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ILGCX vs. GSFTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


ILGCX

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

GSFTX

1D
0.93%
1M
1.48%
YTD
8.09%
6M
8.45%
1Y
20.38%
3Y*
16.58%
5Y*
10.69%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILGCX vs. GSFTX - 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%
GSFTX
Columbia Dividend Income Fund
8.09%15.88%15.00%10.57%-3.01%

Correlation

The correlation between ILGCX and GSFTX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

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

0.54

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

0.67

Over the past year, the correlation between ILGCX and GSFTX has dropped to 0.41 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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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

GSFTX
GSFTX Risk / Return Rank: 6868
Overall Rank
GSFTX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GSFTX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GSFTX Omega Ratio Rank: 5555
Omega Ratio Rank
GSFTX Calmar Ratio Rank: 8282
Calmar Ratio Rank
GSFTX Martin Ratio Rank: 7676
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. 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.


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

ILGCX vs. GSFTX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ILGCXGSFTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

Drawdowns

ILGCX vs. GSFTX - Drawdown Comparison


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Drawdown Indicators


ILGCXGSFTXDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

Max Drawdown (1Y)

Largest decline over 1 year

-5.51%

Max Drawdown (3Y)

Largest decline over 3 years

-13.01%

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

-0.28%

Average Drawdown

Average peak-to-trough decline

-6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

Volatility

ILGCX vs. GSFTX - Volatility Comparison


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Volatility by Period


ILGCXGSFTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

Volatility (6M)

Calculated over the trailing 6-month period

6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

ILGCX vs. GSFTX - Expense Ratio Comparison

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


Dividends

ILGCX vs. GSFTX - Dividend Comparison

ILGCX's dividend yield for the trailing twelve months is around 151.73%, more than GSFTX's 4.99% yield.


PositionTTM20252024202320222021202020192018201720162015
GSFTX
Columbia Dividend Income Fund
4.99%5.35%6.02%4.96%3.87%2.87%1.74%2.90%7.63%4.00%3.77%8.27%
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


ILGCX and GSFTX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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