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ILGCX vs. TILIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILGCX vs. TILIX - 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 TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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*

TILIX

1D
-0.37%
1M
7.10%
YTD
8.58%
6M
7.86%
1Y
27.30%
3Y*
25.49%
5Y*
16.00%
10Y*
18.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILGCX vs. TILIX - 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%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
8.58%18.41%33.31%42.64%-23.49%

Correlation

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

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Return for Risk

ILGCX vs. TILIX — Risk / Return Rank

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

ILGCX

TILIX
TILIX Risk / Return Rank: 3131
Overall Rank
TILIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3737
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2323
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. TILIX - 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 TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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. TILIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ILGCXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

Drawdowns

ILGCX vs. TILIX - Drawdown Comparison


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Drawdown Indicators


ILGCXTILIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.54%

Max Drawdown (1Y)

Largest decline over 1 year

-16.24%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

Max Drawdown (5Y)

Largest decline over 5 years

-32.68%

Max Drawdown (10Y)

Largest decline over 10 years

-32.68%

Current Drawdown

Current decline from peak

-0.37%

Average Drawdown

Average peak-to-trough decline

-7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

Volatility

ILGCX vs. TILIX - Volatility Comparison


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Volatility by Period


ILGCXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.09%

ILGCX vs. TILIX - Expense Ratio Comparison

ILGCX has a 0.79% expense ratio, which is higher than TILIX's 0.05% expense ratio.


Dividends

ILGCX vs. TILIX - Dividend Comparison

ILGCX's dividend yield for the trailing twelve months is around 151.73%, more than TILIX's 4.06% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
4.06%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Frequently Asked Questions


ILGCX and TILIX 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.

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