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IGLGX vs. GQFPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLGX vs. GQFPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Global Equity Fund (IGLGX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). The values are adjusted to include any dividend payments, if applicable.

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IGLGX vs. GQFPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGLGX
Columbia Select Global Equity Fund
-2.71%17.39%17.49%24.47%-28.14%8.41%
GQFPX
GQG Partners Global Quality Dividend Income Fund
10.08%19.29%4.81%15.09%-1.13%5.03%

Returns By Period

In the year-to-date period, IGLGX achieves a -2.71% return, which is significantly lower than GQFPX's 10.08% 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%

GQFPX

1D
0.37%
1M
-2.10%
YTD
10.08%
6M
11.45%
1Y
19.15%
3Y*
16.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLGX vs. GQFPX - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is higher than GQFPX's 0.86% expense ratio.


Return for Risk

IGLGX vs. GQFPX — Risk / Return Rank

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

IGLGX
IGLGX Risk / Return Rank: 3939
Overall Rank
IGLGX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IGLGX Sortino Ratio Rank: 3636
Sortino Ratio Rank
IGLGX Omega Ratio Rank: 3434
Omega Ratio Rank
IGLGX Calmar Ratio Rank: 4444
Calmar Ratio Rank
IGLGX Martin Ratio Rank: 4646
Martin Ratio Rank

GQFPX
GQFPX Risk / Return Rank: 7878
Overall Rank
GQFPX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GQFPX Sortino Ratio Rank: 7474
Sortino Ratio Rank
GQFPX Omega Ratio Rank: 7979
Omega Ratio Rank
GQFPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GQFPX Martin Ratio Rank: 8383
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. GQFPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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.


IGLGXGQFPXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.58

-0.71

Sortino ratio

Return per unit of downside risk

1.32

2.03

-0.71

Omega ratio

Gain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratio

Return relative to maximum drawdown

1.32

1.96

-0.64

Martin ratio

Return relative to average drawdown

5.32

9.35

-4.03

IGLGX vs. GQFPX - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 0.87, which is lower than the GQFPX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IGLGX and GQFPX, 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


IGLGXGQFPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.58

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

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

0.87

-0.47

Correlation

The correlation between IGLGX and GQFPX is 0.57, 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. GQFPX - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 9.52%, more than GQFPX's 4.83% yield.


TTM20252024202320222021202020192018201720162015
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%
GQFPX
GQG Partners Global Quality Dividend Income Fund
4.83%5.32%3.71%3.69%5.18%1.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IGLGX vs. GQFPX - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for IGLGX and GQFPX.


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Drawdown Indicators


IGLGXGQFPXDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-16.95%

-43.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-9.37%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-35.73%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-9.52%

-2.80%

-6.72%

Average Drawdown

Average peak-to-trough decline

-14.69%

-3.03%

-11.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.08%

+1.09%

Volatility

IGLGX vs. GQFPX - Volatility Comparison

Columbia Select Global Equity Fund (IGLGX) has a higher volatility of 8.28% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.97%. This indicates that IGLGX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLGXGQFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

3.97%

+4.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

6.99%

+6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

12.37%

+7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.51%

12.88%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

12.88%

+5.63%