IGLGX vs. CDDYX
Compare and contrast key facts about Columbia Select Global Equity Fund (IGLGX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX).
IGLGX is managed by Columbia. It was launched on May 28, 1990. CDDYX is managed by Columbia. It was launched on Nov 8, 2012.
Performance
IGLGX vs. CDDYX - Performance Comparison
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IGLGX vs. CDDYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
IGLGX
CDDYX
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.
| IGLGX | CDDYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.23 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.75 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.78 | -0.46 |
Martin ratioReturn relative to average drawdown | 5.32 | 8.25 | -2.93 |
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
| IGLGX | CDDYX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| IGLGX | CDDYX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.52% | -3.95% | -5.57% |
Average DrawdownAverage peak-to-trough decline | -14.69% | -2.79% | -11.90% |
Ulcer IndexDepth 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
| IGLGX | CDDYX | Difference | |
|---|---|---|---|
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% |