ILGCX vs. SWLGX

Last updated Jun 4, 2026

ILGCX (Columbia Integrated Large Cap Growth Fund Class A) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both Large Cap Growth Equities funds. ILGCX is actively managed, while SWLGX is passively managed. With a 0.96 correlation, they move nearly in lockstep. ILGCX charges 0.79%/yr vs 0.04%/yr for SWLGX.

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.

Returns By Period

ILGCX

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

SWLGX

• 1D: -0.37%
• 1M: 7.15%
• YTD: 8.61%
• 6M: 8.00%
• 1Y: 27.46%
• 3Y*: 25.54%
• 5Y*: 16.03%
• 10Y*: —

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

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	8.61%	18.55%	33.30%	42.67%	-23.44%

Correlation

The correlation between ILGCX and SWLGX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022	0.96

The correlation between ILGCX and SWLGX shifts across timeframes, from 0.81 (1 year) to 0.96 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ILGCX vs. SWLGX — Risk / Return Rank

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

SWLGX

SWLGX Risk / Return Rank: 32
SWLGX Sharpe Ratio Rank: 40
SWLGX Sortino Ratio Rank: 36
SWLGX Omega Ratio Rank: 37
SWLGX Calmar Ratio Rank: 22
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.

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

Sharpe Ratios by Period

	ILGCX	SWLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.85	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.80	—

Drawdowns

Drawdown Indicators

	ILGCX	SWLGX	Difference
Max Drawdown Largest peak-to-trough decline	—	-32.69%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-16.16%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-32.69%	—
Current Drawdown Current decline from peak	—	-0.37%	—
Average Drawdown Average peak-to-trough decline	—	-7.05%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.80%	—

Volatility

Volatility by Period

	ILGCX	SWLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.30%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.40%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.49%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.68%	—

ILGCX vs. SWLGX - Expense Ratio Comparison

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

Dividends

ILGCX vs. SWLGX - Dividend Comparison

ILGCX's dividend yield for the trailing twelve months is around 151.73%, more than SWLGX's 0.42% yield.

Position	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	0.42%	0.46%	0.52%	0.67%	0.93%	1.76%	0.67%	0.96%	1.03%

Frequently Asked Questions

Can I hold both ILGCX and SWLGX in my portfolio?

ILGCX and SWLGX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.