SNXFX vs. ILGCX

Last updated Jun 4, 2026

SNXFX (Schwab 1000 Index Fund) and ILGCX (Columbia Integrated Large Cap Growth Fund Class A) are both mutual funds - SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index, while ILGCX is a Large Cap Growth Equities fund actively managed by Columbia. SNXFX is passively managed, while ILGCX is actively managed. Their correlation of 0.92 suggests significant overlap in exposure. SNXFX charges 0.05%/yr vs 0.79%/yr for ILGCX.

Performance

SNXFX vs. ILGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index Fund (SNXFX) and Columbia Integrated Large Cap Growth Fund Class A (ILGCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SNXFX

• 1D: 0.25%
• 1M: 5.85%
• YTD: 11.89%
• 6M: 11.81%
• 1Y: 28.65%
• 3Y*: 22.58%
• 5Y*: 13.51%
• 10Y*: 15.29%

ILGCX

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

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

SNXFX vs. ILGCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNXFX Schwab 1000 Index Fund	11.89%	17.23%	24.46%	26.53%	-16.03%
ILGCX Columbia Integrated Large Cap Growth Fund Class A	-8.30%	14.93%	31.88%	41.54%	-20.15%

Correlation

The correlation between SNXFX and ILGCX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022	0.92

The correlation between SNXFX and ILGCX shifts across timeframes, from 0.76 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SNXFX vs. ILGCX — Risk / Return Rank

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

SNXFX

SNXFX Risk / Return Rank: 70
SNXFX Sharpe Ratio Rank: 70
SNXFX Sortino Ratio Rank: 63
SNXFX Omega Ratio Rank: 62
SNXFX Calmar Ratio Rank: 73
SNXFX Martin Ratio Rank: 81

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.

SNXFX vs. ILGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) 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.

	SNXFX	ILGCX	Difference
Sharpe ratio: Return per unit of total volatility	2.44	—	—
Sortino ratio: Return per unit of downside risk	3.32	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	3.31	—	—
Martin ratio: Return relative to average drawdown	15.28	—	—
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

	SNXFX	ILGCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	—	—

Drawdowns

Drawdown Indicators

	SNXFX	ILGCX	Difference
Max Drawdown Largest peak-to-trough decline	-55.08%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.94%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.21%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.36%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.58%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-8.76%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	—	—

Volatility

Volatility by Period

	SNXFX	ILGCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.13%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.12%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.31%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.73%	—	—

SNXFX vs. ILGCX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is lower than ILGCX's 0.79% expense ratio.

Dividends

SNXFX vs. ILGCX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.30%, 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%
SNXFX Schwab 1000 Index Fund	1.30%	1.45%	1.23%	1.41%	1.61%	1.74%	2.76%	3.01%	6.49%	4.23%	3.41%	6.31%

Frequently Asked Questions

Can I hold both SNXFX and ILGCX in my portfolio?

SNXFX and ILGCX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.