GSFTX vs. COLTX
GSFTX (Columbia Dividend Income Fund) and COLTX (Columbia Tax-Exempt Fund) are both mutual funds - GSFTX is a Large Cap Value Equities fund managed by Columbia, while COLTX is a Municipal Bonds fund managed by Columbia. Over the past 10 years, GSFTX returned 12.58%/yr vs 1.92%/yr for COLTX. At a correlation of -0.11, they often move in opposite directions. GSFTX charges 0.66%/yr vs 0.73%/yr for COLTX.
Performance
GSFTX vs. COLTX - Performance Comparison
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Returns By Period
In the year-to-date period, GSFTX achieves a 8.83% return, which is significantly higher than COLTX's 2.49% return. Over the past 10 years, GSFTX has outperformed COLTX with an annualized return of 12.58%, while COLTX has yielded a comparatively lower 1.92% annualized return.
GSFTX
- 1D
- -0.11%
- 1M
- 0.40%
- YTD
- 8.83%
- 6M
- 8.35%
- 1Y
- 21.43%
- 3Y*
- 15.88%
- 5Y*
- 11.52%
- 10Y*
- 12.58%
COLTX
- 1D
- 0.08%
- 1M
- 2.26%
- YTD
- 2.49%
- 6M
- 2.98%
- 1Y
- 8.37%
- 3Y*
- 4.45%
- 5Y*
- 0.66%
- 10Y*
- 1.92%
GSFTX vs. COLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSFTX Columbia Dividend Income Fund | 8.83% | 15.88% | 15.00% | 10.57% | -4.94% | 26.26% | 7.75% | 28.12% | -4.38% | 20.16% |
COLTX Columbia Tax-Exempt Fund | 2.49% | 3.86% | 3.47% | 6.60% | -12.56% | 3.01% | 3.37% | 8.15% | 0.19% | 6.15% |
Correlation
The correlation between GSFTX and COLTX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 1998 | -0.11 |
The correlation between GSFTX and COLTX shifts across timeframes, from -0.11 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GSFTX vs. COLTX — Risk / Return Rank
GSFTX
COLTX
GSFTX vs. COLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and Columbia Tax-Exempt Fund (COLTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSFTX | COLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.56 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 2.70 | +1.21 |
| Martin ratioReturn relative to average drawdown | 14.78 | 9.36 | +5.42 |
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Drawdowns
GSFTX vs. COLTX - Drawdown Comparison
The maximum GSFTX drawdown since its inception was -47.69%, which is greater than COLTX's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for GSFTX and COLTX.
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Drawdown Indicators
| GSFTX | COLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -18.07% | -29.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.51% | -3.11% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -13.01% | -8.08% | -4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -17.01% | -18.07% | +1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -32.76% | -18.07% | -14.69% |
Current DrawdownCurrent decline from peak | -1.04% | 0.00% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -2.63% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 0.90% | +0.55% |
Volatility
GSFTX vs. COLTX - Volatility Comparison
Columbia Dividend Income Fund (GSFTX) has a higher volatility of 2.65% compared to Columbia Tax-Exempt Fund (COLTX) at 0.94%. This indicates that GSFTX's price experiences larger fluctuations and is considered to be riskier than COLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSFTX | COLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 0.94% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 6.89% | 2.56% | +4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.17% | 3.52% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 5.24% | +8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 4.98% | +10.71% |
GSFTX vs. COLTX - Expense Ratio Comparison
GSFTX has a 0.66% expense ratio, which is lower than COLTX's 0.73% expense ratio.
Dividends
GSFTX vs. COLTX - Dividend Comparison
GSFTX's dividend yield for the trailing twelve months is around 4.96%, more than COLTX's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLTX Columbia Tax-Exempt Fund | 3.73% | 4.91% | 3.66% | 3.15% | 3.05% | 3.20% | 3.27% | 4.60% | 3.80% | 3.86% | 4.15% | 4.13% |
GSFTX Columbia Dividend Income Fund | 4.96% | 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 COLTX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSFTX has higher volatility (2.65%) compared to COLTX (0.94%). In terms of maximum drawdown, GSFTX dropped -47.69% vs COLTX's -18.07%.
COLTX currently has the higher Sharpe Ratio (2.39 vs 2.35), 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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