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GSFTX vs. AGRFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSFTX and AGRFX is 0.93, 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.


Performance

GSFTX vs. AGRFX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GSFTX:

0.39

AGRFX:

-0.16

Sortino Ratio

GSFTX:

0.70

AGRFX:

0.04

Omega Ratio

GSFTX:

1.10

AGRFX:

1.01

Calmar Ratio

GSFTX:

0.43

AGRFX:

-0.10

Martin Ratio

GSFTX:

1.33

AGRFX:

-0.22

Ulcer Index

GSFTX:

5.07%

AGRFX:

15.38%

Daily Std Dev

GSFTX:

15.15%

AGRFX:

29.18%

Max Drawdown

GSFTX:

-48.23%

AGRFX:

-61.88%

Current Drawdown

GSFTX:

-4.97%

AGRFX:

-20.23%

Returns By Period

In the year-to-date period, GSFTX achieves a 3.90% return, which is significantly higher than AGRFX's 0.61% return. Over the past 10 years, GSFTX has outperformed AGRFX with an annualized return of 8.00%, while AGRFX has yielded a comparatively lower 5.63% annualized return.


GSFTX

YTD

3.90%

1M

7.56%

6M

-2.38%

1Y

5.51%

5Y*

11.77%

10Y*

8.00%

AGRFX

YTD

0.61%

1M

15.17%

6M

-14.26%

1Y

-4.84%

5Y*

6.19%

10Y*

5.63%

*Annualized

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GSFTX vs. AGRFX - Expense Ratio Comparison

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


Risk-Adjusted Performance

GSFTX vs. AGRFX — Risk-Adjusted Performance Rank

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

GSFTX
The Risk-Adjusted Performance Rank of GSFTX is 4444
Overall Rank
The Sharpe Ratio Rank of GSFTX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of GSFTX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of GSFTX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of GSFTX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of GSFTX is 4242
Martin Ratio Rank

AGRFX
The Risk-Adjusted Performance Rank of AGRFX is 1212
Overall Rank
The Sharpe Ratio Rank of AGRFX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of AGRFX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of AGRFX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of AGRFX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of AGRFX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSFTX vs. AGRFX - Risk-Adjusted Performance Comparison

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 0.39, which is higher than the AGRFX Sharpe Ratio of -0.16. 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.


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Dividends

GSFTX vs. AGRFX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 1.76%, while AGRFX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GSFTX
Columbia Dividend Income Fund
1.76%1.82%1.95%1.93%1.46%1.74%1.82%2.22%1.78%1.94%2.92%2.26%
AGRFX
AB Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSFTX vs. AGRFX - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -48.23%, 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.


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Volatility

GSFTX vs. AGRFX - Volatility Comparison

The current volatility for Columbia Dividend Income Fund (GSFTX) is 4.02%, while AB Growth Fund (AGRFX) has a volatility of 6.13%. 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.


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