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IGLGX vs. GLIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLGX vs. GLIFX - Performance Comparison

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

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IGLGX vs. GLIFX - 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%
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
5.89%23.85%6.71%10.89%-1.33%19.91%-4.51%22.27%-3.82%20.77%

Returns By Period

In the year-to-date period, IGLGX achieves a -6.17% return, which is significantly lower than GLIFX's 5.89% return. Over the past 10 years, IGLGX has outperformed GLIFX with an annualized return of 12.01%, while GLIFX has yielded a comparatively lower 9.87% 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%

GLIFX

1D
1.38%
1M
-7.05%
YTD
5.89%
6M
11.15%
1Y
23.17%
3Y*
14.09%
5Y*
12.14%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLGX vs. GLIFX - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is higher than GLIFX's 0.97% expense ratio.


Return for Risk

IGLGX vs. GLIFX — 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

GLIFX
GLIFX Risk / Return Rank: 9393
Overall Rank
GLIFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GLIFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
GLIFX Omega Ratio Rank: 9191
Omega Ratio Rank
GLIFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GLIFX Martin Ratio Rank: 9393
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. GLIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX). 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.


IGLGXGLIFXDifference

Sharpe ratio

Return per unit of total volatility

0.66

2.23

-1.58

Sortino ratio

Return per unit of downside risk

1.03

2.83

-1.80

Omega ratio

Gain probability vs. loss probability

1.14

1.43

-0.28

Calmar ratio

Return relative to maximum drawdown

0.83

2.74

-1.91

Martin ratio

Return relative to average drawdown

3.41

11.44

-8.03

IGLGX vs. GLIFX - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 0.66, which is lower than the GLIFX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of IGLGX and GLIFX, 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


IGLGXGLIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

2.23

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

1.14

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.75

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.85

-0.45

Correlation

The correlation between IGLGX and GLIFX is 0.60, 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. GLIFX - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 9.87%, more than GLIFX's 6.37% 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%
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
6.37%6.22%4.26%2.95%14.81%6.21%2.59%4.44%14.29%6.94%1.91%11.33%

Drawdowns

IGLGX vs. GLIFX - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for IGLGX and GLIFX.


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Drawdown Indicators


IGLGXGLIFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-29.65%

-30.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-9.00%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-35.73%

-17.15%

-18.58%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-29.65%

-6.08%

Current Drawdown

Current decline from peak

-12.75%

-7.05%

-5.70%

Average Drawdown

Average peak-to-trough decline

-14.69%

-3.35%

-11.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.16%

+0.95%

Volatility

IGLGX vs. GLIFX - Volatility Comparison

Columbia Select Global Equity Fund (IGLGX) has a higher volatility of 7.15% compared to Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) at 4.58%. This indicates that IGLGX's price experiences larger fluctuations and is considered to be riskier than GLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLGXGLIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

4.58%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

7.35%

+5.44%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

10.71%

+8.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

10.70%

+7.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

13.25%

+5.23%