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GSFTX vs. DODGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSFTX vs. DODGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund (GSFTX) and Dodge & Cox Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

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GSFTX vs. DODGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSFTX
Columbia Dividend Income Fund
3.24%15.88%15.00%10.57%-4.94%26.26%7.75%28.12%-4.38%20.16%
DODGX
Dodge & Cox Stock Fund Class I
-1.65%13.66%14.36%17.49%-7.25%31.72%7.10%24.30%-7.15%18.33%

Returns By Period

In the year-to-date period, GSFTX achieves a 3.24% return, which is significantly higher than DODGX's -1.65% return. Both investments have delivered pretty close results over the past 10 years, with GSFTX having a 12.14% annualized return and DODGX not far ahead at 12.55%.


GSFTX

1D
1.64%
1M
-3.89%
YTD
3.24%
6M
5.95%
1Y
16.86%
3Y*
15.08%
5Y*
10.69%
10Y*
12.14%

DODGX

1D
2.09%
1M
-5.31%
YTD
-1.65%
6M
0.63%
1Y
8.01%
3Y*
13.95%
5Y*
9.38%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

GSFTX vs. DODGX — Risk / Return Rank

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

GSFTX
GSFTX Risk / Return Rank: 7171
Overall Rank
GSFTX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSFTX Sortino Ratio Rank: 6767
Sortino Ratio Rank
GSFTX Omega Ratio Rank: 6969
Omega Ratio Rank
GSFTX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GSFTX Martin Ratio Rank: 8181
Martin Ratio Rank

DODGX
DODGX Risk / Return Rank: 1818
Overall Rank
DODGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DODGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DODGX Omega Ratio Rank: 1717
Omega Ratio Rank
DODGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
DODGX Martin Ratio Rank: 2222
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. DODGX - Risk-Adjusted Trends 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.


GSFTXDODGXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.49

+0.73

Sortino ratio

Return per unit of downside risk

1.74

0.78

+0.96

Omega ratio

Gain probability vs. loss probability

1.27

1.11

+0.15

Calmar ratio

Return relative to maximum drawdown

1.77

0.60

+1.17

Martin ratio

Return relative to average drawdown

8.20

2.50

+5.71

GSFTX vs. DODGX - Sharpe Ratio Comparison

The current GSFTX Sharpe Ratio is 1.22, which is higher than the DODGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of GSFTX and DODGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSFTXDODGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.49

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.59

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.65

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.62

-0.08

Correlation

The correlation between GSFTX and DODGX is 0.91, 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. DODGX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 5.23%, less than DODGX's 9.89% yield.


TTM20252024202320222021202020192018201720162015
GSFTX
Columbia Dividend Income Fund
5.23%5.35%6.02%4.96%3.87%2.87%1.74%2.90%7.63%4.00%3.77%8.27%
DODGX
Dodge & Cox Stock Fund Class I
9.89%9.86%8.20%3.76%5.47%3.22%6.74%10.23%9.69%6.78%6.26%5.36%

Drawdowns

GSFTX vs. DODGX - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -47.69%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for GSFTX and DODGX.


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Drawdown Indicators


GSFTXDODGXDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-63.24%

+15.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-12.23%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-21.85%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-32.76%

-40.41%

+7.65%

Current Drawdown

Current decline from peak

-3.94%

-5.31%

+1.37%

Average Drawdown

Average peak-to-trough decline

-6.40%

-7.53%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.94%

-0.74%

Volatility

GSFTX vs. DODGX - Volatility Comparison

The current volatility for Columbia Dividend Income Fund (GSFTX) is 3.46%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 4.23%. 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.


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Volatility by Period


GSFTXDODGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

4.23%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

8.72%

-1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

16.33%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.30%

16.05%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

19.25%

-3.57%