GEGTX vs. AWYIX

Last updated Jun 4, 2026

GEGTX (Columbia Large Cap Growth Fund) and AWYIX (CIBC Atlas Equity Income Fund) are both Large Cap Growth Equities funds. Over the past 5 years, GEGTX returned 14.66%/yr vs 7.78%/yr for AWYIX. A 0.78 correlation means they provide meaningful diversification when combined. GEGTX charges 0.74%/yr vs 0.95%/yr for AWYIX.

Performance

GEGTX vs. AWYIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Large Cap Growth Fund (GEGTX) and CIBC Atlas Equity Income Fund (AWYIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GEGTX achieves a 11.29% return, which is significantly higher than AWYIX's 2.05% return.

GEGTX

• 1D: -0.38%
• 1M: 8.62%
• YTD: 11.29%
• 6M: 10.25%
• 1Y: 30.15%
• 3Y*: 25.15%
• 5Y*: 14.66%
• 10Y*: 17.39%

AWYIX

• 1D: 0.17%
• 1M: 1.77%
• YTD: 2.05%
• 6M: 2.22%
• 1Y: 10.13%
• 3Y*: 12.78%
• 5Y*: 7.78%
• 10Y*: —

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

GEGTX vs. AWYIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
GEGTX Columbia Large Cap Growth Fund	11.29%	16.44%	31.91%	43.94%	-32.01%	29.40%	34.43%	36.17%	-5.46%
AWYIX CIBC Atlas Equity Income Fund	2.05%	7.66%	18.19%	16.39%	-15.59%	29.51%	12.75%	35.07%	1.12%

Correlation

The correlation between GEGTX and AWYIX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (All Time) Calculated using the full available price history since Mar 28, 2018	0.78

Over the past year, the correlation between GEGTX and AWYIX has dropped to 0.50 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

Return for Risk

GEGTX vs. AWYIX — Risk / Return Rank

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

GEGTX

GEGTX Risk / Return Rank: 39
GEGTX Sharpe Ratio Rank: 48
GEGTX Sortino Ratio Rank: 42
GEGTX Omega Ratio Rank: 42
GEGTX Calmar Ratio Rank: 30
GEGTX Martin Ratio Rank: 32

AWYIX

AWYIX Risk / Return Rank: 15
AWYIX Sharpe Ratio Rank: 15
AWYIX Sortino Ratio Rank: 14
AWYIX Omega Ratio Rank: 14
AWYIX Calmar Ratio Rank: 14
AWYIX Martin Ratio Rank: 17

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.

GEGTX vs. AWYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth Fund (GEGTX) and CIBC Atlas Equity Income Fund (AWYIX). 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.

	GEGTX	AWYIX	Difference
Sharpe ratio: Return per unit of total volatility	2.04	1.07	+0.96
Sortino ratio: Return per unit of downside risk	2.74	1.56	+1.17
Omega ratio: Gain probability vs. loss probability	1.35	1.19	+0.16
Calmar ratio: Return relative to maximum drawdown	2.05	1.27	+0.78
Martin ratio: Return relative to average drawdown	7.33	4.74	+2.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GEGTX vs. AWYIX - Sharpe Ratio Comparison

The current GEGTX Sharpe Ratio is 2.04, which is higher than the AWYIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of GEGTX and AWYIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GEGTX	AWYIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.04	1.07	+0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.54	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.68	-0.01

Drawdowns

GEGTX vs. AWYIX - Drawdown Comparison

The maximum GEGTX drawdown since its inception was -53.08%, which is greater than AWYIX's maximum drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for GEGTX and AWYIX.

Drawdown Indicators

	GEGTX	AWYIX	Difference
Max Drawdown Largest peak-to-trough decline	-53.08%	-35.79%	-17.29%
Max Drawdown (1Y) Largest decline over 1 year	-15.25%	-8.35%	-6.90%
Max Drawdown (3Y) Largest decline over 3 years	-23.67%	-18.72%	-4.95%
Max Drawdown (5Y) Largest decline over 5 years	-35.64%	-19.82%	-15.82%
Max Drawdown (10Y) Largest decline over 10 years	-35.64%	—	—
Current Drawdown Current decline from peak	-0.38%	-1.02%	+0.64%
Average Drawdown Average peak-to-trough decline	-9.92%	-5.02%	-4.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.25%	2.23%	+2.02%

Volatility

GEGTX vs. AWYIX - Volatility Comparison

Columbia Large Cap Growth Fund (GEGTX) has a higher volatility of 3.53% compared to CIBC Atlas Equity Income Fund (AWYIX) at 2.32%. This indicates that GEGTX's price experiences larger fluctuations and is considered to be riskier than AWYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GEGTX	AWYIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	2.32%	+1.21%
Volatility (6M) Calculated over the trailing 6-month period	11.66%	7.44%	+4.22%
Volatility (1Y) Calculated over the trailing 1-year period	15.34%	9.88%	+5.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.63%	14.42%	+7.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.28%	17.88%	+3.40%

GEGTX vs. AWYIX - Expense Ratio Comparison

GEGTX has a 0.74% expense ratio, which is lower than AWYIX's 0.95% expense ratio.

Dividends

GEGTX vs. AWYIX - Dividend Comparison

GEGTX's dividend yield for the trailing twelve months is around 7.92%, more than AWYIX's 2.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AWYIX CIBC Atlas Equity Income Fund	2.14%	1.74%	5.77%	1.80%	3.23%	6.35%	6.87%	3.82%	6.79%	0.00%	0.00%	0.00%
GEGTX Columbia Large Cap Growth Fund	7.92%	8.81%	5.29%	4.12%	0.00%	8.54%	12.38%	8.02%	9.24%	6.28%	1.81%	10.17%

Frequently Asked Questions

Can I hold both GEGTX and AWYIX in my portfolio?

GEGTX and AWYIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GEGTX or AWYIX?

GEGTX has higher volatility (3.53%) compared to AWYIX (2.32%). In terms of maximum drawdown, GEGTX dropped -53.08% vs AWYIX's -35.79%.

Which has better risk-adjusted returns?

GEGTX currently has the higher Sharpe Ratio (2.04 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.