MEIFX vs. ILGCX

Last updated Apr 1, 2026

Compare and contrast key facts about Meridian Enhanced Equity Fund (MEIFX) and Columbia Integrated Large Cap Growth Fund Class A (ILGCX).

MEIFX is managed by Meridian. It was launched on Jan 31, 2005. ILGCX is an actively managed fund by Columbia. It was launched on May 27, 2014.

Performance

MEIFX vs. ILGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meridian Enhanced Equity Fund (MEIFX) and Columbia Integrated Large Cap Growth Fund Class A (ILGCX). The values are adjusted to include any dividend payments, if applicable.

MEIFX vs. ILGCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MEIFX Meridian Enhanced Equity Fund	-1.60%	6.51%	13.19%	18.96%	-14.82%
ILGCX Columbia Integrated Large Cap Growth Fund Class A	-8.30%	14.93%	31.88%	41.54%	-20.15%

Returns By Period

In the year-to-date period, MEIFX achieves a -1.60% return, which is significantly higher than ILGCX's -8.30% return.

MEIFX

• 1D: 0.08%
• 1M: -3.16%
• YTD: -1.60%
• 6M: -1.55%
• 1Y: 4.96%
• 3Y*: 9.70%
• 5Y*: 5.75%
• 10Y*: 13.78%

ILGCX

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

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

MEIFX vs. ILGCX - Expense Ratio Comparison

MEIFX has a 1.20% expense ratio, which is higher than ILGCX's 0.79% expense ratio.

MEIFX

Meridian Enhanced Equity Fund

ILGCX

Columbia Integrated Large Cap Growth Fund Class A

Return for Risk

MEIFX vs. ILGCX — Risk / Return Rank

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

MEIFX

MEIFX Risk / Return Rank: 15
MEIFX Sharpe Ratio Rank: 11
MEIFX Sortino Ratio Rank: 12
MEIFX Omega Ratio Rank: 11
MEIFX Calmar Ratio Rank: 17
MEIFX Martin Ratio Rank: 22

ILGCX

ILGCX Risk / Return Rank: 29
ILGCX Sharpe Ratio Rank: 25
ILGCX Sortino Ratio Rank: 28
ILGCX Omega Ratio Rank: 27
ILGCX Calmar Ratio Rank: 34
ILGCX Martin Ratio Rank: 31

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.

MEIFX vs. ILGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meridian Enhanced Equity Fund (MEIFX) and Columbia Integrated Large Cap Growth Fund Class A (ILGCX). 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.

	MEIFX	ILGCX	Difference
Sharpe ratio Return per unit of total volatility	0.30	0.65	-0.35
Sortino ratio Return per unit of downside risk	0.55	1.08	-0.53
Omega ratio Gain probability vs. loss probability	1.07	1.15	-0.08
Calmar ratio Return relative to maximum drawdown	0.49	0.94	-0.45
Martin ratio Return relative to average drawdown	2.30	3.37	-1.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MEIFX vs. ILGCX - Sharpe Ratio Comparison

The current MEIFX Sharpe Ratio is 0.30, which is lower than the ILGCX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of MEIFX and ILGCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MEIFX	ILGCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	0.65	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.54	-0.03

Correlation

The correlation between MEIFX and ILGCX is 0.67, 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

MEIFX vs. ILGCX - Dividend Comparison

MEIFX's dividend yield for the trailing twelve months is around 7.36%, less than ILGCX's 151.73% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MEIFX Meridian Enhanced Equity Fund	7.36%	7.25%	14.61%	0.61%	9.28%	25.44%	13.26%	40.49%	11.67%	1.18%	0.78%	4.24%
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%

Drawdowns

MEIFX vs. ILGCX - Drawdown Comparison

The maximum MEIFX drawdown since its inception was -54.37%, which is greater than ILGCX's maximum drawdown of -25.89%. Use the drawdown chart below to compare losses from any high point for MEIFX and ILGCX.

Drawdown Indicators

	MEIFX	ILGCX	Difference
Max Drawdown Largest peak-to-trough decline	-54.37%	-25.89%	-28.48%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-12.13%	+3.14%
Max Drawdown (5Y) Largest decline over 5 years	-23.54%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.67%	—	—
Current Drawdown Current decline from peak	-7.42%	-10.69%	+3.27%
Average Drawdown Average peak-to-trough decline	-7.76%	-6.94%	-0.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	4.32%	-2.27%

Volatility

MEIFX vs. ILGCX - Volatility Comparison

The current volatility for Meridian Enhanced Equity Fund (MEIFX) is 3.54%, while Columbia Integrated Large Cap Growth Fund Class A (ILGCX) has a volatility of 4.06%. This indicates that MEIFX experiences smaller price fluctuations and is considered to be less risky than ILGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MEIFX	ILGCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	4.06%	-0.52%
Volatility (6M) Calculated over the trailing 6-month period	7.12%	11.36%	-4.24%
Volatility (1Y) Calculated over the trailing 1-year period	14.91%	22.12%	-7.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.93%	21.58%	-5.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.95%	21.58%	-3.63%