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ILGCX vs. FGKFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILGCX vs. FGKFX - 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 Fidelity Growth Company K6 Fund (FGKFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ILGCX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FGKFX

1D
0.15%
1M
8.90%
YTD
24.68%
6M
21.97%
1Y
52.34%
3Y*
32.84%
5Y*
18.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILGCX vs. FGKFX - Yearly Performance Comparison


2026 (YTD)2025202420232022
ILGCX
Columbia Integrated Large Cap Growth Fund Class A
-8.30%14.93%31.88%41.54%-20.15%
FGKFX
Fidelity Growth Company K6 Fund
24.68%21.67%35.46%46.02%-25.99%

Correlation

The correlation between ILGCX and FGKFX is 0.75, 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

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.93

The correlation between ILGCX and FGKFX shifts across timeframes, from 0.75 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ILGCX vs. FGKFX — Risk / Return Rank

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

ILGCX

FGKFX
FGKFX Risk / Return Rank: 8484
Overall Rank
FGKFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FGKFX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FGKFX Omega Ratio Rank: 7373
Omega Ratio Rank
FGKFX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGKFX Martin Ratio Rank: 9292
Martin Ratio Rank
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. FGKFX - 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 Fidelity Growth Company K6 Fund (FGKFX). 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.

ILGCX vs. FGKFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ILGCXFGKFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

Drawdowns

ILGCX vs. FGKFX - Drawdown Comparison


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Drawdown Indicators


ILGCXFGKFXDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

Max Drawdown (3Y)

Largest decline over 3 years

-27.38%

Max Drawdown (5Y)

Largest decline over 5 years

-40.14%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

Volatility

ILGCX vs. FGKFX - Volatility Comparison


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Volatility by Period


ILGCXFGKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.74%

ILGCX vs. FGKFX - Expense Ratio Comparison

ILGCX has a 0.79% expense ratio, which is higher than FGKFX's 0.45% expense ratio.


Dividends

ILGCX vs. FGKFX - Dividend Comparison

ILGCX's dividend yield for the trailing twelve months is around 151.73%, while FGKFX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
FGKFX
Fidelity Growth Company K6 Fund
0.00%0.00%0.00%0.10%0.18%2.64%0.93%0.06%
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%

Frequently Asked Questions


ILGCX and FGKFX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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