CMSCX vs. ISGLX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Small Cap Growth Fund (CMSCX) and Columbia Integrated Small Cap Growth Fund (ISGLX).

CMSCX is managed by Columbia. It was launched on Oct 1, 1996. ISGLX is managed by Columbia. It was launched on Jan 30, 2008.

Performance

CMSCX vs. ISGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Small Cap Growth Fund (CMSCX) and Columbia Integrated Small Cap Growth Fund (ISGLX). The values are adjusted to include any dividend payments, if applicable.

CMSCX vs. ISGLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CMSCX Columbia Small Cap Growth Fund	-8.67%	21.68%	24.27%	26.17%	-27.70%
ISGLX Columbia Integrated Small Cap Growth Fund	0.00%	0.00%	20.26%	17.89%	-19.47%

Returns By Period

CMSCX

• 1D: -2.61%
• 1M: -13.27%
• YTD: -8.67%
• 6M: -4.73%
• 1Y: 26.73%
• 3Y*: 16.28%
• 5Y*: 1.08%
• 10Y*: 14.21%

ISGLX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CMSCX vs. ISGLX - Expense Ratio Comparison

CMSCX has a 0.96% expense ratio, which is lower than ISGLX's 0.98% expense ratio.

ISGLX

Columbia Integrated Small Cap Growth Fund

CMSCX

Columbia Small Cap Growth Fund

Return for Risk

CMSCX vs. ISGLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMSCX

CMSCX Risk / Return Rank: 49
CMSCX Sharpe Ratio Rank: 47
CMSCX Sortino Ratio Rank: 51
CMSCX Omega Ratio Rank: 42
CMSCX Calmar Ratio Rank: 53
CMSCX Martin Ratio Rank: 51

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.

CMSCX vs. ISGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Growth Fund (CMSCX) and Columbia Integrated Small Cap Growth Fund (ISGLX). 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.

	CMSCX	ISGLX	Difference
Sharpe ratio Return per unit of total volatility	0.92	—	—
Sortino ratio Return per unit of downside risk	1.42	—	—
Omega ratio Gain probability vs. loss probability	1.18	—	—
Calmar ratio Return relative to maximum drawdown	1.27	—	—
Martin ratio Return relative to average drawdown	5.05	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CMSCX	ISGLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	—	—

Correlation

The correlation between CMSCX and ISGLX is 0.77, 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

CMSCX vs. ISGLX - Dividend Comparison

CMSCX's dividend yield for the trailing twelve months is around 5.40%, while ISGLX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMSCX Columbia Small Cap Growth Fund	5.40%	4.93%	0.00%	0.00%	0.00%	10.28%	6.90%	8.86%	21.17%	16.48%	8.67%	60.38%
ISGLX Columbia Integrated Small Cap Growth Fund	0.00%	0.00%	0.00%	0.00%	5.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	CMSCX	ISGLX	Difference
Max Drawdown Largest peak-to-trough decline	-55.64%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.60%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-49.84%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.44%	—	—
Current Drawdown Current decline from peak	-17.60%	—	—
Average Drawdown Average peak-to-trough decline	-16.03%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.42%	—	—

Volatility

Volatility by Period

	CMSCX	ISGLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.94%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.87%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.68%	—	—