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IGLGX vs. CSP1.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGLGX and CSP1.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

IGLGX vs. CSP1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Global Equity Fund (IGLGX) and iShares Core S&P 500 UCITS ETF (CSP1.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.90%
11.00%
IGLGX
CSP1.L

Key characteristics

Sharpe Ratio

IGLGX:

0.70

CSP1.L:

2.00

Sortino Ratio

IGLGX:

1.01

CSP1.L:

2.84

Omega Ratio

IGLGX:

1.14

CSP1.L:

1.38

Calmar Ratio

IGLGX:

0.55

CSP1.L:

3.71

Martin Ratio

IGLGX:

2.65

CSP1.L:

14.31

Ulcer Index

IGLGX:

4.02%

CSP1.L:

1.63%

Daily Std Dev

IGLGX:

15.19%

CSP1.L:

11.64%

Max Drawdown

IGLGX:

-67.20%

CSP1.L:

-25.48%

Current Drawdown

IGLGX:

-9.79%

CSP1.L:

-1.79%

Returns By Period

In the year-to-date period, IGLGX achieves a 6.68% return, which is significantly higher than CSP1.L's 2.76% return. Over the past 10 years, IGLGX has underperformed CSP1.L with an annualized return of 7.34%, while CSP1.L has yielded a comparatively higher 15.21% annualized return.


IGLGX

YTD

6.68%

1M

6.73%

6M

1.90%

1Y

10.36%

5Y*

4.37%

10Y*

7.34%

CSP1.L

YTD

2.76%

1M

1.58%

6M

13.54%

1Y

23.88%

5Y*

14.82%

10Y*

15.21%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IGLGX vs. CSP1.L - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is higher than CSP1.L's 0.07% expense ratio.


IGLGX
Columbia Select Global Equity Fund
Expense ratio chart for IGLGX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for CSP1.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

IGLGX vs. CSP1.L — Risk-Adjusted Performance Rank

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

IGLGX
The Risk-Adjusted Performance Rank of IGLGX is 4040
Overall Rank
The Sharpe Ratio Rank of IGLGX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of IGLGX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of IGLGX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of IGLGX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of IGLGX is 4343
Martin Ratio Rank

CSP1.L
The Risk-Adjusted Performance Rank of CSP1.L is 8686
Overall Rank
The Sharpe Ratio Rank of CSP1.L is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CSP1.L is 8383
Sortino Ratio Rank
The Omega Ratio Rank of CSP1.L is 8383
Omega Ratio Rank
The Calmar Ratio Rank of CSP1.L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of CSP1.L is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGLGX vs. CSP1.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and iShares Core S&P 500 UCITS ETF (CSP1.L). 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.


Sharpe ratio
The chart of Sharpe ratio for IGLGX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.692.04
The chart of Sortino ratio for IGLGX, currently valued at 0.99, compared to the broader market0.002.004.006.008.0010.0012.000.992.83
The chart of Omega ratio for IGLGX, currently valued at 1.14, compared to the broader market1.002.003.004.001.141.38
The chart of Calmar ratio for IGLGX, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.000.533.18
The chart of Martin ratio for IGLGX, currently valued at 2.53, compared to the broader market0.0020.0040.0060.0080.002.5312.27
IGLGX
CSP1.L

The current IGLGX Sharpe Ratio is 0.70, which is lower than the CSP1.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IGLGX and CSP1.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
0.69
2.04
IGLGX
CSP1.L

Dividends

IGLGX vs. CSP1.L - Dividend Comparison

Neither IGLGX nor CSP1.L has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IGLGX
Columbia Select Global Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.26%
CSP1.L
iShares Core S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IGLGX vs. CSP1.L - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -67.20%, which is greater than CSP1.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for IGLGX and CSP1.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.79%
-0.18%
IGLGX
CSP1.L

Volatility

IGLGX vs. CSP1.L - Volatility Comparison

Columbia Select Global Equity Fund (IGLGX) has a higher volatility of 4.13% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.47%. This indicates that IGLGX's price experiences larger fluctuations and is considered to be riskier than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.13%
3.47%
IGLGX
CSP1.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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