ILGCX vs. EFCNX

Last updated Jun 4, 2026

ILGCX (Columbia Integrated Large Cap Growth Fund Class A) and EFCNX (Emerald Insights Fund) are both Large Cap Growth Equities funds. Their correlation of 0.88 suggests significant overlap in exposure. ILGCX charges 0.79%/yr vs 1.40%/yr for EFCNX.

Performance

ILGCX vs. EFCNX - 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 Emerald Insights Fund (EFCNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ILGCX

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

EFCNX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 0.00%
• 1Y: 27.55%
• 3Y*: 21.89%
• 5Y*: 10.91%
• 10Y*: 16.46%

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

ILGCX vs. EFCNX - 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%
EFCNX Emerald Insights Fund	0.00%	28.71%	25.88%	40.82%	-26.63%

Correlation

The correlation between ILGCX and EFCNX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022	0.88

Over the past year, the correlation between ILGCX and EFCNX has dropped to 0.46 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.

Return for Risk

ILGCX vs. EFCNX — Risk / Return Rank

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

EFCNX

EFCNX Risk / Return Rank: 99
EFCNX Sharpe Ratio Rank: 98
EFCNX Sortino Ratio Rank: 98
EFCNX Omega Ratio Rank: 99
EFCNX Calmar Ratio Rank: 99
EFCNX Martin Ratio Rank: 99

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. EFCNX - 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 Emerald Insights Fund (EFCNX). 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	EFCNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.86	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.50	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.63	—

Drawdowns

Drawdown Indicators

	ILGCX	EFCNX	Difference
Max Drawdown Largest peak-to-trough decline	—	-38.34%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-2.90%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-27.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.34%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-8.64%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.94%	—

Volatility

Volatility by Period

	ILGCX	EFCNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	9.27%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.89%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.80%	—

ILGCX vs. EFCNX - Expense Ratio Comparison

ILGCX has a 0.79% expense ratio, which is lower than EFCNX's 1.40% expense ratio.

Dividends

ILGCX vs. EFCNX - Dividend Comparison

ILGCX's dividend yield for the trailing twelve months is around 151.73%, more than EFCNX's 8.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EFCNX Emerald Insights Fund	8.50%	8.50%	1.27%	0.00%	5.41%	15.80%	9.41%	0.04%	27.51%
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%

Frequently Asked Questions

Can I hold both ILGCX and EFCNX in my portfolio?

ILGCX and EFCNX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.