ILGCX vs. SWLGX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Integrated Large Cap Growth Fund Class A (ILGCX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).

ILGCX is an actively managed fund by Columbia. It was launched on May 27, 2014. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.

Performance

ILGCX vs. SWLGX - 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 Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

ILGCX vs. SWLGX - 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%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	-13.06%	18.55%	33.30%	42.67%	-23.44%

Returns By Period

In the year-to-date period, ILGCX achieves a -8.30% return, which is significantly higher than SWLGX's -13.06% return.

ILGCX

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

SWLGX

• 1D: -0.46%
• 1M: -8.63%
• YTD: -13.06%
• 6M: -12.07%
• 1Y: 14.45%
• 3Y*: 19.67%
• 5Y*: 11.90%
• 10Y*: —

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

ILGCX vs. SWLGX - Expense Ratio Comparison

ILGCX has a 0.79% expense ratio, which is higher than SWLGX's 0.04% expense ratio.

ILGCX

Columbia Integrated Large Cap Growth Fund Class A

SWLGX

Schwab U.S. Large-Cap Growth Index Fund

Return for Risk

ILGCX vs. SWLGX — 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

SWLGX

SWLGX Risk / Return Rank: 28
SWLGX Sharpe Ratio Rank: 29
SWLGX Sortino Ratio Rank: 33
SWLGX Omega Ratio Rank: 31
SWLGX Calmar Ratio Rank: 25
SWLGX Martin Ratio Rank: 23

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. SWLGX - 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 Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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	SWLGX	Difference
Sharpe ratio Return per unit of total volatility	0.65	0.66	-0.01
Sortino ratio Return per unit of downside risk	1.08	1.10	-0.02
Omega ratio Gain probability vs. loss probability	1.15	1.15	0.00
Calmar ratio Return relative to maximum drawdown	0.94	0.72	+0.22
Martin ratio Return relative to average drawdown	3.37	2.51	+0.86
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. SWLGX - Sharpe Ratio Comparison

The current ILGCX Sharpe Ratio is 0.65, which is comparable to the SWLGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ILGCX and SWLGX, 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	SWLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.65	0.66	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.68	-0.13

Correlation

The correlation between ILGCX and SWLGX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ILGCX vs. SWLGX - Dividend Comparison

ILGCX's dividend yield for the trailing twelve months is around 151.73%, more than SWLGX's 0.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	0.52%	0.46%	0.52%	0.67%	0.93%	1.76%	0.67%	0.96%	1.03%

Drawdowns

ILGCX vs. SWLGX - Drawdown Comparison

The maximum ILGCX drawdown since its inception was -25.89%, smaller than the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for ILGCX and SWLGX.

Drawdown Indicators

	ILGCX	SWLGX	Difference
Max Drawdown Largest peak-to-trough decline	-25.89%	-32.69%	+6.80%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-16.16%	+4.03%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.69%	—
Current Drawdown Current decline from peak	-10.69%	-16.16%	+5.47%
Average Drawdown Average peak-to-trough decline	-6.94%	-7.13%	+0.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.32%	4.62%	-0.30%

Volatility

ILGCX vs. SWLGX - Volatility Comparison

The current volatility for Columbia Integrated Large Cap Growth Fund Class A (ILGCX) is 4.06%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that ILGCX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILGCX	SWLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.06%	5.38%	-1.32%
Volatility (6M) Calculated over the trailing 6-month period	11.36%	11.82%	-0.46%
Volatility (1Y) Calculated over the trailing 1-year period	22.12%	22.31%	-0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.58%	21.47%	+0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.58%	22.78%	-1.20%