PortfoliosLab logoPortfoliosLab logo
CTCAX vs. ILGCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CTCAX vs. ILGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Global Technology Growth Fund Class A (CTCAX) and Columbia Integrated Large Cap Growth Fund Class A (ILGCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CTCAX vs. ILGCX - Yearly Performance Comparison


2026 (YTD)2025202420232022
CTCAX
Columbia Global Technology Growth Fund Class A
-10.22%24.78%31.39%56.46%-29.36%
ILGCX
Columbia Integrated Large Cap Growth Fund Class A
-8.30%14.93%31.88%41.54%-20.15%

Returns By Period

In the year-to-date period, CTCAX achieves a -10.22% return, which is significantly lower than ILGCX's -8.30% return.


CTCAX

1D
-1.69%
1M
-9.75%
YTD
-10.22%
6M
-8.54%
1Y
27.76%
3Y*
23.83%
5Y*
12.52%
10Y*
20.26%

ILGCX

1D
0.00%
1M
-2.85%
YTD
-8.30%
6M
-6.63%
1Y
17.46%
3Y*
22.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CTCAX vs. ILGCX - Expense Ratio Comparison

CTCAX has a 1.18% expense ratio, which is higher than ILGCX's 0.79% expense ratio.


Return for Risk

CTCAX vs. ILGCX — Risk / Return Rank

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

CTCAX
CTCAX Risk / Return Rank: 6262
Overall Rank
CTCAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CTCAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
CTCAX Omega Ratio Rank: 5757
Omega Ratio Rank
CTCAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CTCAX Martin Ratio Rank: 6262
Martin Ratio Rank

ILGCX
ILGCX Risk / Return Rank: 2929
Overall Rank
ILGCX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ILGCX Sortino Ratio Rank: 2828
Sortino Ratio Rank
ILGCX Omega Ratio Rank: 2727
Omega Ratio Rank
ILGCX Calmar Ratio Rank: 3434
Calmar Ratio Rank
ILGCX Martin Ratio Rank: 3131
Martin Ratio Rank
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.

CTCAX vs. ILGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund Class A (CTCAX) and Columbia Integrated Large Cap Growth Fund Class A (ILGCX). 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.


CTCAXILGCXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.65

+0.38

Sortino ratio

Return per unit of downside risk

1.57

1.08

+0.48

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratio

Return relative to maximum drawdown

1.67

0.94

+0.73

Martin ratio

Return relative to average drawdown

5.92

3.37

+2.55

CTCAX vs. ILGCX - Sharpe Ratio Comparison

The current CTCAX Sharpe Ratio is 1.02, which is higher than the ILGCX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of CTCAX and ILGCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CTCAXILGCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.65

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.54

+0.16

Correlation

The correlation between CTCAX and ILGCX is 0.95, 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

CTCAX vs. ILGCX - Dividend Comparison

CTCAX's dividend yield for the trailing twelve months is around 3.66%, less than ILGCX's 151.73% yield.


TTM20252024202320222021202020192018201720162015
CTCAX
Columbia Global Technology Growth Fund Class A
3.66%3.29%1.08%2.36%3.53%4.15%0.91%2.55%5.82%3.52%0.36%1.80%
ILGCX
Columbia Integrated Large Cap Growth Fund Class A
151.73%38.35%13.20%0.02%33.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CTCAX vs. ILGCX - Drawdown Comparison

The maximum CTCAX drawdown since its inception was -61.04%, which is greater than ILGCX's maximum drawdown of -25.89%. Use the drawdown chart below to compare losses from any high point for CTCAX and ILGCX.


Loading graphics...

Drawdown Indicators


CTCAXILGCXDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-25.89%

-35.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-12.13%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-39.55%

Max Drawdown (10Y)

Largest decline over 10 years

-39.55%

Current Drawdown

Current decline from peak

-14.43%

-10.69%

-3.74%

Average Drawdown

Average peak-to-trough decline

-10.75%

-6.94%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

4.32%

-0.25%

Volatility

CTCAX vs. ILGCX - Volatility Comparison

Columbia Global Technology Growth Fund Class A (CTCAX) has a higher volatility of 7.45% compared to Columbia Integrated Large Cap Growth Fund Class A (ILGCX) at 4.06%. This indicates that CTCAX's price experiences larger fluctuations and is considered to be riskier than ILGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CTCAXILGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

4.06%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

11.36%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

27.00%

22.12%

+4.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.81%

21.58%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.66%

21.58%

+3.08%