PortfoliosLab logoPortfoliosLab logo
GSFTX vs. CMTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSFTX vs. CMTFX - Performance Comparison

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

Loading graphics...

GSFTX vs. CMTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CMTFX
Columbia Global Technology Growth Fund
-10.17%25.10%31.72%56.85%-34.63%23.04%49.65%44.21%-1.26%43.38%

Returns By Period

In the year-to-date period, GSFTX achieves a 1.58% return, which is significantly higher than CMTFX's -10.17% return. Over the past 10 years, GSFTX has underperformed CMTFX with an annualized return of 11.96%, while CMTFX has yielded a comparatively higher 20.54% annualized return.


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%

CMTFX

1D
-1.69%
1M
-9.74%
YTD
-10.17%
6M
-8.43%
1Y
28.08%
3Y*
24.15%
5Y*
12.80%
10Y*
20.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. CMTFX - Expense Ratio Comparison

GSFTX has a 0.66% expense ratio, which is lower than CMTFX's 0.92% expense ratio.


Return for Risk

GSFTX vs. CMTFX — Risk / Return Rank

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

GSFTX
GSFTX Risk / Return Rank: 6969
Overall Rank
GSFTX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GSFTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSFTX Omega Ratio Rank: 7171
Omega Ratio Rank
GSFTX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GSFTX Martin Ratio Rank: 7272
Martin Ratio Rank

CMTFX
CMTFX Risk / Return Rank: 6363
Overall Rank
CMTFX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CMTFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
CMTFX Omega Ratio Rank: 5858
Omega Ratio Rank
CMTFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
CMTFX Martin Ratio Rank: 6464
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. CMTFX - Risk-Adjusted Trends Comparison

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


GSFTXCMTFXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.03

+0.16

Sortino ratio

Return per unit of downside risk

1.69

1.58

+0.11

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

1.46

1.70

-0.24

Martin ratio

Return relative to average drawdown

6.80

6.04

+0.76

GSFTX vs. CMTFX - Sharpe Ratio Comparison

The current GSFTX Sharpe Ratio is 1.19, which is comparable to the CMTFX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of GSFTX and CMTFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GSFTXCMTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.03

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.50

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.84

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.44

+0.10

Correlation

The correlation between GSFTX and CMTFX is 0.73, 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. CMTFX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 5.31%, more than CMTFX's 3.44% yield.


TTM20252024202320222021202020192018201720162015
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%
CMTFX
Columbia Global Technology Growth Fund
3.44%3.09%1.02%2.23%3.36%4.19%0.87%2.44%5.89%3.60%0.35%1.74%

Drawdowns

GSFTX vs. CMTFX - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -47.69%, smaller than the maximum CMTFX drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for GSFTX and CMTFX.


Loading graphics...

Drawdown Indicators


GSFTXCMTFXDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-68.28%

+20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-14.35%

+4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-39.42%

+22.41%

Max Drawdown (10Y)

Largest decline over 10 years

-32.76%

-39.42%

+6.66%

Current Drawdown

Current decline from peak

-5.48%

-14.35%

+8.87%

Average Drawdown

Average peak-to-trough decline

-6.40%

-16.40%

+10.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

4.04%

-1.86%

Volatility

GSFTX vs. CMTFX - Volatility Comparison

The current volatility for Columbia Dividend Income Fund (GSFTX) is 2.90%, while Columbia Global Technology Growth Fund (CMTFX) has a volatility of 7.45%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than CMTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GSFTXCMTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

7.45%

-4.55%

Volatility (6M)

Calculated over the trailing 6-month period

6.81%

16.24%

-9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

27.01%

-13.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

25.81%

-12.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

24.66%

-8.98%