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ILGCX vs. VTMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ILGCX vs. VTMGX - 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 Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). The values are adjusted to include any dividend payments, if applicable.

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ILGCX vs. VTMGX - 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%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
-0.48%35.17%3.03%17.65%-14.03%

Returns By Period

In the year-to-date period, ILGCX achieves a -8.30% return, which is significantly lower than VTMGX's -0.48% return.


ILGCX

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

VTMGX

1D
0.05%
1M
-11.62%
YTD
-0.48%
6M
5.23%
1Y
25.87%
3Y*
14.82%
5Y*
8.15%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ILGCX vs. VTMGX - Expense Ratio Comparison

ILGCX has a 0.79% expense ratio, which is higher than VTMGX's 0.07% expense ratio.


Return for Risk

ILGCX vs. VTMGX — Risk / Return Rank

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

ILGCX
ILGCX Risk / Return Rank: 2929
Overall Rank
ILGCX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ILGCX Sortino Ratio Rank: 2828
Sortino Ratio Rank
ILGCX Omega Ratio Rank: 2727
Omega Ratio Rank
ILGCX Calmar Ratio Rank: 3434
Calmar Ratio Rank
ILGCX Martin Ratio Rank: 3131
Martin Ratio Rank

VTMGX
VTMGX Risk / Return Rank: 8181
Overall Rank
VTMGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VTMGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTMGX Omega Ratio Rank: 7878
Omega Ratio Rank
VTMGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTMGX Martin Ratio Rank: 8181
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. VTMGX - 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 Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.


ILGCXVTMGXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.51

-0.87

Sortino ratio

Return per unit of downside risk

1.08

2.01

-0.93

Omega ratio

Gain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratio

Return relative to maximum drawdown

0.94

2.01

-1.07

Martin ratio

Return relative to average drawdown

3.37

7.98

-4.61

ILGCX vs. VTMGX - Sharpe Ratio Comparison

The current ILGCX Sharpe Ratio is 0.65, which is lower than the VTMGX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of ILGCX and VTMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ILGCXVTMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.51

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.28

+0.26

Correlation

The correlation between ILGCX and VTMGX 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. VTMGX - Dividend Comparison

ILGCX's dividend yield for the trailing twelve months is around 151.73%, more than VTMGX's 3.01% yield.


TTM20252024202320222021202020192018201720162015
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%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.01%3.20%3.34%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%

Drawdowns

ILGCX vs. VTMGX - Drawdown Comparison

The maximum ILGCX drawdown since its inception was -25.89%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for ILGCX and VTMGX.


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Drawdown Indicators


ILGCXVTMGXDifference

Max Drawdown

Largest peak-to-trough decline

-25.89%

-60.58%

+34.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-11.67%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

Current Drawdown

Current decline from peak

-10.69%

-11.62%

+0.93%

Average Drawdown

Average peak-to-trough decline

-6.94%

-14.74%

+7.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

2.94%

+1.38%

Volatility

ILGCX vs. VTMGX - Volatility Comparison

The current volatility for Columbia Integrated Large Cap Growth Fund Class A (ILGCX) is 4.06%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that ILGCX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ILGCXVTMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

7.09%

-3.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

10.91%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.12%

16.47%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

15.60%

+5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

16.42%

+5.16%