IGLGX vs. SSGLX
Compare and contrast key facts about Columbia Select Global Equity Fund (IGLGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
IGLGX is managed by Columbia. It was launched on May 28, 1990. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
IGLGX vs. SSGLX - Performance Comparison
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IGLGX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, IGLGX achieves a -2.71% return, which is significantly lower than SSGLX's 1.29% return. Over the past 10 years, IGLGX has outperformed SSGLX with an annualized return of 12.41%, while SSGLX has yielded a comparatively lower 8.79% 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%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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IGLGX vs. SSGLX - Expense Ratio Comparison
IGLGX has a 1.25% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
IGLGX vs. SSGLX — Risk / Return Rank
IGLGX
SSGLX
IGLGX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.76 | -0.89 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.37 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.36 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.35 | -1.03 |
Martin ratioReturn relative to average drawdown | 5.32 | 9.17 | -3.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGLGX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.76 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.49 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.55 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.38 | +0.02 |
Correlation
The correlation between IGLGX and SSGLX is 0.74, 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. SSGLX - Dividend Comparison
IGLGX's dividend yield for the trailing twelve months is around 9.52%, more than SSGLX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
IGLGX vs. SSGLX - Drawdown Comparison
The maximum IGLGX drawdown since its inception was -60.11%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for IGLGX and SSGLX.
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Drawdown Indicators
| IGLGX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -35.88% | -24.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -11.22% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -35.73% | -30.08% | -5.65% |
Max Drawdown (10Y)Largest decline over 10 years | -35.73% | -35.88% | +0.15% |
Current DrawdownCurrent decline from peak | -9.52% | -9.15% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -14.69% | -8.32% | -6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.87% | +0.30% |
Volatility
IGLGX vs. SSGLX - Volatility Comparison
Columbia Select Global Equity Fund (IGLGX) has a higher volatility of 8.28% compared to State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) at 6.71%. This indicates that IGLGX's price experiences larger fluctuations and is considered to be riskier than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGLGX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.28% | 6.71% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 13.29% | 10.18% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.76% | 15.57% | +4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.51% | 14.51% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.51% | 16.15% | +2.36% |