GSFTX vs. CDDYX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Dividend Income Fund (GSFTX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX).

GSFTX is managed by Columbia. It was launched on Mar 4, 1998. CDDYX is managed by Columbia. It was launched on Nov 8, 2012.

Performance

GSFTX vs. CDDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund (GSFTX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). The values are adjusted to include any dividend payments, if applicable.

GSFTX vs. CDDYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
CDDYX Columbia Dividend Income Fund Institutional 3 Class	1.65%	15.95%	15.17%	10.65%	-4.84%	26.43%	7.92%	28.74%	-4.27%	20.34%

Returns By Period

The year-to-date returns for both investments are quite close, with GSFTX having a 1.58% return and CDDYX slightly higher at 1.65%. Both investments have delivered pretty close results over the past 10 years, with GSFTX having a 11.96% annualized return and CDDYX not far ahead at 12.13%.

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%

CDDYX

• 1D: 0.03%
• 1M: -5.46%
• YTD: 1.65%
• 6M: 4.20%
• 1Y: 14.89%
• 3Y*: 14.58%
• 5Y*: 10.65%
• 10Y*: 12.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSFTX vs. CDDYX - Expense Ratio Comparison

GSFTX has a 0.66% expense ratio, which is higher than CDDYX's 0.55% expense ratio.

GSFTX

Columbia Dividend Income Fund

CDDYX

Columbia Dividend Income Fund Institutional 3 Class

Return for Risk

GSFTX vs. CDDYX — Risk / Return Rank

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

GSFTX

GSFTX Risk / Return Rank: 69
GSFTX Sharpe Ratio Rank: 69
GSFTX Sortino Ratio Rank: 69
GSFTX Omega Ratio Rank: 71
GSFTX Calmar Ratio Rank: 64
GSFTX Martin Ratio Rank: 72

CDDYX

CDDYX Risk / Return Rank: 69
CDDYX Sharpe Ratio Rank: 69
CDDYX Sortino Ratio Rank: 69
CDDYX Omega Ratio Rank: 71
CDDYX Calmar Ratio Rank: 65
CDDYX Martin Ratio Rank: 73

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. CDDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). 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.

	GSFTX	CDDYX	Difference
Sharpe ratio Return per unit of total volatility	1.19	1.20	-0.01
Sortino ratio Return per unit of downside risk	1.69	1.70	-0.01
Omega ratio Gain probability vs. loss probability	1.26	1.26	0.00
Calmar ratio Return relative to maximum drawdown	1.46	1.47	-0.02
Martin ratio Return relative to average drawdown	6.80	6.88	-0.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GSFTX vs. CDDYX - Sharpe Ratio Comparison

The current GSFTX Sharpe Ratio is 1.19, which is comparable to the CDDYX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of GSFTX and CDDYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GSFTX	CDDYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	1.20	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.81	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	0.78	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.85	-0.32

Correlation

The correlation between GSFTX and CDDYX is 1.00, 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

GSFTX vs. CDDYX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 5.31%, which matches CDDYX's 5.29% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
CDDYX Columbia Dividend Income Fund Institutional 3 Class	5.29%	5.33%	5.99%	4.96%	3.90%	2.93%	1.85%	3.28%	7.65%	4.03%	3.84%	8.35%

Drawdowns

GSFTX vs. CDDYX - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -47.69%, which is greater than CDDYX's maximum drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for GSFTX and CDDYX.

Drawdown Indicators

	GSFTX	CDDYX	Difference
Max Drawdown Largest peak-to-trough decline	-47.69%	-32.74%	-14.95%
Max Drawdown (1Y) Largest decline over 1 year	-10.18%	-10.17%	-0.01%
Max Drawdown (5Y) Largest decline over 5 years	-17.01%	-16.91%	-0.10%
Max Drawdown (10Y) Largest decline over 10 years	-32.76%	-32.74%	-0.02%
Current Drawdown Current decline from peak	-5.48%	-5.46%	-0.02%
Average Drawdown Average peak-to-trough decline	-6.40%	-2.79%	-3.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	2.18%	0.00%

Volatility

GSFTX vs. CDDYX - Volatility Comparison

Columbia Dividend Income Fund (GSFTX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX) have volatilities of 2.90% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSFTX	CDDYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	2.92%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	6.81%	6.83%	-0.02%
Volatility (1Y) Calculated over the trailing 1-year period	13.61%	13.61%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.28%	13.29%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.68%	15.68%	0.00%