IGLGX vs. VGPMX
Compare and contrast key facts about Columbia Select Global Equity Fund (IGLGX) and Vanguard Global Capital Cycles Fund (VGPMX).
IGLGX is managed by Columbia. It was launched on May 28, 1990. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
IGLGX vs. VGPMX - Performance Comparison
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IGLGX vs. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGPMX Vanguard Global Capital Cycles Fund | 4.53% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Returns By Period
In the year-to-date period, IGLGX achieves a -6.17% return, which is significantly lower than VGPMX's 4.53% return. Both investments have delivered pretty close results over the past 10 years, with IGLGX having a 12.01% annualized return and VGPMX not far ahead at 12.39%.
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%
VGPMX
- 1D
- -0.02%
- 1M
- -10.69%
- YTD
- 4.53%
- 6M
- 17.55%
- 1Y
- 57.21%
- 3Y*
- 24.25%
- 5Y*
- 19.13%
- 10Y*
- 12.39%
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IGLGX vs. VGPMX - Expense Ratio Comparison
IGLGX has a 1.25% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
IGLGX vs. VGPMX — Risk / Return Rank
IGLGX
VGPMX
IGLGX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Select Global Equity Fund (IGLGX) and Vanguard Global Capital Cycles Fund (VGPMX). 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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 2.94 | -2.28 |
Sortino ratioReturn per unit of downside risk | 1.03 | 3.51 | -2.48 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.56 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 4.24 | -3.41 |
Martin ratioReturn relative to average drawdown | 3.41 | 17.59 | -14.18 |
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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 2.94 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 1.12 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.57 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.25 | +0.15 |
Correlation
The correlation between IGLGX and VGPMX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IGLGX vs. VGPMX - Dividend Comparison
IGLGX's dividend yield for the trailing twelve months is around 9.87%, more than VGPMX's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGPMX Vanguard Global Capital Cycles Fund | 3.73% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
IGLGX vs. VGPMX - Drawdown Comparison
The maximum IGLGX drawdown since its inception was -60.11%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for IGLGX and VGPMX.
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Drawdown Indicators
| IGLGX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -78.85% | +18.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -12.80% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -35.73% | -22.71% | -13.02% |
Max Drawdown (10Y)Largest decline over 10 years | -35.73% | -54.59% | +18.86% |
Current DrawdownCurrent decline from peak | -12.75% | -10.73% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -14.69% | -34.69% | +20.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.09% | +0.02% |
Volatility
IGLGX vs. VGPMX - Volatility Comparison
The current volatility for Columbia Select Global Equity Fund (IGLGX) is 7.15%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that IGLGX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGLGX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 7.56% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.79% | 13.14% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.46% | 19.28% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 17.15% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 21.65% | -3.17% |