GEGTX vs. CHAIX
GEGTX (Columbia Large Cap Growth Fund) and CHAIX (Chase Growth Fund Institutional Class) are both Large Cap Growth Equities funds. Over the past 10 years, GEGTX returned 17.25%/yr vs 18.43%/yr for CHAIX. Their correlation of 0.92 suggests significant overlap in exposure. GEGTX charges 0.74%/yr vs 1.00%/yr for CHAIX.
Performance
GEGTX vs. CHAIX - Performance Comparison
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Returns By Period
In the year-to-date period, GEGTX achieves a 3.99% return, which is significantly lower than CHAIX's 24.08% return. Over the past 10 years, GEGTX has underperformed CHAIX with an annualized return of 17.25%, while CHAIX has yielded a comparatively higher 18.43% annualized return.
GEGTX
- 1D
- -0.21%
- 1M
- -3.87%
- YTD
- 3.99%
- 6M
- 2.75%
- 1Y
- 18.24%
- 3Y*
- 21.48%
- 5Y*
- 11.66%
- 10Y*
- 17.25%
CHAIX
- 1D
- -0.05%
- 1M
- 1.07%
- YTD
- 24.08%
- 6M
- 21.86%
- 1Y
- 45.47%
- 3Y*
- 32.93%
- 5Y*
- 17.84%
- 10Y*
- 18.43%
GEGTX vs. CHAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GEGTX Columbia Large Cap Growth Fund | 3.99% | 16.44% | 31.91% | 43.94% | -32.01% | 29.40% | 34.43% | 36.17% | -3.88% | 28.00% |
CHAIX Chase Growth Fund Institutional Class | 24.08% | 20.67% | 38.77% | 26.00% | -20.32% | 22.36% | 18.41% | 41.69% | -3.87% | 24.73% |
Correlation
The correlation between GEGTX and CHAIX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2007 | 0.92 |
The correlation between GEGTX and CHAIX shifts across timeframes, from 0.78 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GEGTX vs. CHAIX — Risk / Return Rank
GEGTX
CHAIX
GEGTX vs. CHAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth Fund (GEGTX) and Chase Growth Fund Institutional Class (CHAIX). 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.
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.
| GEGTX | CHAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 4.64 | -3.41 |
| Martin ratioReturn relative to average drawdown | 4.24 | 19.01 | -14.78 |
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Drawdowns
GEGTX vs. CHAIX - Drawdown Comparison
The maximum GEGTX drawdown since its inception was -53.08%, roughly equal to the maximum CHAIX drawdown of -50.61%. Use the drawdown chart below to compare losses from any high point for GEGTX and CHAIX.
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Drawdown Indicators
| GEGTX | CHAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.08% | -50.61% | -2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -15.25% | -9.86% | -5.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.67% | -23.40% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -35.64% | -24.58% | -11.06% |
Max Drawdown (10Y)Largest decline over 10 years | -35.64% | -30.36% | -5.28% |
Current DrawdownCurrent decline from peak | -6.92% | -2.15% | -4.77% |
Average DrawdownAverage peak-to-trough decline | -9.91% | -10.37% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 2.40% | +2.04% |
Volatility
GEGTX vs. CHAIX - Volatility Comparison
Columbia Large Cap Growth Fund (GEGTX) and Chase Growth Fund Institutional Class (CHAIX) have volatilities of 6.51% and 6.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GEGTX | CHAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 6.85% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 14.28% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 18.30% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.77% | 18.72% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.31% | 19.08% | +2.23% |
GEGTX vs. CHAIX - Expense Ratio Comparison
GEGTX has a 0.74% expense ratio, which is lower than CHAIX's 1.00% expense ratio.
Dividends
GEGTX vs. CHAIX - Dividend Comparison
GEGTX's dividend yield for the trailing twelve months is around 8.47%, more than CHAIX's 6.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHAIX Chase Growth Fund Institutional Class | 6.61% | 8.20% | 18.32% | 5.36% | 5.09% | 18.78% | 7.39% | 21.65% | 12.33% | 11.44% | 8.83% | 9.93% |
GEGTX Columbia Large Cap Growth Fund | 8.47% | 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
GEGTX and CHAIX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHAIX has higher volatility (6.85%) compared to GEGTX (6.51%). In terms of maximum drawdown, GEGTX dropped -53.08% vs CHAIX's -50.61%.
CHAIX currently has the higher Sharpe Ratio (2.51 vs 1.16), 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.
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