PortfoliosLab logoPortfoliosLab logo
IGLGX vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLGX vs. GLD - Performance Comparison

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

Loading graphics...

IGLGX vs. GLD - 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%
GLD
SPDR Gold Shares
8.57%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Returns By Period

In the year-to-date period, IGLGX achieves a -6.17% return, which is significantly lower than GLD's 8.57% return. Over the past 10 years, IGLGX has underperformed GLD with an annualized return of 12.01%, while GLD has yielded a comparatively higher 13.92% 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%

GLD

1D
3.79%
1M
-11.05%
YTD
8.57%
6M
21.05%
1Y
49.33%
3Y*
32.92%
5Y*
21.58%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. GLD - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is higher than GLD's 0.40% expense ratio.


Return for Risk

IGLGX vs. GLD — 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

GLD
GLD Risk / Return Rank: 8787
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLD Omega Ratio Rank: 8686
Omega Ratio Rank
GLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLD Martin Ratio Rank: 8787
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. GLD - Risk-Adjusted Trends Comparison

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


IGLGXGLDDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.79

-1.13

Sortino ratio

Return per unit of downside risk

1.03

2.21

-1.18

Omega ratio

Gain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratio

Return relative to maximum drawdown

0.83

2.68

-1.85

Martin ratio

Return relative to average drawdown

3.41

9.90

-6.49

IGLGX vs. GLD - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 0.66, which is lower than the GLD Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of IGLGX and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IGLGXGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.79

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

1.22

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.88

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.62

-0.22

Correlation

The correlation between IGLGX and GLD is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IGLGX vs. GLD - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 9.87%, while GLD has not paid dividends to shareholders.


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%
GLD
SPDR Gold Shares
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. GLD - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for IGLGX and GLD.


Loading graphics...

Drawdown Indicators


IGLGXGLDDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-45.56%

-14.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-19.21%

+6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-35.73%

-21.03%

-14.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-22.00%

-13.73%

Current Drawdown

Current decline from peak

-12.75%

-13.23%

+0.48%

Average Drawdown

Average peak-to-trough decline

-14.69%

-16.17%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

5.20%

-2.09%

Volatility

IGLGX vs. GLD - Volatility Comparison

The current volatility for Columbia Select Global Equity Fund (IGLGX) is 7.15%, while SPDR Gold Shares (GLD) has a volatility of 11.06%. This indicates that IGLGX experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IGLGXGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

11.06%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

24.30%

-11.51%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

27.80%

-8.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

17.74%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

15.87%

+2.61%