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IGLGX vs. SHGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLGX vs. SHGTX - Performance Comparison

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

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IGLGX vs. SHGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLGX
Columbia Select Global Equity Fund
-2.71%17.39%17.49%24.47%-28.14%23.11%26.62%34.96%-1.70%32.23%
SHGTX
Columbia Seligman Global Technology Fund
4.81%35.09%26.04%45.28%-31.70%38.60%45.56%54.92%-8.70%34.52%

Returns By Period

In the year-to-date period, IGLGX achieves a -2.71% return, which is significantly lower than SHGTX's 4.81% return. Over the past 10 years, IGLGX has underperformed SHGTX with an annualized return of 12.41%, while SHGTX has yielded a comparatively higher 22.68% annualized 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%

SHGTX

1D
5.55%
1M
-5.32%
YTD
4.81%
6M
8.30%
1Y
60.42%
3Y*
30.37%
5Y*
16.45%
10Y*
22.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLGX vs. SHGTX - Expense Ratio Comparison

IGLGX has a 1.25% expense ratio, which is lower than SHGTX's 1.29% expense ratio.


Return for Risk

IGLGX vs. SHGTX — 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

SHGTX
SHGTX Risk / Return Rank: 9292
Overall Rank
SHGTX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SHGTX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SHGTX Omega Ratio Rank: 8686
Omega Ratio Rank
SHGTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SHGTX Martin Ratio Rank: 9696
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. SHGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and Columbia Seligman Global Technology Fund (SHGTX). 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.


IGLGXSHGTXDifference

Sharpe ratio

Return per unit of total volatility

0.87

2.02

-1.15

Sortino ratio

Return per unit of downside risk

1.32

2.60

-1.28

Omega ratio

Gain probability vs. loss probability

1.19

1.36

-0.18

Calmar ratio

Return relative to maximum drawdown

1.32

4.13

-2.81

Martin ratio

Return relative to average drawdown

5.32

15.42

-10.10

IGLGX vs. SHGTX - Sharpe Ratio Comparison

The current IGLGX Sharpe Ratio is 0.87, which is lower than the SHGTX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of IGLGX and SHGTX, 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


IGLGXSHGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.02

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.61

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.85

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.60

-0.20

Correlation

The correlation between IGLGX and SHGTX 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. SHGTX - Dividend Comparison

IGLGX's dividend yield for the trailing twelve months is around 9.52%, more than SHGTX's 8.06% 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%
SHGTX
Columbia Seligman Global Technology Fund
8.06%8.45%14.04%6.22%3.94%11.77%9.92%10.26%12.75%7.25%8.13%8.09%

Drawdowns

IGLGX vs. SHGTX - Drawdown Comparison

The maximum IGLGX drawdown since its inception was -60.11%, smaller than the maximum SHGTX drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for IGLGX and SHGTX.


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Drawdown Indicators


IGLGXSHGTXDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-77.47%

+17.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-14.93%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-35.73%

-43.17%

+7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-43.17%

+7.44%

Current Drawdown

Current decline from peak

-9.52%

-7.51%

-2.01%

Average Drawdown

Average peak-to-trough decline

-14.69%

-25.06%

+10.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

4.00%

-0.83%

Volatility

IGLGX vs. SHGTX - Volatility Comparison

The current volatility for Columbia Select Global Equity Fund (IGLGX) is 8.28%, while Columbia Seligman Global Technology Fund (SHGTX) has a volatility of 11.08%. This indicates that IGLGX experiences smaller price fluctuations and is considered to be less risky than SHGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLGXSHGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

11.08%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

21.67%

-8.38%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

31.05%

-11.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.51%

27.29%

-8.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

26.64%

-8.13%