ISGLX vs. SMGIX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Integrated Small Cap Growth Fund (ISGLX) and Columbia Contrarian Core Fund (SMGIX).

ISGLX is managed by Columbia. It was launched on Jan 30, 2008. SMGIX is managed by Columbia. It was launched on Dec 14, 1992.

Performance

ISGLX vs. SMGIX - Performance Comparison

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

ISGLX vs. SMGIX - 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%
SMGIX Columbia Contrarian Core Fund	-8.32%	17.35%	23.33%	32.12%	-17.47%

Returns By Period

ISGLX

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

SMGIX

• 1D: -0.22%
• 1M: -7.29%
• YTD: -8.32%
• 6M: -5.97%
• 1Y: 12.95%
• 3Y*: 17.26%
• 5Y*: 10.58%
• 10Y*: 12.89%

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

ISGLX vs. SMGIX - Expense Ratio Comparison

ISGLX has a 0.98% expense ratio, which is higher than SMGIX's 0.75% expense ratio.

ISGLX

Columbia Integrated Small Cap Growth Fund

SMGIX

Columbia Contrarian Core Fund

Return for Risk

ISGLX vs. SMGIX — Risk / Return Rank

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

SMGIX

SMGIX Risk / Return Rank: 34
SMGIX Sharpe Ratio Rank: 32
SMGIX Sortino Ratio Rank: 34
SMGIX Omega Ratio Rank: 37
SMGIX Calmar Ratio Rank: 32
SMGIX Martin Ratio Rank: 35

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. SMGIX - Risk-Adjusted Trends Comparison

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

	ISGLX	SMGIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.71	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.67	—

Correlation

The correlation between ISGLX and SMGIX 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

ISGLX vs. SMGIX - Dividend Comparison

ISGLX has not paid dividends to shareholders, while SMGIX's dividend yield for the trailing twelve months is around 8.06%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SMGIX Columbia Contrarian Core Fund	8.06%	7.39%	9.69%	3.08%	10.61%	13.70%	7.69%	5.87%	10.17%	4.89%	0.76%	5.86%

Drawdowns

Drawdown Indicators

	ISGLX	SMGIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-50.62%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.33%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-32.20%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.45%	—
Current Drawdown Current decline from peak	—	-9.99%	—
Average Drawdown Average peak-to-trough decline	—	-6.77%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.89%	—

Volatility

Volatility by Period

	ISGLX	SMGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.18%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.55%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.96%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.95%	—