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IGLGX vs. MBXIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLGX vs. MBXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Global Equity Fund (IGLGX) and Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLGX achieves a 12.25% return, which is significantly lower than MBXIX's 12.91% return. Over the past 10 years, IGLGX has outperformed MBXIX with an annualized return of 13.43%, while MBXIX has yielded a comparatively lower 7.68% annualized return.


IGLGX

1D
4.10%
1M
-2.06%
6M
6.43%
YTD
12.25%
1Y
20.25%
3Y*
17.81%
5Y*
7.80%
10Y*
13.43%
ALL TIME*
7.50%

MBXIX

1D
-0.28%
1M
-2.01%
6M
8.54%
YTD
12.91%
1Y
17.43%
3Y*
10.12%
5Y*
7.38%
10Y*
7.68%
ALL TIME*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

IGLGX vs. MBXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLGX
Columbia Select Global Equity Fund
12.25%17.39%17.49%24.47%-28.14%23.11%26.62%34.96%-1.70%32.23%
MBXIX
Catalyst/Millburn Hedge Strategy Fund Class I
12.91%4.35%13.49%-0.67%7.72%16.89%-0.45%13.83%-2.16%13.99%

Correlation

The correlation between IGLGX and MBXIX is 0.40, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.40

Correlation (3Y)
Balances recent behavior with more history.

0.38

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.39

Correlation (10Y)
Provides a long-term view across more market conditions.

0.49

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2015

0.50

The correlation between IGLGX and MBXIX shifts across timeframes, from 0.38 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGLGX vs. MBXIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IGLGX
IGLGX Risk / Return Rank: 3030
Overall Rank
IGLGX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGLGX Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLGX Omega Ratio Rank: 2929
Omega Ratio Rank
IGLGX Calmar Ratio Rank: 3333
Calmar Ratio Rank
IGLGX Martin Ratio Rank: 3535
Martin Ratio Rank

MBXIX
MBXIX Risk / Return Rank: 9090
Overall Rank
MBXIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MBXIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
MBXIX Omega Ratio Rank: 8484
Omega Ratio Rank
MBXIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
MBXIX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IGLGX vs. MBXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGLGXMBXIXDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.18

1.40

-0.22

Calmar ratioReturn relative to maximum drawdown

1.47

3.88

-2.41

Martin ratioReturn relative to average drawdown

5.38

14.92

-9.54

IGLGX vs. MBXIX - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 0.96, which is lower than the MBXIX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IGLGX and MBXIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGLGX vs. MBXIX - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, which is greater than MBXIX's maximum drawdown of -31.73%. Use the drawdown chart below to compare losses from any high point for IGLGX and MBXIX.


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Drawdown Indicators


IGLGXMBXIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-31.73%

-28.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-3.85%

-8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.67%

-15.59%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-35.73%

-15.59%

-20.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-31.73%

-4.00%

Current Drawdown

Current decline from peak

-6.56%

-2.68%

-3.88%

Average Drawdown

Average peak-to-trough decline

-14.59%

-3.95%

-10.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

1.04%

+2.42%

Volatility

IGLGX vs. MBXIX - Volatility Comparison

Columbia Select Global Equity Fund (IGLGX) has a higher volatility of 7.21% compared to Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX) at 1.59%. This indicates that IGLGX's price experiences larger fluctuations and is considered to be riskier than MBXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLGXMBXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

1.59%

+5.62%

Volatility (6M)

Calculated over the trailing 6-month period

16.86%

4.89%

+11.97%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

6.90%

+12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.19%

11.40%

+7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

13.36%

+5.47%

IGLGX vs. MBXIX - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is lower than MBXIX's 2.04% expense ratio.


Dividends

IGLGX vs. MBXIX - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 8.25%, while MBXIX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGLGX
Columbia Select Global Equity Fund
8.25%9.26%6.61%4.42%0.00%9.10%8.52%2.98%11.20%0.42%0.00%0.01%
MBXIX
Catalyst/Millburn Hedge Strategy Fund Class I
0.00%0.00%2.63%2.25%7.74%0.00%4.27%5.18%3.33%3.33%1.91%0.00%

Frequently Asked Questions


IGLGX and MBXIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGLGX has higher volatility (7.21%) compared to MBXIX (1.59%). In terms of maximum drawdown, IGLGX dropped -60.11% vs MBXIX's -31.73%.

MBXIX currently has the higher Sharpe Ratio (2.16 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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