IGLGX vs. SGSCX

Last updated Jun 4, 2026

IGLGX (Columbia Select Global Equity Fund) and SGSCX (DWS Global Small Cap Fund) are both Global Equities funds. Over the past 10 years, IGLGX returned 14.12%/yr vs 8.39%/yr for SGSCX. Their correlation of 0.81 suggests significant overlap in exposure. IGLGX charges 1.25%/yr vs 1.12%/yr for SGSCX.

Performance

IGLGX vs. SGSCX - Performance Comparison

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

Returns By Period

In the year-to-date period, IGLGX achieves a 15.51% return, which is significantly lower than SGSCX's 20.12% return. Over the past 10 years, IGLGX has outperformed SGSCX with an annualized return of 14.12%, while SGSCX has yielded a comparatively lower 8.39% annualized return.

IGLGX

• 1D: 0.35%
• 1M: 6.82%
• YTD: 15.51%
• 6M: 17.62%
• 1Y: 27.63%
• 3Y*: 20.33%
• 5Y*: 10.16%
• 10Y*: 14.12%

SGSCX

• 1D: 1.02%
• 1M: 2.86%
• YTD: 20.12%
• 6M: 22.38%
• 1Y: 42.99%
• 3Y*: 21.01%
• 5Y*: 7.90%
• 10Y*: 8.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLGX vs. SGSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGLGX Columbia Select Global Equity Fund	15.51%	17.39%	17.49%	24.47%	-28.14%	23.11%	26.62%	34.96%	-1.70%	32.23%
SGSCX DWS Global Small Cap Fund	20.12%	20.22%	5.35%	24.62%	-24.63%	15.10%	16.98%	22.29%	-21.96%	19.80%

Correlation

The correlation between IGLGX and SGSCX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jan 3, 1992	0.81

The correlation between IGLGX and SGSCX has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

Return for Risk

IGLGX vs. SGSCX — Risk / Return Rank

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

IGLGX

IGLGX Risk / Return Rank: 35
IGLGX Sharpe Ratio Rank: 34
IGLGX Sortino Ratio Rank: 32
IGLGX Omega Ratio Rank: 32
IGLGX Calmar Ratio Rank: 33
IGLGX Martin Ratio Rank: 44

SGSCX

SGSCX Risk / Return Rank: 85
SGSCX Sharpe Ratio Rank: 88
SGSCX Sortino Ratio Rank: 84
SGSCX Omega Ratio Rank: 75
SGSCX Calmar Ratio Rank: 90
SGSCX Martin Ratio Rank: 89

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. SGSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and DWS Global Small Cap Fund (SGSCX). 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.

	IGLGX	SGSCX	Difference
Sharpe ratio: Return per unit of total volatility	1.68	2.88	-1.20
Sortino ratio: Return per unit of downside risk	2.36	3.96	-1.60
Omega ratio: Gain probability vs. loss probability	1.30	1.49	-0.19
Calmar ratio: Return relative to maximum drawdown	2.16	4.62	-2.46
Martin ratio: Return relative to average drawdown	9.20	17.61	-8.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGLGX vs. SGSCX - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 1.68, which is lower than the SGSCX Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of IGLGX and SGSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IGLGX	SGSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	2.88	-1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.42	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.43	+0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.49	-0.06

Drawdowns

IGLGX vs. SGSCX - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, roughly equal to the maximum SGSCX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for IGLGX and SGSCX.

Drawdown Indicators

	IGLGX	SGSCX	Difference
Max Drawdown Largest peak-to-trough decline	-60.11%	-62.26%	+2.15%
Max Drawdown (1Y) Largest decline over 1 year	-12.75%	-9.54%	-3.21%
Max Drawdown (3Y) Largest decline over 3 years	-18.67%	-22.37%	+3.70%
Max Drawdown (5Y) Largest decline over 5 years	-35.73%	-33.72%	-2.01%
Max Drawdown (10Y) Largest decline over 10 years	-35.73%	-45.98%	+10.25%
Current Drawdown Current decline from peak	0.00%	-1.40%	+1.40%
Average Drawdown Average peak-to-trough decline	-14.63%	-14.12%	-0.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	2.50%	+0.49%

Volatility

IGLGX vs. SGSCX - Volatility Comparison

Columbia Select Global Equity Fund (IGLGX) and DWS Global Small Cap Fund (SGSCX) have volatilities of 4.98% and 5.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGLGX	SGSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.98%	5.04%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	13.87%	11.55%	+2.32%
Volatility (1Y) Calculated over the trailing 1-year period	16.38%	15.31%	+1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.63%	18.88%	-0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.63%	19.53%	-0.90%

IGLGX vs. SGSCX - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is higher than SGSCX's 1.12% expense ratio.

Dividends

IGLGX vs. SGSCX - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 8.02%, less than SGSCX's 8.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGLGX Columbia Select Global Equity Fund	8.02%	9.26%	6.61%	4.42%	0.00%	9.10%	8.52%	2.98%	11.20%	0.42%	0.00%	0.01%
SGSCX DWS Global Small Cap Fund	8.63%	10.37%	6.35%	5.12%	5.42%	16.72%	0.36%	0.29%	18.31%	11.13%	7.52%	6.04%

Frequently Asked Questions

Can I hold both IGLGX and SGSCX in my portfolio?

IGLGX and SGSCX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IGLGX or SGSCX?

SGSCX has higher volatility (5.04%) compared to IGLGX (4.98%). In terms of maximum drawdown, IGLGX dropped -60.11% vs SGSCX's -62.26%.

Which has better risk-adjusted returns?

SGSCX currently has the higher Sharpe Ratio (2.88 vs 1.68), 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.