CDDRX vs. GSFTX
CDDRX (Columbia Dividend Income Fund Class R5) and GSFTX (Columbia Dividend Income Fund) are both Large Cap Value Equities funds from Columbia. Over the past 10 years, CDDRX returned 12.62%/yr vs 12.52%/yr for GSFTX. Their 1.00 correlation means they have historically moved very closely together. CDDRX charges 1.15%/yr vs 0.66%/yr for GSFTX.
Performance
CDDRX vs. GSFTX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CDDRX having a 12.24% return and GSFTX slightly lower at 12.19%. Both investments have delivered pretty close results over the past 10 years, with CDDRX having a 12.62% annualized return and GSFTX not far behind at 12.52%.
CDDRX
- 1D
- -0.02%
- 1M
- 0.71%
- 6M
- 7.81%
- YTD
- 12.24%
- 1Y
- 22.07%
- 3Y*
- 15.41%
- 5Y*
- 11.13%
- 10Y*
- 12.62%
- ALL TIME*
- 13.05%
GSFTX
- 1D
- -0.02%
- 1M
- 0.72%
- 6M
- 7.79%
- YTD
- 12.19%
- 1Y
- 22.02%
- 3Y*
- 15.35%
- 5Y*
- 11.07%
- 10Y*
- 12.52%
- ALL TIME*
- 9.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CDDRX vs. GSFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CDDRX Columbia Dividend Income Fund Class R5 | 12.24% | 15.93% | 15.07% | 10.61% | -4.89% | 26.32% | 7.87% | 28.62% | -4.32% | 20.28% |
GSFTX Columbia Dividend Income Fund | 12.19% | 15.88% | 15.00% | 10.57% | -4.94% | 26.26% | 7.75% | 28.12% | -4.38% | 20.16% |
Correlation
The correlation between CDDRX and GSFTX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012 | 1.00 |
The correlation between CDDRX and GSFTX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
CDDRX vs. GSFTX — Risk / Return Rank
CDDRX
GSFTX
CDDRX vs. GSFTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Class R5 (CDDRX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CDDRX | GSFTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 3.71 | +0.01 |
| Martin ratioReturn relative to average drawdown | 14.22 | 14.19 | +0.03 |
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Drawdowns
CDDRX vs. GSFTX - Drawdown Comparison
The maximum CDDRX drawdown since its inception was -32.80%, smaller than the maximum GSFTX drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for CDDRX and GSFTX.
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Drawdown Indicators
| CDDRX | GSFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -47.69% | +14.89% |
Max Drawdown (1Y)Largest decline over 1 year | -5.51% | -5.51% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -13.00% | -13.01% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -16.94% | -17.01% | +0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -32.80% | -32.76% | -0.04% |
Current DrawdownCurrent decline from peak | -1.20% | -1.20% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -6.34% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.45% | 0.00% |
Volatility
CDDRX vs. GSFTX - Volatility Comparison
Columbia Dividend Income Fund Class R5 (CDDRX) and Columbia Dividend Income Fund (GSFTX) have volatilities of 2.42% and 2.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDDRX | GSFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 2.43% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.76% | 6.77% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.21% | 9.22% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.23% | 13.23% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 15.66% | +0.02% |
CDDRX vs. GSFTX - Expense Ratio Comparison
CDDRX has a 1.15% expense ratio, which is higher than GSFTX's 0.66% expense ratio.
Dividends
CDDRX vs. GSFTX - Dividend Comparison
CDDRX's dividend yield for the trailing twelve months is around 4.76%, less than GSFTX's 4.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDDRX Columbia Dividend Income Fund Class R5 | 4.76% | 5.29% | 5.96% | 4.92% | 3.86% | 2.89% | 1.78% | 3.20% | 7.61% | 4.01% | 3.81% | 8.31% |
GSFTX Columbia Dividend Income Fund | 4.81% | 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
With a correlation of 1.00, CDDRX and GSFTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GSFTX has higher volatility (2.43%) compared to CDDRX (2.42%). In terms of maximum drawdown, CDDRX dropped -32.80% vs GSFTX's -47.69%.
CDDRX currently has the higher Sharpe Ratio (2.23 vs 2.22), 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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