COTZX vs. GSFTX
Compare and contrast key facts about Columbia Thermostat Fund (COTZX) and Columbia Dividend Income Fund (GSFTX).
COTZX is managed by Columbia. It was launched on Sep 24, 2002. GSFTX is managed by Columbia. It was launched on Mar 4, 1998.
Performance
COTZX vs. GSFTX - Performance Comparison
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COTZX vs. GSFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COTZX Columbia Thermostat Fund | -2.76% | 15.02% | 7.98% | 11.66% | -12.92% | 6.44% | 29.61% | 15.15% | -1.17% | 3.33% |
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, COTZX achieves a -2.76% return, which is significantly lower than GSFTX's 1.58% return. Over the past 10 years, COTZX has underperformed GSFTX with an annualized return of 6.95%, while GSFTX has yielded a comparatively higher 11.96% annualized return.
COTZX
- 1D
- 0.23%
- 1M
- -3.79%
- YTD
- -2.76%
- 6M
- -1.32%
- 1Y
- 11.36%
- 3Y*
- 8.91%
- 5Y*
- 4.12%
- 10Y*
- 6.95%
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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COTZX vs. GSFTX - Expense Ratio Comparison
COTZX has a 0.24% expense ratio, which is lower than GSFTX's 0.66% expense ratio.
Return for Risk
COTZX vs. GSFTX — Risk / Return Rank
COTZX
GSFTX
COTZX vs. GSFTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Thermostat Fund (COTZX) 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.
| COTZX | GSFTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.19 | +0.18 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.69 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.26 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 1.46 | +0.61 |
Martin ratioReturn relative to average drawdown | 10.72 | 6.80 | +3.92 |
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
| COTZX | GSFTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.19 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.80 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.77 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.53 | +0.09 |
Correlation
The correlation between COTZX and GSFTX is 0.79, 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
COTZX vs. GSFTX - Dividend Comparison
COTZX's dividend yield for the trailing twelve months is around 3.46%, less than GSFTX's 5.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COTZX Columbia Thermostat Fund | 3.46% | 3.37% | 3.55% | 2.74% | 3.28% | 14.82% | 6.92% | 5.57% | 4.45% | 3.13% | 2.66% | 4.26% |
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
COTZX vs. GSFTX - Drawdown Comparison
The maximum COTZX drawdown since its inception was -47.48%, roughly equal to the maximum GSFTX drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for COTZX and GSFTX.
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Drawdown Indicators
| COTZX | GSFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.48% | -47.69% | +0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -5.40% | -10.18% | +4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -17.01% | -0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -17.80% | -32.76% | +14.96% |
Current DrawdownCurrent decline from peak | -3.79% | -5.48% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -6.40% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 2.18% | -1.14% |
Volatility
COTZX vs. GSFTX - Volatility Comparison
The current volatility for Columbia Thermostat Fund (COTZX) is 2.15%, while Columbia Dividend Income Fund (GSFTX) has a volatility of 2.90%. This indicates that COTZX experiences smaller price fluctuations and is considered to be less risky 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
| COTZX | GSFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 2.90% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 3.41% | 6.81% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.52% | 13.61% | -5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.28% | 13.28% | -6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.35% | 15.68% | -8.33% |