LaTeX format
OpenDocument format can be used to export both diagrams and comments.
Output requires igo LaTeX package (http://www.ctan.org/tex-archive/fonts/igo/).
Native and compressed fonts
Selection is not relevant for igo -based diagrams.
Other options
LaTeX output can contain diagrams using EPS or LaTeX igo package.
Limitations
Igo package has restrictions on output it can produce. Igo package does not support letter-on-move, so GOWrite does not produce letters on move. This affects exception indication (B123 at A), so output should be checked against those.