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IGLGX vs. FMIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLGX vs. FMIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Global Equity Fund (IGLGX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). The values are adjusted to include any dividend payments, if applicable.

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IGLGX vs. FMIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLGX
Columbia Select Global Equity Fund
-6.17%17.39%17.49%24.47%-28.14%23.11%26.62%34.96%-1.70%32.23%
FMIEX
Wasatch Global Value Fund Investor Class Shares
6.04%30.93%8.66%5.67%-0.12%25.11%2.04%17.27%-5.67%11.21%

Returns By Period

In the year-to-date period, IGLGX achieves a -6.17% return, which is significantly lower than FMIEX's 6.04% return. Over the past 10 years, IGLGX has outperformed FMIEX with an annualized return of 12.01%, while FMIEX has yielded a comparatively lower 11.03% annualized return.


IGLGX

1D
-1.27%
1M
-11.21%
YTD
-6.17%
6M
-3.57%
1Y
12.94%
3Y*
13.90%
5Y*
6.92%
10Y*
12.01%

FMIEX

1D
0.60%
1M
-5.84%
YTD
6.04%
6M
10.61%
1Y
24.34%
3Y*
16.68%
5Y*
11.63%
10Y*
11.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLGX vs. FMIEX - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is higher than FMIEX's 1.10% expense ratio.


Return for Risk

IGLGX vs. FMIEX — Risk / Return Rank

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

IGLGX
IGLGX Risk / Return Rank: 2828
Overall Rank
IGLGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IGLGX Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLGX Omega Ratio Rank: 2626
Omega Ratio Rank
IGLGX Calmar Ratio Rank: 2929
Calmar Ratio Rank
IGLGX Martin Ratio Rank: 3131
Martin Ratio Rank

FMIEX
FMIEX Risk / Return Rank: 9292
Overall Rank
FMIEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FMIEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FMIEX Omega Ratio Rank: 9191
Omega Ratio Rank
FMIEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FMIEX Martin Ratio Rank: 9494
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. FMIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.


IGLGXFMIEXDifference

Sharpe ratio

Return per unit of total volatility

0.66

2.14

-1.48

Sortino ratio

Return per unit of downside risk

1.03

2.85

-1.82

Omega ratio

Gain probability vs. loss probability

1.14

1.42

-0.27

Calmar ratio

Return relative to maximum drawdown

0.83

2.57

-1.73

Martin ratio

Return relative to average drawdown

3.41

11.99

-8.58

IGLGX vs. FMIEX - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 0.66, which is lower than the FMIEX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IGLGX and FMIEX, 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


IGLGXFMIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

2.14

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.92

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.70

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.58

-0.19

Correlation

The correlation between IGLGX and FMIEX is 0.74, 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. FMIEX - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 9.87%, more than FMIEX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
IGLGX
Columbia Select Global Equity Fund
9.87%9.26%6.61%4.42%0.00%9.10%8.52%2.98%11.20%0.42%0.00%0.01%
FMIEX
Wasatch Global Value Fund Investor Class Shares
4.95%5.76%9.02%3.27%8.54%4.34%1.74%3.82%18.46%16.45%5.16%11.75%

Drawdowns

IGLGX vs. FMIEX - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, which is greater than FMIEX's maximum drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for IGLGX and FMIEX.


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Drawdown Indicators


IGLGXFMIEXDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-49.85%

-10.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-9.34%

-3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-35.73%

-18.63%

-17.10%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-39.33%

+3.60%

Current Drawdown

Current decline from peak

-12.75%

-5.84%

-6.91%

Average Drawdown

Average peak-to-trough decline

-14.69%

-6.61%

-8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.04%

+1.07%

Volatility

IGLGX vs. FMIEX - Volatility Comparison

Columbia Select Global Equity Fund (IGLGX) has a higher volatility of 7.15% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.51%. This indicates that IGLGX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLGXFMIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

3.51%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

6.70%

+6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

11.81%

+7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

12.77%

+5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

15.73%

+2.75%