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SMGIX vs. IGIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SMGIXIGIAX
YTD Return24.85%24.49%
1Y Return35.25%35.43%
3Y Return (Ann)10.58%7.78%
5Y Return (Ann)16.43%13.90%
10Y Return (Ann)13.04%11.81%
Sharpe Ratio2.872.59
Sortino Ratio3.823.58
Omega Ratio1.541.47
Calmar Ratio3.973.58
Martin Ratio18.0715.00
Ulcer Index1.95%2.33%
Daily Std Dev12.27%13.51%
Max Drawdown-50.62%-43.45%
Current Drawdown0.00%-0.48%

Correlation

-0.50.00.51.00.9

The correlation between SMGIX and IGIAX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SMGIX vs. IGIAX - Performance Comparison

The year-to-date returns for both stocks are quite close, with SMGIX having a 24.85% return and IGIAX slightly lower at 24.49%. Over the past 10 years, SMGIX has outperformed IGIAX with an annualized return of 13.04%, while IGIAX has yielded a comparatively lower 11.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.75%
10.36%
SMGIX
IGIAX

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SMGIX vs. IGIAX - Expense Ratio Comparison

SMGIX has a 0.75% expense ratio, which is lower than IGIAX's 1.24% expense ratio.


IGIAX
Integrity ESG Growth & Income Fund
Expense ratio chart for IGIAX: current value at 1.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.24%
Expense ratio chart for SMGIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

SMGIX vs. IGIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Contrarian Core Fund (SMGIX) and Integrity ESG Growth & Income Fund (IGIAX). 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.


SMGIX
Sharpe ratio
The chart of Sharpe ratio for SMGIX, currently valued at 2.87, compared to the broader market0.002.004.002.87
Sortino ratio
The chart of Sortino ratio for SMGIX, currently valued at 3.82, compared to the broader market0.005.0010.003.82
Omega ratio
The chart of Omega ratio for SMGIX, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for SMGIX, currently valued at 3.97, compared to the broader market0.005.0010.0015.0020.003.97
Martin ratio
The chart of Martin ratio for SMGIX, currently valued at 18.07, compared to the broader market0.0020.0040.0060.0080.00100.0018.07
IGIAX
Sharpe ratio
The chart of Sharpe ratio for IGIAX, currently valued at 2.59, compared to the broader market0.002.004.002.59
Sortino ratio
The chart of Sortino ratio for IGIAX, currently valued at 3.58, compared to the broader market0.005.0010.003.58
Omega ratio
The chart of Omega ratio for IGIAX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for IGIAX, currently valued at 3.58, compared to the broader market0.005.0010.0015.0020.003.58
Martin ratio
The chart of Martin ratio for IGIAX, currently valued at 15.00, compared to the broader market0.0020.0040.0060.0080.00100.0015.00

SMGIX vs. IGIAX - Sharpe Ratio Comparison

The current SMGIX Sharpe Ratio is 2.87, which is comparable to the IGIAX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of SMGIX and IGIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.87
2.59
SMGIX
IGIAX

Dividends

SMGIX vs. IGIAX - Dividend Comparison

SMGIX's dividend yield for the trailing twelve months is around 0.47%, less than IGIAX's 0.54% yield.


TTM20232022202120202019201820172016201520142013
SMGIX
Columbia Contrarian Core Fund
0.47%0.58%0.57%0.49%0.78%1.08%1.35%0.95%0.91%2.86%0.74%0.75%
IGIAX
Integrity ESG Growth & Income Fund
0.54%0.67%0.54%0.09%0.60%1.39%0.66%1.08%1.46%0.79%0.67%0.37%

Drawdowns

SMGIX vs. IGIAX - Drawdown Comparison

The maximum SMGIX drawdown since its inception was -50.62%, which is greater than IGIAX's maximum drawdown of -43.45%. Use the drawdown chart below to compare losses from any high point for SMGIX and IGIAX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.48%
SMGIX
IGIAX

Volatility

SMGIX vs. IGIAX - Volatility Comparison

Columbia Contrarian Core Fund (SMGIX) has a higher volatility of 3.87% compared to Integrity ESG Growth & Income Fund (IGIAX) at 3.61%. This indicates that SMGIX's price experiences larger fluctuations and is considered to be riskier than IGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.87%
3.61%
SMGIX
IGIAX