GSFTX vs. DODGX
Compare and contrast key facts about Columbia Dividend Income Fund (GSFTX) and Dodge & Cox Stock Fund Class I (DODGX).
GSFTX is managed by Columbia Threadneedle. It was launched on Mar 4, 1998. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSFTX or DODGX.
Key characteristics
| GSFTX | DODGX | |
|---|---|---|
| YTD Return | 18.38% | 20.62% |
| 1Y Return | 28.06% | 33.16% |
| 3Y Return (Ann) | 8.54% | 9.25% |
| 5Y Return (Ann) | 11.96% | 14.14% |
| 10Y Return (Ann) | 11.23% | 11.50% |
| Sharpe Ratio | 2.93 | 3.03 |
| Sortino Ratio | 4.15 | 4.21 |
| Omega Ratio | 1.55 | 1.56 |
| Calmar Ratio | 4.73 | 4.70 |
| Martin Ratio | 19.46 | 23.25 |
| Ulcer Index | 1.44% | 1.43% |
| Daily Std Dev | 9.56% | 10.98% |
| Max Drawdown | -47.69% | -63.25% |
| Current Drawdown | -0.28% | -0.25% |
Correlation
The correlation between GSFTX and DODGX is 0.92, 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.
Performance
GSFTX vs. DODGX - Performance Comparison
In the year-to-date period, GSFTX achieves a 18.38% return, which is significantly lower than DODGX's 20.62% return. Both investments have delivered pretty close results over the past 10 years, with GSFTX having a 11.23% annualized return and DODGX not far ahead at 11.50%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GSFTX vs. DODGX - Expense Ratio Comparison
GSFTX has a 0.66% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Risk-Adjusted Performance
GSFTX vs. DODGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and Dodge & Cox Stock Fund Class I (DODGX). 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.
Dividends
GSFTX vs. DODGX - Dividend Comparison
GSFTX's dividend yield for the trailing twelve months is around 1.71%, more than DODGX's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSFTX Columbia Dividend Income Fund | 1.71% | 1.95% | 1.93% | 1.46% | 1.74% | 1.82% | 2.22% | 1.78% | 1.94% | 2.92% | 2.26% | 1.94% |
DODGX Dodge & Cox Stock Fund Class I | 1.39% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
Drawdowns
GSFTX vs. DODGX - Drawdown Comparison
The maximum GSFTX drawdown since its inception was -47.69%, smaller than the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for GSFTX and DODGX. For additional features, visit the drawdowns tool.
Volatility
GSFTX vs. DODGX - Volatility Comparison
The current volatility for Columbia Dividend Income Fund (GSFTX) is 3.36%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 4.05%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.