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.


IGLGXCDDYXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.23

-0.36

Sortino ratio

Return per unit of downside risk

1.32

1.75

-0.43

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.09

Calmar ratio

Return relative to maximum drawdown

1.32

1.78

-0.46

Martin ratio

Return relative to average drawdown

5.32

8.25

-2.93

IGLGX vs. CDDYX - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 0.87, which is comparable to the CDDYX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of IGLGX and CDDYX, 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


IGLGXCDDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.23

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.82

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.79

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.86

-0.46

Correlation

The correlation between IGLGX and CDDYX is 0.80, 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

IGLGX vs. CDDYX - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 9.52%, more than CDDYX's 5.21% yield.


TTM20252024202320222021202020192018201720162015
IGLGX
Columbia Select Global Equity Fund
9.52%9.26%6.61%4.42%0.00%9.10%8.52%2.98%11.20%0.42%0.00%0.01%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
5.21%5.33%5.99%4.96%3.90%2.93%1.85%3.28%7.65%4.03%3.84%8.35%

Drawdowns

IGLGX vs. CDDYX - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, which is greater than CDDYX's maximum drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for IGLGX and CDDYX.


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Drawdown Indicators


IGLGXCDDYXDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-32.74%

-27.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-10.17%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-35.73%

-16.91%

-18.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-32.74%

-2.99%

Current Drawdown

Current decline from peak

-9.52%

-3.95%

-5.57%

Average Drawdown

Average peak-to-trough decline

-14.69%

-2.79%

-11.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.19%

+0.98%

Volatility

IGLGX vs. CDDYX - Volatility Comparison

Columbia Select Global Equity Fund (IGLGX) has a higher volatility of 8.28% compared to Columbia Dividend Income Fund Institutional 3 Class (CDDYX) at 3.45%. This indicates that IGLGX'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


IGLGXCDDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

3.45%

+4.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

7.00%

+6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

13.67%

+6.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.51%

13.31%

+5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

15.68%

+2.83%