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CDDYX vs. GSFTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CDDYX vs. GSFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and Columbia Dividend Income Fund (GSFTX). The values are adjusted to include any dividend payments, if applicable.

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CDDYX vs. GSFTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
3.28%15.95%15.17%10.65%-4.84%26.43%7.92%28.74%-4.27%20.34%
GSFTX
Columbia Dividend Income Fund
3.24%15.88%15.00%10.57%-4.94%26.26%7.75%28.12%-4.38%20.16%

Returns By Period

The year-to-date returns for both stocks are quite close, with CDDYX having a 3.28% return and GSFTX slightly lower at 3.24%. Both investments have delivered pretty close results over the past 10 years, with CDDYX having a 12.31% annualized return and GSFTX not far behind at 12.14%.


CDDYX

1D
1.60%
1M
-3.90%
YTD
3.28%
6M
5.98%
1Y
16.96%
3Y*
15.18%
5Y*
10.80%
10Y*
12.31%

GSFTX

1D
1.64%
1M
-3.89%
YTD
3.24%
6M
5.95%
1Y
16.86%
3Y*
15.08%
5Y*
10.69%
10Y*
12.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CDDYX vs. GSFTX - Expense Ratio Comparison

CDDYX has a 0.55% expense ratio, which is lower than GSFTX's 0.66% expense ratio.


Return for Risk

CDDYX vs. GSFTX — Risk / Return Rank

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

CDDYX
CDDYX Risk / Return Rank: 7272
Overall Rank
CDDYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CDDYX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CDDYX Omega Ratio Rank: 7070
Omega Ratio Rank
CDDYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CDDYX Martin Ratio Rank: 8181
Martin Ratio Rank

GSFTX
GSFTX Risk / Return Rank: 7171
Overall Rank
GSFTX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSFTX Sortino Ratio Rank: 6767
Sortino Ratio Rank
GSFTX Omega Ratio Rank: 6969
Omega Ratio Rank
GSFTX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GSFTX Martin Ratio Rank: 8181
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.

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.


CDDYXGSFTXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.22

+0.01

Sortino ratio

Return per unit of downside risk

1.75

1.74

+0.01

Omega ratio

Gain probability vs. loss probability

1.27

1.27

0.00

Calmar ratio

Return relative to maximum drawdown

1.78

1.77

+0.01

Martin ratio

Return relative to average drawdown

8.25

8.20

+0.04

CDDYX vs. GSFTX - Sharpe Ratio Comparison

The current CDDYX Sharpe Ratio is 1.23, which is comparable to the GSFTX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of CDDYX and GSFTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CDDYXGSFTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.22

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.81

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.78

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.54

+0.32

Correlation

The correlation between CDDYX and GSFTX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CDDYX vs. GSFTX - Dividend Comparison

CDDYX's dividend yield for the trailing twelve months is around 5.21%, which matches GSFTX's 5.23% yield.


TTM20252024202320222021202020192018201720162015
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
5.21%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
5.23%5.35%6.02%4.96%3.87%2.87%1.74%2.90%7.63%4.00%3.77%8.27%

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


CDDYXGSFTXDifference

Max Drawdown

Largest peak-to-trough decline

-32.74%

-47.69%

+14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-10.18%

+0.01%

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 Drawdown

Current decline from peak

-3.95%

-3.94%

-0.01%

Average Drawdown

Average peak-to-trough decline

-2.79%

-6.40%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.20%

-0.01%

Volatility

CDDYX vs. GSFTX - Volatility Comparison

Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and Columbia Dividend Income Fund (GSFTX) have volatilities of 3.45% and 3.46%, 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


CDDYXGSFTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.46%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

7.00%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

13.67%

13.68%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

13.30%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

15.68%

0.00%