GSFTX vs. DQIRX
Compare and contrast key facts about Columbia Dividend Income Fund (GSFTX) and BNY Mellon Equity Income Fund (DQIRX).
GSFTX is managed by Columbia. It was launched on Mar 4, 1998. DQIRX is managed by Dreyfus. It was launched on Jul 5, 2006.
Performance
GSFTX vs. DQIRX - Performance Comparison
Loading graphics...
GSFTX vs. DQIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DQIRX BNY Mellon Equity Income Fund | 0.36% | 19.01% | 26.93% | 19.21% | -9.35% | 29.13% | 4.81% | 24.98% | -3.60% | 17.40% |
Returns By Period
In the year-to-date period, GSFTX achieves a 3.24% return, which is significantly higher than DQIRX's 0.36% return. Over the past 10 years, GSFTX has underperformed DQIRX with an annualized return of 12.14%, while DQIRX has yielded a comparatively higher 13.15% annualized return.
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%
DQIRX
- 1D
- 2.38%
- 1M
- -3.44%
- YTD
- 0.36%
- 6M
- 3.12%
- 1Y
- 23.47%
- 3Y*
- 20.11%
- 5Y*
- 14.03%
- 10Y*
- 13.15%
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. DQIRX - Expense Ratio Comparison
GSFTX has a 0.66% expense ratio, which is lower than DQIRX's 0.78% expense ratio.
Return for Risk
GSFTX vs. DQIRX — Risk / Return Rank
GSFTX
DQIRX
GSFTX vs. DQIRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and BNY Mellon Equity Income Fund (DQIRX). 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.
| GSFTX | DQIRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.37 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.94 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.98 | -0.21 |
Martin ratioReturn relative to average drawdown | 8.20 | 10.02 | -1.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GSFTX | DQIRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.37 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.89 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.76 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.54 | -0.01 |
Correlation
The correlation between GSFTX and DQIRX is 0.93, 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. DQIRX - Dividend Comparison
GSFTX's dividend yield for the trailing twelve months is around 5.23%, more than DQIRX's 3.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DQIRX BNY Mellon Equity Income Fund | 3.02% | 3.12% | 7.05% | 4.56% | 6.54% | 2.61% | 3.42% | 2.50% | 5.29% | 8.45% | 4.04% | 8.22% |
Drawdowns
GSFTX vs. DQIRX - Drawdown Comparison
The maximum GSFTX drawdown since its inception was -47.69%, smaller than the maximum DQIRX drawdown of -50.77%. Use the drawdown chart below to compare losses from any high point for GSFTX and DQIRX.
Loading graphics...
Drawdown Indicators
| GSFTX | DQIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -50.77% | +3.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -12.32% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.01% | -20.34% | +3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -32.76% | -36.82% | +4.06% |
Current DrawdownCurrent decline from peak | -3.94% | -4.57% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -6.99% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.43% | -0.23% |
Volatility
GSFTX vs. DQIRX - Volatility Comparison
The current volatility for Columbia Dividend Income Fund (GSFTX) is 3.46%, while BNY Mellon Equity Income Fund (DQIRX) has a volatility of 4.41%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than DQIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GSFTX | DQIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 4.41% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.00% | 8.84% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 17.33% | -3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 15.90% | -2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 17.39% | -1.71% |