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GSFTX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSFTX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund (GSFTX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

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GSFTX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GSFTX
Columbia Dividend Income Fund
1.58%15.88%15.00%10.57%-4.94%17.67%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, GSFTX achieves a 1.58% return, which is significantly higher than ACTIX's -1.36% return.


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%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSFTX vs. ACTIX - Expense Ratio Comparison

GSFTX has a 0.66% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

GSFTX vs. ACTIX — Risk / Return Rank

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

GSFTX
GSFTX Risk / Return Rank: 6969
Overall Rank
GSFTX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GSFTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSFTX Omega Ratio Rank: 7171
Omega Ratio Rank
GSFTX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GSFTX Martin Ratio Rank: 7272
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
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.

GSFTX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


GSFTXACTIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.69

+0.51

Sortino ratio

Return per unit of downside risk

1.69

0.97

+0.72

Omega ratio

Gain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratio

Return relative to maximum drawdown

1.46

1.11

+0.35

Martin ratio

Return relative to average drawdown

6.80

4.03

+2.78

GSFTX vs. ACTIX - Sharpe Ratio Comparison

The current GSFTX Sharpe Ratio is 1.19, which is higher than the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GSFTX and ACTIX, 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


GSFTXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.69

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.00

+0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.00

+0.53

Correlation

The correlation between GSFTX and ACTIX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GSFTX vs. ACTIX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 5.31%, more than ACTIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
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%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSFTX vs. ACTIX - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -47.69%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for GSFTX and ACTIX.


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Drawdown Indicators


GSFTXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-96.41%

+48.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-3.07%

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-96.41%

+79.40%

Max Drawdown (10Y)

Largest decline over 10 years

-32.76%

Current Drawdown

Current decline from peak

-5.48%

-96.20%

+90.72%

Average Drawdown

Average peak-to-trough decline

-6.40%

-27.55%

+21.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

0.85%

+1.33%

Volatility

GSFTX vs. ACTIX - Volatility Comparison

Columbia Dividend Income Fund (GSFTX) has a higher volatility of 2.90% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that GSFTX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSFTXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

1.82%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.81%

2.51%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

4.68%

+8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

1,202.55%

-1,189.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

1,201.12%

-1,185.44%