PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GSFTX vs. AGRFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSFTX and AGRFX is 0.82, 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.


-0.50.00.51.00.8

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.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
652.37%
124.51%
GSFTX
AGRFX

Key characteristics

Sharpe Ratio

GSFTX:

1.13

AGRFX:

0.50

Sortino Ratio

GSFTX:

1.51

AGRFX:

0.71

Omega Ratio

GSFTX:

1.22

AGRFX:

1.15

Calmar Ratio

GSFTX:

1.25

AGRFX:

0.56

Martin Ratio

GSFTX:

6.06

AGRFX:

2.56

Ulcer Index

GSFTX:

1.98%

AGRFX:

4.81%

Daily Std Dev

GSFTX:

10.61%

AGRFX:

24.41%

Max Drawdown

GSFTX:

-47.69%

AGRFX:

-61.88%

Current Drawdown

GSFTX:

-8.80%

AGRFX:

-19.72%

Returns By Period

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.


GSFTX

YTD

10.15%

1M

-6.37%

6M

1.84%

1Y

11.10%

5Y*

9.56%

10Y*

10.16%

AGRFX

YTD

10.72%

1M

-14.76%

6M

-8.31%

1Y

11.04%

5Y*

6.77%

10Y*

6.27%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSFTX vs. AGRFX - Expense Ratio Comparison

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


AGRFX
AB Growth Fund
Expense ratio chart for AGRFX: current value at 1.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.12%
Expense ratio chart for GSFTX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for GSFTX, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.001.130.50
The chart of Sortino ratio for GSFTX, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.001.510.71
The chart of Omega ratio for GSFTX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.15
The chart of Calmar ratio for GSFTX, currently valued at 1.25, compared to the broader market0.002.004.006.008.0010.0012.0014.001.250.56
The chart of Martin ratio for GSFTX, currently valued at 6.06, compared to the broader market0.0020.0040.0060.006.062.56
GSFTX
AGRFX

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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.13
0.50
GSFTX
AGRFX

Dividends

GSFTX vs. AGRFX - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
GSFTX
Columbia Dividend Income Fund
1.35%1.95%1.93%1.46%1.74%1.82%2.22%1.78%1.94%2.92%2.26%1.94%
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 -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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.80%
-19.72%
GSFTX
AGRFX

Volatility

GSFTX vs. AGRFX - Volatility Comparison

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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.70%
20.18%
GSFTX
AGRFX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab