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GSFTX vs. CGCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GSFTX vs. CGCB

Last updated Jun 4, 2026

GSFTX (Columbia Dividend Income Fund) and CGCB (Capital Group Core Bond ETF) are both funds - GSFTX is a Large Cap Value Equities fund managed by Columbia, while CGCB is a Intermediate Core Bond fund actively managed by Capital Group. Over the past year, GSFTX returned 20.38% vs 5.06% for CGCB. At a 0.21 correlation, their price movements are largely independent. GSFTX charges 0.66%/yr vs 0.27%/yr for CGCB.

Performance

GSFTX vs. CGCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund (GSFTX) and Capital Group Core Bond ETF (CGCB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GSFTX achieves a 8.09% return, which is significantly higher than CGCB's 0.05% return.

GSFTX

1D
0.93%
1M
1.48%
YTD
8.09%
6M
8.45%
1Y
20.38%
3Y*
16.58%
5Y*
10.69%
10Y*
12.47%

CGCB

1D
-0.19%
1M
0.18%
YTD
0.05%
6M
0.01%
1Y
5.06%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSFTX vs. CGCB - Yearly Performance Comparison

2026 (YTD)202520242023
GSFTX
Columbia Dividend Income Fund		8.09%15.88%15.00%7.99%
CGCB
Capital Group Core Bond ETF		0.05%7.29%1.44%6.80%

Correlation

The correlation between GSFTX and CGCB is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2023

0.21

Compare stocks, funds, or ETFs

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

Columbia Dividend Income Fund

Capital Group Core Bond ETF

Often compared with GSFTX:
GSFTX vs. LBSAXGSFTX vs. EQNIXGSFTX vs. HLIEXGSFTX vs. PRDGXGSFTX vs. AGRFXGSFTX vs. VOOGSFTX vs. SPY
Often compared with CGCB:
CGCB vs. VCRBCGCB vs. CGSDCGCB vs. BNDCGCB vs. JAAACGCB vs. PYLDCGCB vs. FBNDCGCB vs. IUSB

Return for Risk

GSFTX vs. CGCB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GSFTX
GSFTX Risk / Return Rank: 6868
Overall Rank
GSFTX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GSFTX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GSFTX Omega Ratio Rank: 5555
Omega Ratio Rank
GSFTX Calmar Ratio Rank: 8282
Calmar Ratio Rank
GSFTX Martin Ratio Rank: 7676
Martin Ratio Rank
CGCB
CGCB Risk / Return Rank: 3535
Overall Rank
CGCB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGCB Sortino Ratio Rank: 3737
Sortino Ratio Rank
CGCB Omega Ratio Rank: 3333
Omega Ratio Rank
CGCB Calmar Ratio Rank: 3535
Calmar Ratio Rank
CGCB Martin Ratio Rank: 3434
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. CGCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and Capital Group Core Bond ETF (CGCB). 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.

GSFTXCGCBDifference
Sharpe ratioReturn per unit of total volatility
2.31
1.29

+1.03

Sortino ratioReturn per unit of downside risk
3.32
1.92

+1.40

Omega ratioGain probability vs. loss probability

1.41

1.22

+0.19

Calmar ratioReturn relative to maximum drawdown

3.81

1.71

+2.10

Martin ratioReturn relative to average drawdown

14.36

5.16

+9.20

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. CGCB - Sharpe Ratio Comparison

The current GSFTX Sharpe Ratio is 2.31, which is higher than the CGCB Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GSFTX and CGCB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

GSFTXCGCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

1.29

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.08

-0.54

Drawdowns

GSFTX vs. CGCB - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -47.69%, which is greater than CGCB's maximum drawdown of -5.17%. Use the drawdown chart below to compare losses from any high point for GSFTX and CGCB.

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Drawdown Indicators

GSFTXCGCBDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-5.17%

-42.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.51%

-2.98%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-13.01%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-32.76%

—

—

Current Drawdown

Current decline from peak

-0.28%

-1.83%

+1.55%

Average Drawdown

Average peak-to-trough decline

-6.37%

-1.34%

-5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

0.98%

+0.48%

Volatility

GSFTX vs. CGCB - Volatility Comparison

Columbia Dividend Income Fund (GSFTX) has a higher volatility of 2.47% compared to Capital Group Core Bond ETF (CGCB) at 1.32%. This indicates that GSFTX's price experiences larger fluctuations and is considered to be riskier than CGCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GSFTXCGCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

1.32%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

6.87%

2.80%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

9.06%

3.94%

+5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

5.39%

+7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

5.39%

+10.30%

GSFTX vs. CGCB - Expense Ratio Comparison

GSFTX has a 0.66% expense ratio, which is higher than CGCB's 0.27% expense ratio.

Dividends

GSFTX vs. CGCB - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 4.99%, more than CGCB's 4.22% yield.

PositionTTM20252024202320222021202020192018201720162015
CGCB
Capital Group Core Bond ETF		4.22%4.22%3.99%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSFTX
Columbia Dividend Income Fund		4.99%5.35%6.02%4.96%3.87%2.87%1.74%2.90%7.63%4.00%3.77%8.27%

Frequently Asked Questions

GSFTX and CGCB have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSFTX has higher volatility (2.47%) compared to CGCB (1.32%). In terms of maximum drawdown, GSFTX dropped -47.69% vs CGCB's -5.17%.

GSFTX currently has the higher Sharpe Ratio (2.31 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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