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IGLGX vs. GSFTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLGX vs. GSFTX - Performance Comparison

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

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IGLGX vs. GSFTX - 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%
GSFTX
Columbia Dividend Income Fund
1.58%15.88%15.00%10.57%-4.94%26.26%7.75%28.12%-4.38%20.16%

Returns By Period

In the year-to-date period, IGLGX achieves a -6.17% return, which is significantly lower than GSFTX's 1.58% return. Both investments have delivered pretty close results over the past 10 years, with IGLGX having a 12.01% annualized return and GSFTX not far behind at 11.96%.


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%

GSFTX

1D
0.00%
1M
-5.48%
YTD
1.58%
6M
4.13%
1Y
14.74%
3Y*
14.46%
5Y*
10.53%
10Y*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLGX vs. GSFTX - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is higher than GSFTX's 0.66% expense ratio.


Return for Risk

IGLGX vs. GSFTX — 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

GSFTX
GSFTX Risk / Return Rank: 6969
Overall Rank
GSFTX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GSFTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSFTX Omega Ratio Rank: 7171
Omega Ratio Rank
GSFTX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GSFTX Martin Ratio Rank: 7272
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. GSFTX - Risk-Adjusted Trends Comparison

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


IGLGXGSFTXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.19

-0.54

Sortino ratio

Return per unit of downside risk

1.03

1.69

-0.66

Omega ratio

Gain probability vs. loss probability

1.14

1.26

-0.12

Calmar ratio

Return relative to maximum drawdown

0.83

1.46

-0.62

Martin ratio

Return relative to average drawdown

3.41

6.80

-3.39

IGLGX vs. GSFTX - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 0.66, which is lower than the GSFTX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of IGLGX and GSFTX, 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


IGLGXGSFTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.19

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.80

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.77

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.53

-0.14

Correlation

The correlation between IGLGX and GSFTX is 0.79, 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. GSFTX - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 9.87%, more than GSFTX's 5.31% 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%
GSFTX
Columbia Dividend Income Fund
5.31%5.35%6.02%4.96%3.87%2.87%1.74%2.90%7.63%4.00%3.77%8.27%

Drawdowns

IGLGX vs. GSFTX - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, which is greater than GSFTX's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for IGLGX and GSFTX.


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Drawdown Indicators


IGLGXGSFTXDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-47.69%

-12.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-10.18%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-35.73%

-17.01%

-18.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-32.76%

-2.97%

Current Drawdown

Current decline from peak

-12.75%

-5.48%

-7.27%

Average Drawdown

Average peak-to-trough decline

-14.69%

-6.40%

-8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.18%

+0.93%

Volatility

IGLGX vs. GSFTX - Volatility Comparison

Columbia Select Global Equity Fund (IGLGX) has a higher volatility of 7.15% compared to Columbia Dividend Income Fund (GSFTX) at 2.90%. This indicates that IGLGX's price experiences larger fluctuations and is considered to be riskier than GSFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLGXGSFTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

2.90%

+4.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

6.81%

+5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

13.61%

+5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

13.28%

+5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

15.68%

+2.80%