GSFTX vs. AGRFX

In the year-to-date period, GSFTX achieves a 10.15% return, which is significantly lower than AGRFX's 10.72% return. Over the past 10 years, GSFTX has outperformed AGRFX with an annualized return of 10.16%, while AGRFX has yielded a comparatively lower 6.27% annualized return.

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GSFTX has a 0.66% expense ratio, which is lower than AGRFX's 1.12% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and AB Growth Fund (AGRFX). 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.

The current GSFTX Sharpe Ratio is 1.13, which is higher than the AGRFX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of GSFTX and AGRFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSFTX's dividend yield for the trailing twelve months is around 1.35%, while AGRFX has not paid dividends to shareholders.

The maximum GSFTX drawdown since its inception was -47.69%, smaller than the maximum AGRFX drawdown of -61.88%. Use the drawdown chart below to compare losses from any high point for GSFTX and AGRFX. For additional features, visit the drawdowns tool.

The current volatility for Columbia Dividend Income Fund (GSFTX) is 5.70%, while AB Growth Fund (AGRFX) has a volatility of 20.18%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than AGRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.