MEIFX vs. ILGCX

Last updated Jun 4, 2026

MEIFX (Meridian Enhanced Equity Fund) and ILGCX (Columbia Integrated Large Cap Growth Fund Class A) are both Large Cap Growth Equities funds. A 0.66 correlation means they provide meaningful diversification when combined. MEIFX charges 1.20%/yr vs 0.79%/yr for ILGCX.

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.

Returns By Period

MEIFX

• 1D: -1.37%
• 1M: 1.63%
• YTD: 4.66%
• 6M: 5.62%
• 1Y: 8.51%
• 3Y*: 11.49%
• 5Y*: 6.46%
• 10Y*: 14.03%

ILGCX

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

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

MEIFX vs. ILGCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MEIFX Meridian Enhanced Equity Fund	4.66%	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%

Correlation

The correlation between MEIFX and ILGCX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022	0.66

Over the past year, the correlation between MEIFX and ILGCX has dropped to 0.35 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

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: 18
MEIFX Sharpe Ratio Rank: 13
MEIFX Sortino Ratio Rank: 13
MEIFX Omega Ratio Rank: 12
MEIFX Calmar Ratio Rank: 27
MEIFX Martin Ratio Rank: 26

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	1.00	—	—
Sortino ratio: Return per unit of downside risk	1.47	—	—
Omega ratio: Gain probability vs. loss probability	1.17	—	—
Calmar ratio: Return relative to maximum drawdown	1.95	—	—
Martin ratio: Return relative to average drawdown	6.26	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MEIFX	ILGCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	—	—

Drawdowns

Drawdown Indicators

	MEIFX	ILGCX	Difference
Max Drawdown Largest peak-to-trough decline	-54.37%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-4.80%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	—	—
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	-1.53%	—	—
Average Drawdown Average peak-to-trough decline	-7.72%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.48%	—	—

Volatility

Volatility by Period

	MEIFX	ILGCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.41%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.35%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.91%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.95%	—	—

MEIFX vs. ILGCX - Expense Ratio Comparison

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

Dividends

MEIFX vs. ILGCX - Dividend Comparison

MEIFX's dividend yield for the trailing twelve months is around 6.92%, less than ILGCX's 151.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MEIFX Meridian Enhanced Equity Fund	6.92%	7.25%	14.61%	0.61%	9.28%	25.44%	13.26%	40.49%	11.67%	1.18%	0.78%	4.24%

Frequently Asked Questions

Can I hold both MEIFX and ILGCX in my portfolio?

MEIFX and ILGCX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.