CCSZX vs. GSFTX
Compare and contrast key facts about Columbia Commodity Strategy Fund (CCSZX) and Columbia Dividend Income Fund (GSFTX).
CCSZX is managed by Columbia. It was launched on Jun 17, 2012. GSFTX is managed by Columbia. It was launched on Mar 4, 1998.
Performance
CCSZX vs. GSFTX - Performance Comparison
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CCSZX vs. GSFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 24.29% | 15.36% | 7.11% | -6.90% | -39.43% | 31.34% | -1.17% | 7.45% | -14.09% | 1.71% |
GSFTX Columbia Dividend Income Fund | 1.58% | 15.88% | 15.00% | 10.57% | -4.94% | 26.26% | 7.75% | 28.12% | -4.38% | 20.16% |
Returns By Period
In the year-to-date period, CCSZX achieves a 24.29% return, which is significantly higher than GSFTX's 1.58% return. Over the past 10 years, CCSZX has underperformed GSFTX with an annualized return of 1.73%, while GSFTX has yielded a comparatively higher 11.96% annualized return.
CCSZX
- 1D
- 0.49%
- 1M
- 11.23%
- YTD
- 24.29%
- 6M
- 30.24%
- 1Y
- 32.15%
- 3Y*
- 14.50%
- 5Y*
- 1.10%
- 10Y*
- 1.73%
GSFTX
- 1D
- 0.00%
- 1M
- -5.48%
- YTD
- 1.58%
- 6M
- 4.13%
- 1Y
- 14.74%
- 3Y*
- 14.46%
- 5Y*
- 10.53%
- 10Y*
- 11.96%
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CCSZX vs. GSFTX - Expense Ratio Comparison
CCSZX has a 0.86% expense ratio, which is higher than GSFTX's 0.66% expense ratio.
Return for Risk
CCSZX vs. GSFTX — Risk / Return Rank
CCSZX
GSFTX
CCSZX vs. GSFTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Commodity Strategy Fund (CCSZX) 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.
| CCSZX | GSFTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 1.19 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.49 | 1.69 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.17 | 1.46 | +1.71 |
Martin ratioReturn relative to average drawdown | 9.92 | 6.80 | +3.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCSZX | GSFTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.19 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.80 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.77 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.53 | -0.67 |
Correlation
The correlation between CCSZX and GSFTX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CCSZX vs. GSFTX - Dividend Comparison
CCSZX's dividend yield for the trailing twelve months is around 2.41%, less than GSFTX's 5.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 2.41% | 3.00% | 8.84% | 4.42% | 0.00% | 36.39% | 0.13% | 1.09% | 18.52% | 0.09% | 0.00% | 0.00% |
GSFTX Columbia Dividend Income Fund | 5.31% | 5.35% | 6.02% | 4.96% | 3.87% | 2.87% | 1.74% | 2.90% | 7.63% | 4.00% | 3.77% | 8.27% |
Drawdowns
CCSZX vs. GSFTX - Drawdown Comparison
The maximum CCSZX drawdown since its inception was -63.75%, which is greater than GSFTX's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for CCSZX and GSFTX.
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Drawdown Indicators
| CCSZX | GSFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.75% | -47.69% | -16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -10.18% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -62.27% | -17.01% | -45.26% |
Max Drawdown (10Y)Largest decline over 10 years | -62.27% | -32.76% | -29.51% |
Current DrawdownCurrent decline from peak | -41.35% | -5.48% | -35.87% |
Average DrawdownAverage peak-to-trough decline | -40.83% | -6.40% | -34.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.18% | +1.16% |
Volatility
CCSZX vs. GSFTX - Volatility Comparison
Columbia Commodity Strategy Fund (CCSZX) has a higher volatility of 7.73% compared to Columbia Dividend Income Fund (GSFTX) at 2.90%. This indicates that CCSZX'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
| CCSZX | GSFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 2.90% | +4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 6.81% | +6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 13.61% | +3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.07% | 13.28% | +14.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 15.68% | +6.07% |