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ACINX vs. GSFTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACINX vs. GSFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Acorn International Fund (ACINX) and Columbia Dividend Income Fund (GSFTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACINX achieves a 7.64% return, which is significantly lower than GSFTX's 8.09% return. Over the past 10 years, ACINX has underperformed GSFTX with an annualized return of 4.52%, while GSFTX has yielded a comparatively higher 12.47% annualized return.


ACINX

1D
-0.04%
1M
3.85%
YTD
7.64%
6M
8.83%
1Y
7.97%
3Y*
6.20%
5Y*
-1.07%
10Y*
4.52%

GSFTX

1D
0.93%
1M
1.48%
YTD
8.09%
6M
8.45%
1Y
20.38%
3Y*
16.58%
5Y*
10.69%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACINX vs. GSFTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACINX
Columbia Acorn International Fund
7.64%12.52%-6.57%19.57%-33.64%12.92%15.15%29.84%-18.35%31.20%
GSFTX
Columbia Dividend Income Fund
8.09%15.88%15.00%10.57%-4.94%26.26%7.75%28.12%-4.38%20.16%

Correlation

The correlation between ACINX and GSFTX is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 5, 1998

0.60

The correlation between ACINX and GSFTX has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

ACINX vs. GSFTX — Risk / Return Rank

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

ACINX
ACINX Risk / Return Rank: 55
Overall Rank
ACINX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ACINX Sortino Ratio Rank: 55
Sortino Ratio Rank
ACINX Omega Ratio Rank: 55
Omega Ratio Rank
ACINX Calmar Ratio Rank: 55
Calmar Ratio Rank
ACINX Martin Ratio Rank: 66
Martin Ratio Rank

GSFTX
GSFTX Risk / Return Rank: 6868
Overall Rank
GSFTX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GSFTX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GSFTX Omega Ratio Rank: 5555
Omega Ratio Rank
GSFTX Calmar Ratio Rank: 8282
Calmar Ratio Rank
GSFTX Martin Ratio Rank: 7676
Martin Ratio Rank
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.

ACINX vs. GSFTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Acorn International Fund (ACINX) and Columbia Dividend Income Fund (GSFTX). 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.


ACINXGSFTXDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

1.08

1.41

-0.33

Calmar ratioReturn relative to maximum drawdown

0.49

3.81

-3.32

Martin ratioReturn relative to average drawdown

1.57

14.36

-12.78

ACINX vs. GSFTX - Sharpe Ratio Comparison

The current ACINX Sharpe Ratio is 0.40, which is lower than the GSFTX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of ACINX and GSFTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ACINXGSFTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

2.31

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.81

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.80

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.54

-0.02

Drawdowns

ACINX vs. GSFTX - Drawdown Comparison

The maximum ACINX drawdown since its inception was -60.92%, which is greater than GSFTX's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for ACINX and GSFTX.


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Drawdown Indicators


ACINXGSFTXDifference

Max Drawdown

Largest peak-to-trough decline

-60.92%

-47.69%

-13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.23%

-5.51%

-8.72%

Max Drawdown (3Y)

Largest decline over 3 years

-22.22%

-13.01%

-9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-46.12%

-17.01%

-29.11%

Max Drawdown (10Y)

Largest decline over 10 years

-46.12%

-32.76%

-13.36%

Current Drawdown

Current decline from peak

-13.70%

-0.28%

-13.42%

Average Drawdown

Average peak-to-trough decline

-15.71%

-6.37%

-9.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

1.46%

+2.97%

Volatility

ACINX vs. GSFTX - Volatility Comparison

Columbia Acorn International Fund (ACINX) has a higher volatility of 5.00% compared to Columbia Dividend Income Fund (GSFTX) at 2.47%. This indicates that ACINX's price experiences larger fluctuations and is considered to be riskier than GSFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACINXGSFTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

2.47%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

6.87%

+7.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

9.06%

+8.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

13.27%

+5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

15.69%

+2.65%

ACINX vs. GSFTX - Expense Ratio Comparison

ACINX has a 0.97% expense ratio, which is higher than GSFTX's 0.66% expense ratio.


Dividends

ACINX vs. GSFTX - Dividend Comparison

ACINX's dividend yield for the trailing twelve months is around 5.50%, more than GSFTX's 4.99% yield.


PositionTTM20252024202320222021202020192018201720162015
ACINX
Columbia Acorn International Fund
5.50%5.92%10.97%0.00%3.12%16.16%12.94%11.09%29.07%6.17%1.33%5.34%
GSFTX
Columbia Dividend Income Fund
4.99%5.35%6.02%4.96%3.87%2.87%1.74%2.90%7.63%4.00%3.77%8.27%

Frequently Asked Questions


ACINX and GSFTX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACINX has higher volatility (5.00%) compared to GSFTX (2.47%). In terms of maximum drawdown, ACINX dropped -60.92% vs GSFTX's -47.69%.

GSFTX currently has the higher Sharpe Ratio (2.31 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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