GEGTX vs. GXXIX

Last updated Apr 2, 2026

Compare and contrast key facts about Columbia Large Cap Growth Fund (GEGTX) and abrdn U.S. Sustainable Leaders Fund (GXXIX).

GEGTX is managed by Columbia. It was launched on Dec 14, 1990. GXXIX is managed by Aberdeen. It was launched on Jun 30, 2000.

Performance

GEGTX vs. GXXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Large Cap Growth Fund (GEGTX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). The values are adjusted to include any dividend payments, if applicable.

GEGTX vs. GXXIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GEGTX Columbia Large Cap Growth Fund	-9.54%	16.44%	31.91%	43.94%	-32.01%	29.40%	34.43%	36.17%	-3.88%	28.00%
GXXIX abrdn U.S. Sustainable Leaders Fund	-7.53%	3.82%	10.11%	15.19%	-26.55%	81.37%	29.56%	36.96%	-6.73%	20.42%

Returns By Period

In the year-to-date period, GEGTX achieves a -9.54% return, which is significantly lower than GXXIX's -7.53% return. Over the past 10 years, GEGTX has outperformed GXXIX with an annualized return of 15.26%, while GXXIX has yielded a comparatively lower 13.33% annualized return.

GEGTX

• 1D: 3.78%
• 1M: -4.74%
• YTD: -9.54%
• 6M: -7.88%
• 1Y: 17.30%
• 3Y*: 20.75%
• 5Y*: 10.67%
• 10Y*: 15.26%

GXXIX

• 1D: 2.82%
• 1M: -5.54%
• YTD: -7.53%
• 6M: -7.78%
• 1Y: 2.72%
• 3Y*: 5.62%
• 5Y*: 9.27%
• 10Y*: 13.33%

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

GEGTX vs. GXXIX - Expense Ratio Comparison

GEGTX has a 0.74% expense ratio, which is lower than GXXIX's 0.97% expense ratio.

GXXIX

abrdn U.S. Sustainable Leaders Fund

GEGTX

Columbia Large Cap Growth Fund

Return for Risk

GEGTX vs. GXXIX — Risk / Return Rank

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

GEGTX

GEGTX Risk / Return Rank: 36
GEGTX Sharpe Ratio Rank: 32
GEGTX Sortino Ratio Rank: 38
GEGTX Omega Ratio Rank: 36
GEGTX Calmar Ratio Rank: 39
GEGTX Martin Ratio Rank: 35

GXXIX

GXXIX Risk / Return Rank: 8
GXXIX Sharpe Ratio Rank: 7
GXXIX Sortino Ratio Rank: 7
GXXIX Omega Ratio Rank: 7
GXXIX Calmar Ratio Rank: 9
GXXIX Martin Ratio Rank: 9

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. GXXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth Fund (GEGTX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). 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	GXXIX	Difference
Sharpe ratio Return per unit of total volatility	0.83	0.19	+0.64
Sortino ratio Return per unit of downside risk	1.34	0.40	+0.94
Omega ratio Gain probability vs. loss probability	1.19	1.05	+0.14
Calmar ratio Return relative to maximum drawdown	1.19	0.31	+0.89
Martin ratio Return relative to average drawdown	4.27	1.15	+3.11
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. GXXIX - Sharpe Ratio Comparison

The current GEGTX Sharpe Ratio is 0.83, which is higher than the GXXIX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of GEGTX and GXXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GEGTX	GXXIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	0.19	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.34	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.56	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.60	+0.04

Correlation

The correlation between GEGTX and GXXIX is 0.88, 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

GEGTX vs. GXXIX - Dividend Comparison

GEGTX's dividend yield for the trailing twelve months is around 9.74%, more than GXXIX's 2.48% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GEGTX Columbia Large Cap Growth Fund	9.74%	8.81%	5.29%	4.12%	0.00%	8.54%	12.38%	8.02%	9.24%	6.28%	1.81%	10.17%
GXXIX abrdn U.S. Sustainable Leaders Fund	2.48%	2.30%	0.00%	0.28%	0.39%	59.39%	14.10%	9.76%	12.93%	10.11%	12.20%	5.82%

Drawdowns

GEGTX vs. GXXIX - Drawdown Comparison

The maximum GEGTX drawdown since its inception was -53.08%, which is greater than GXXIX's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for GEGTX and GXXIX.

Drawdown Indicators

	GEGTX	GXXIX	Difference
Max Drawdown Largest peak-to-trough decline	-53.08%	-33.65%	-19.43%
Max Drawdown (1Y) Largest decline over 1 year	-15.25%	-11.78%	-3.47%
Max Drawdown (5Y) Largest decline over 5 years	-35.64%	-33.65%	-1.99%
Max Drawdown (10Y) Largest decline over 10 years	-35.64%	-33.65%	-1.99%
Current Drawdown Current decline from peak	-12.05%	-10.87%	-1.18%
Average Drawdown Average peak-to-trough decline	-9.96%	-6.20%	-3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.27%	3.14%	+1.13%

Volatility

GEGTX vs. GXXIX - Volatility Comparison

Columbia Large Cap Growth Fund (GEGTX) has a higher volatility of 6.79% compared to abrdn U.S. Sustainable Leaders Fund (GXXIX) at 5.20%. This indicates that GEGTX's price experiences larger fluctuations and is considered to be riskier than GXXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GEGTX	GXXIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	5.20%	+1.59%
Volatility (6M) Calculated over the trailing 6-month period	12.21%	9.27%	+2.94%
Volatility (1Y) Calculated over the trailing 1-year period	22.21%	16.73%	+5.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.66%	27.78%	-6.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.23%	23.72%	-2.49%