IGLGX vs. GCCHX

Last updated Apr 2, 2026

Compare and contrast key facts about Columbia Select Global Equity Fund (IGLGX) and GMO Climate Change Fund (GCCHX).

IGLGX is managed by Columbia. It was launched on May 28, 1990. GCCHX is managed by GMO. It was launched on Apr 4, 2017.

Performance

IGLGX vs. GCCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Global Equity Fund (IGLGX) and GMO Climate Change Fund (GCCHX). The values are adjusted to include any dividend payments, if applicable.

IGLGX vs. GCCHX - 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%	17.79%
GCCHX GMO Climate Change Fund	10.71%	39.25%	-25.63%	-6.85%	-10.39%	21.84%	42.82%	27.36%	-16.35%	26.15%

Returns By Period

In the year-to-date period, IGLGX achieves a -2.71% return, which is significantly lower than GCCHX's 10.71% return.

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%

GCCHX

• 1D: 3.85%
• 1M: -2.15%
• YTD: 10.71%
• 6M: 17.26%
• 1Y: 69.04%
• 3Y*: 0.26%
• 5Y*: 1.25%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLGX vs. GCCHX - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is higher than GCCHX's 0.77% expense ratio.

IGLGX

Columbia Select Global Equity Fund

GCCHX

GMO Climate Change Fund

Return for Risk

IGLGX vs. GCCHX — Risk / Return Rank

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

IGLGX

IGLGX Risk / Return Rank: 39
IGLGX Sharpe Ratio Rank: 35
IGLGX Sortino Ratio Rank: 36
IGLGX Omega Ratio Rank: 34
IGLGX Calmar Ratio Rank: 44
IGLGX Martin Ratio Rank: 46

GCCHX

GCCHX Risk / Return Rank: 95
GCCHX Sharpe Ratio Rank: 97
GCCHX Sortino Ratio Rank: 95
GCCHX Omega Ratio Rank: 90
GCCHX Calmar Ratio Rank: 98
GCCHX Martin Ratio Rank: 96

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. GCCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and GMO Climate Change Fund (GCCHX). 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	GCCHX	Difference
Sharpe ratio Return per unit of total volatility	0.87	2.55	-1.68
Sortino ratio Return per unit of downside risk	1.32	3.20	-1.88
Omega ratio Gain probability vs. loss probability	1.19	1.42	-0.24
Calmar ratio Return relative to maximum drawdown	1.32	4.57	-3.25
Martin ratio Return relative to average drawdown	5.32	16.21	-10.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGLGX vs. GCCHX - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 0.87, which is lower than the GCCHX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of IGLGX and GCCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IGLGX	GCCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	2.55	-1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.05	+0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.37	+0.03

Correlation

The correlation between IGLGX and GCCHX is 0.64, 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.

Dividends

IGLGX vs. GCCHX - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 9.52%, more than GCCHX's 1.36% 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%
GCCHX GMO Climate Change Fund	1.36%	1.51%	0.66%	0.96%	2.24%	25.43%	5.42%	4.03%	2.62%	3.43%	0.00%	0.00%

Drawdowns

IGLGX vs. GCCHX - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, which is greater than GCCHX's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for IGLGX and GCCHX.

Drawdown Indicators

	IGLGX	GCCHX	Difference
Max Drawdown Largest peak-to-trough decline	-60.11%	-54.32%	-5.79%
Max Drawdown (1Y) Largest decline over 1 year	-12.75%	-14.89%	+2.14%
Max Drawdown (5Y) Largest decline over 5 years	-35.73%	-54.32%	+18.59%
Max Drawdown (10Y) Largest decline over 10 years	-35.73%	—	—
Current Drawdown Current decline from peak	-9.52%	-9.81%	+0.29%
Average Drawdown Average peak-to-trough decline	-14.69%	-14.11%	-0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	4.20%	-1.03%

Volatility

IGLGX vs. GCCHX - Volatility Comparison

The current volatility for Columbia Select Global Equity Fund (IGLGX) is 8.28%, while GMO Climate Change Fund (GCCHX) has a volatility of 9.28%. This indicates that IGLGX experiences smaller price fluctuations and is considered to be less risky than GCCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGLGX	GCCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.28%	9.28%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	13.29%	17.44%	-4.15%
Volatility (1Y) Calculated over the trailing 1-year period	19.76%	27.93%	-8.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.51%	26.92%	-8.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.51%	25.23%	-6.72%