ISGLX vs. CMSCX

Last updated Jun 24, 2026

ISGLX (Columbia Integrated Small Cap Growth Fund) and CMSCX (Columbia Small Cap Growth Fund) are both Small Cap Growth Equities funds from Columbia. A 0.74 correlation means they provide meaningful diversification when combined. ISGLX charges 0.98%/yr vs 0.96%/yr for CMSCX.

Performance

ISGLX vs. CMSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Integrated Small Cap Growth Fund (ISGLX) and Columbia Small Cap Growth Fund (CMSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ISGLX

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

CMSCX

• 1D: 0.54%
• 1M: 8.45%
• YTD: 29.83%
• 6M: 26.62%
• 1Y: 59.60%
• 3Y*: 28.75%
• 5Y*: 7.23%
• 10Y*: 18.23%

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

ISGLX vs. CMSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ISGLX Columbia Integrated Small Cap Growth Fund	0.00%	0.00%	20.26%	17.89%	-19.47%
CMSCX Columbia Small Cap Growth Fund	29.83%	21.68%	24.27%	26.17%	-25.14%

Correlation

The correlation between ISGLX and CMSCX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (All Time) Calculated using the full available price history since Feb 9, 2022	0.74

The correlation between ISGLX and CMSCX shifts across timeframes, from 0.58 (3 years) to 0.74 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ISGLX vs. CMSCX — Risk / Return Rank

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

ISGLX

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

CMSCX

CMSCX Risk / Return Rank: 72
CMSCX Sharpe Ratio Rank: 79
CMSCX Sortino Ratio Rank: 63
CMSCX Omega Ratio Rank: 58
CMSCX Calmar Ratio Rank: 80
CMSCX Martin Ratio Rank: 82

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.

ISGLX vs. CMSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Integrated Small Cap Growth Fund (ISGLX) and Columbia Small Cap Growth Fund (CMSCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ISGLX	CMSCX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.40	—
Sortino ratio: Return per unit of downside risk	—	3.04	—
Omega ratio: Gain probability vs. loss probability	—	1.39	—
Calmar ratio: Return relative to maximum drawdown	—	3.47	—
Martin ratio: Return relative to average drawdown	—	14.17	—

Drawdowns

Drawdown Indicators

	ISGLX	CMSCX	Difference
Max Drawdown Largest peak-to-trough decline	—	-55.64%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-17.60%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-28.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-49.84%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-52.44%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-15.93%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.30%	—

Volatility

Volatility by Period

	ISGLX	CMSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.54%	—
Volatility (6M) Calculated over the trailing 6-month period	—	20.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	25.50%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	27.25%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	26.00%	—

ISGLX vs. CMSCX - Expense Ratio Comparison

ISGLX has a 0.98% expense ratio, which is higher than CMSCX's 0.96% expense ratio.

Dividends

ISGLX vs. CMSCX - Dividend Comparison

ISGLX has not paid dividends to shareholders, while CMSCX's dividend yield for the trailing twelve months is around 3.80%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMSCX Columbia Small Cap Growth Fund	3.80%	4.93%	0.00%	0.00%	0.00%	10.28%	6.90%	8.86%	21.17%	16.48%	8.67%	60.38%
ISGLX Columbia Integrated Small Cap Growth Fund	0.00%	0.00%	0.00%	0.00%	5.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ISGLX and CMSCX in my portfolio?

ISGLX and CMSCX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.