ILGCX vs. COSZX

Last updated Jun 4, 2026

ILGCX (Columbia Integrated Large Cap Growth Fund Class A) and COSZX (Columbia Overseas Value Fund) are both mutual funds - ILGCX is a Large Cap Growth Equities fund actively managed by Columbia, while COSZX is a Foreign Large Cap Equities fund managed by Columbia. A 0.54 correlation means they provide meaningful diversification when combined. ILGCX charges 0.79%/yr vs 0.90%/yr for COSZX.

Performance

ILGCX vs. COSZX - Performance Comparison

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

Returns By Period

ILGCX

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

COSZX

• 1D: -0.92%
• 1M: -0.59%
• YTD: 6.48%
• 6M: 9.03%
• 1Y: 26.80%
• 3Y*: 21.42%
• 5Y*: 11.13%
• 10Y*: 10.12%

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

ILGCX vs. COSZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ILGCX Columbia Integrated Large Cap Growth Fund Class A	-8.30%	14.93%	31.88%	41.54%	-20.15%
COSZX Columbia Overseas Value Fund	6.48%	45.80%	4.70%	16.05%	-11.57%

Correlation

The correlation between ILGCX and COSZX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022	0.54

The correlation between ILGCX and COSZX shifts across timeframes, from 0.39 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ILGCX vs. COSZX — Risk / Return Rank

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

COSZX

COSZX Risk / Return Rank: 41
COSZX Sharpe Ratio Rank: 45
COSZX Sortino Ratio Rank: 42
COSZX Omega Ratio Rank: 44
COSZX Calmar Ratio Rank: 38
COSZX Martin Ratio Rank: 37

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.

ILGCX vs. COSZX - Risk-Adjusted Trends Comparison

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ILGCX	COSZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.97	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.21	—

Drawdowns

Drawdown Indicators

	ILGCX	COSZX	Difference
Max Drawdown Largest peak-to-trough decline	—	-63.37%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.76%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.34%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.40%	—
Current Drawdown Current decline from peak	—	-5.38%	—
Average Drawdown Average peak-to-trough decline	—	-17.90%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.35%	—

Volatility

Volatility by Period

	ILGCX	COSZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.76%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.84%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.45%	—

ILGCX vs. COSZX - Expense Ratio Comparison

ILGCX has a 0.79% expense ratio, which is lower than COSZX's 0.90% expense ratio.

Dividends

ILGCX vs. COSZX - Dividend Comparison

ILGCX's dividend yield for the trailing twelve months is around 151.73%, more than COSZX's 7.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COSZX Columbia Overseas Value Fund	7.43%	7.91%	5.38%	3.97%	1.88%	3.59%	1.69%	3.82%	3.59%	1.71%	1.99%	2.27%
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%

Frequently Asked Questions

Can I hold both ILGCX and COSZX in my portfolio?

ILGCX and COSZX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.