CDDYX vs. GSFTX
CDDYX (Columbia Dividend Income Fund Institutional 3 Class) and GSFTX (Columbia Dividend Income Fund) are both Large Cap Value Equities funds from Columbia. Over the past 10 years, CDDYX returned 12.97%/yr vs 12.79%/yr for GSFTX. With a 1.00 correlation, they move nearly in lockstep. CDDYX charges 0.55%/yr vs 0.66%/yr for GSFTX.
Performance
CDDYX vs. GSFTX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CDDYX having a 9.33% return and GSFTX slightly lower at 9.24%. Both investments have delivered pretty close results over the past 10 years, with CDDYX having a 12.97% annualized return and GSFTX not far behind at 12.79%.
CDDYX
- 1D
- 0.40%
- 1M
- 0.79%
- YTD
- 9.33%
- 6M
- 8.17%
- 1Y
- 20.20%
- 3Y*
- 16.85%
- 5Y*
- 11.19%
- 10Y*
- 12.97%
GSFTX
- 1D
- 0.38%
- 1M
- 0.78%
- YTD
- 9.24%
- 6M
- 8.11%
- 1Y
- 20.06%
- 3Y*
- 16.72%
- 5Y*
- 11.07%
- 10Y*
- 12.79%
CDDYX vs. GSFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 9.33% | 15.95% | 15.17% | 10.65% | -4.84% | 26.43% | 7.92% | 28.74% | -4.27% | 20.34% |
GSFTX Columbia Dividend Income Fund | 9.24% | 15.88% | 15.00% | 10.57% | -4.94% | 26.26% | 7.75% | 28.12% | -4.38% | 20.16% |
Correlation
The correlation between CDDYX and GSFTX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012 | 1.00 |
The correlation between CDDYX 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
CDDYX vs. GSFTX — Risk / Return Rank
CDDYX
GSFTX
CDDYX vs. GSFTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) 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.
| CDDYX | GSFTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 3.82 | +0.02 |
| Martin ratioReturn relative to average drawdown | 14.48 | 14.40 | +0.08 |
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Drawdowns
CDDYX vs. GSFTX - Drawdown Comparison
The maximum CDDYX drawdown since its inception was -32.74%, smaller than the maximum GSFTX drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for CDDYX and GSFTX.
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Drawdown Indicators
| CDDYX | GSFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.74% | -47.69% | +14.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.51% | -5.51% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -12.99% | -13.01% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -17.01% | +0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -32.74% | -32.76% | +0.02% |
Current DrawdownCurrent decline from peak | -0.65% | -0.66% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -6.36% | +3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.46% | 0.00% |
Volatility
CDDYX vs. GSFTX - Volatility Comparison
Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and Columbia Dividend Income Fund (GSFTX) have volatilities of 2.67% and 2.67%, 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
| CDDYX | GSFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 2.67% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.89% | 6.89% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.20% | 9.19% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 13.25% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 15.68% | 0.00% |
CDDYX vs. GSFTX - Expense Ratio Comparison
CDDYX has a 0.55% expense ratio, which is lower than GSFTX's 0.66% expense ratio.
Dividends
CDDYX vs. GSFTX - Dividend Comparison
CDDYX's dividend yield for the trailing twelve months is around 4.92%, which matches GSFTX's 4.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 4.92% | 5.33% | 5.99% | 4.96% | 3.90% | 2.93% | 1.85% | 3.28% | 7.65% | 4.03% | 3.84% | 8.35% |
GSFTX Columbia Dividend Income Fund | 4.94% | 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, CDDYX 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 (2.67%) compared to CDDYX (2.67%). In terms of maximum drawdown, CDDYX dropped -32.74% vs GSFTX's -47.69%.
CDDYX currently has the higher Sharpe Ratio (2.31 vs 2.30), 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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