ILGCX vs. GSFTX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Integrated Large Cap Growth Fund Class A (ILGCX) and Columbia Dividend Income Fund (GSFTX).

ILGCX is an actively managed fund by Columbia. It was launched on May 27, 2014. GSFTX is managed by Columbia. It was launched on Mar 4, 1998.

Performance

ILGCX vs. GSFTX - 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 Dividend Income Fund (GSFTX). The values are adjusted to include any dividend payments, if applicable.

ILGCX vs. GSFTX - 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%
GSFTX Columbia Dividend Income Fund	1.58%	15.88%	15.00%	10.57%	-3.01%

Returns By Period

In the year-to-date period, ILGCX achieves a -8.30% return, which is significantly lower than GSFTX's 1.58% return.

ILGCX

• 1D: 0.00%
• 1M: -2.85%
• YTD: -8.30%
• 6M: -6.63%
• 1Y: 17.46%
• 3Y*: 22.32%
• 5Y*: —
• 10Y*: —

GSFTX

• 1D: 0.00%
• 1M: -5.48%
• YTD: 1.58%
• 6M: 4.13%
• 1Y: 14.74%
• 3Y*: 14.46%
• 5Y*: 10.53%
• 10Y*: 11.96%

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

ILGCX vs. GSFTX - Expense Ratio Comparison

ILGCX has a 0.79% expense ratio, which is higher than GSFTX's 0.66% expense ratio.

ILGCX

Columbia Integrated Large Cap Growth Fund Class A

GSFTX

Columbia Dividend Income Fund

Return for Risk

ILGCX vs. GSFTX — Risk / Return Rank

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

ILGCX

ILGCX Risk / Return Rank: 29
ILGCX Sharpe Ratio Rank: 25
ILGCX Sortino Ratio Rank: 28
ILGCX Omega Ratio Rank: 27
ILGCX Calmar Ratio Rank: 34
ILGCX Martin Ratio Rank: 31

GSFTX

GSFTX Risk / Return Rank: 69
GSFTX Sharpe Ratio Rank: 69
GSFTX Sortino Ratio Rank: 69
GSFTX Omega Ratio Rank: 71
GSFTX Calmar Ratio Rank: 64
GSFTX Martin Ratio Rank: 72

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. GSFTX - 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 Dividend Income Fund (GSFTX). 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.

	ILGCX	GSFTX	Difference
Sharpe ratio Return per unit of total volatility	0.65	1.19	-0.55
Sortino ratio Return per unit of downside risk	1.08	1.69	-0.61
Omega ratio Gain probability vs. loss probability	1.15	1.26	-0.11
Calmar ratio Return relative to maximum drawdown	0.94	1.46	-0.52
Martin ratio Return relative to average drawdown	3.37	6.80	-3.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILGCX vs. GSFTX - Sharpe Ratio Comparison

The current ILGCX Sharpe Ratio is 0.65, which is lower than the GSFTX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ILGCX and GSFTX, 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

	ILGCX	GSFTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.65	1.19	-0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.53	+0.01

Correlation

The correlation between ILGCX and GSFTX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ILGCX vs. GSFTX - Dividend Comparison

ILGCX's dividend yield for the trailing twelve months is around 151.73%, more than GSFTX's 5.31% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
GSFTX Columbia Dividend Income Fund	5.31%	5.35%	6.02%	4.96%	3.87%	2.87%	1.74%	2.90%	7.63%	4.00%	3.77%	8.27%

Drawdowns

ILGCX vs. GSFTX - Drawdown Comparison

The maximum ILGCX drawdown since its inception was -25.89%, smaller than the maximum GSFTX drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for ILGCX and GSFTX.

Drawdown Indicators

	ILGCX	GSFTX	Difference
Max Drawdown Largest peak-to-trough decline	-25.89%	-47.69%	+21.80%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-10.18%	-1.95%
Max Drawdown (5Y) Largest decline over 5 years	—	-17.01%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.76%	—
Current Drawdown Current decline from peak	-10.69%	-5.48%	-5.21%
Average Drawdown Average peak-to-trough decline	-6.94%	-6.40%	-0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.32%	2.18%	+2.14%

Volatility

ILGCX vs. GSFTX - Volatility Comparison

Columbia Integrated Large Cap Growth Fund Class A (ILGCX) has a higher volatility of 4.06% compared to Columbia Dividend Income Fund (GSFTX) at 2.90%. This indicates that ILGCX's price experiences larger fluctuations and is considered to be riskier than GSFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILGCX	GSFTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.06%	2.90%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	11.36%	6.81%	+4.55%
Volatility (1Y) Calculated over the trailing 1-year period	22.12%	13.61%	+8.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.58%	13.28%	+8.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.58%	15.68%	+5.90%