- Issuer
- Columbia
- Inception Date
- Jan 30, 2008
- Category
- Small Cap Growth Equities
- Min. Investment
- $2,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
ISGLX Performance Chart
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Returns By Period
Columbia Integrated Small Cap Growth Fund
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ISGLX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.29% | 8.07% | 2.26% | -7.30% | 5.42% | -0.89% | 8.16% | -0.32% | 1.09% | 0.89% | 10.75% | -4.60% | 20.26% |
| 2023 | 10.38% | -0.46% | -1.38% | -2.49% | -0.88% | 8.62% | 3.56% | -4.73% | -5.34% | -7.63% | 9.03% | 10.17% | 17.89% |
| 2022 | -4.27% | 0.81% | -12.33% | -2.29% | -5.63% | 10.78% | -4.27% | -7.90% | 8.74% | 2.11% | -4.81% | -19.47% |
Benchmark Metrics
Columbia Integrated Small Cap Growth Fund has an annualized alpha of -5.11%, beta of 1.21, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since February 09, 2022.
- This fund participated in 111.49% of S&P 500 Index downside but only 95.70% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -5.11% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -5.11%
- Beta
- 1.21
- R²
- 0.73
- Upside Capture
- 95.70%
- Downside Capture
- 111.49%
Expense Ratio
ISGLX has a high expense ratio of 0.98%, indicating above-average management fees.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Columbia Integrated Small Cap Growth Fund (ISGLX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISGLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
Columbia Integrated Small Cap Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 |
|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.60 |
Dividend yield | 0.00% | 0.00% | 5.09% |
Monthly Dividends
The table displays the monthly dividend distributions for Columbia Integrated Small Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.60 | $0.60 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Columbia Integrated Small Cap Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Columbia Integrated Small Cap Growth Fund was 26.20%, occurring on Jun 16, 2022. Recovery took 428 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -26.20%Jun 2022 | 4mo 6d | 1y 8mo | 2y 20dFeb 2022 - Mar 2024 |
2024 pullback2024 | -9.50%Aug 2024 | 7d | 1mo 15d | 1mo 22dJul 2024 - Sep 2024 |
2024 pullback2024 | -9.11%Apr 2024 | 18d | 2mo 24d | 3mo 12dApr 2024 - Jul 2024 |
2024 pullback2024 | -6.72%Dec 2024 | 22d | — | 1y 6moNov 2024 - now |
2024 pullback2024 | -5.78%Nov 2024 | 3d | 7d | 10dNov 2024 - Nov 2024 |
Drawdown Indicators
| ISGLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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