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GSFTX vs. EQNIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSFTX and EQNIX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

GSFTX vs. EQNIX - Performance Comparison

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

150.00%160.00%170.00%180.00%190.00%200.00%210.00%NovemberDecember2025FebruaryMarchApril
174.71%
177.13%
GSFTX
EQNIX

Key characteristics

Sharpe Ratio

GSFTX:

0.19

EQNIX:

-0.03

Sortino Ratio

GSFTX:

0.35

EQNIX:

0.08

Omega Ratio

GSFTX:

1.05

EQNIX:

1.01

Calmar Ratio

GSFTX:

0.18

EQNIX:

-0.03

Martin Ratio

GSFTX:

0.59

EQNIX:

-0.10

Ulcer Index

GSFTX:

4.69%

EQNIX:

5.35%

Daily Std Dev

GSFTX:

14.95%

EQNIX:

17.24%

Max Drawdown

GSFTX:

-48.23%

EQNIX:

-36.60%

Current Drawdown

GSFTX:

-10.28%

EQNIX:

-10.99%

Returns By Period

In the year-to-date period, GSFTX achieves a -1.91% return, which is significantly higher than EQNIX's -2.68% return. Over the past 10 years, GSFTX has outperformed EQNIX with an annualized return of 7.51%, while EQNIX has yielded a comparatively lower 6.46% annualized return.


GSFTX

YTD

-1.91%

1M

-4.31%

6M

-6.57%

1Y

2.57%

5Y*

10.53%

10Y*

7.51%

EQNIX

YTD

-2.68%

1M

-4.02%

6M

-7.92%

1Y

-0.42%

5Y*

10.33%

10Y*

6.46%

*Annualized

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GSFTX vs. EQNIX - Expense Ratio Comparison

GSFTX has a 0.66% expense ratio, which is higher than EQNIX's 0.64% expense ratio.


Expense ratio chart for GSFTX: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSFTX: 0.66%
Expense ratio chart for EQNIX: current value is 0.64%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EQNIX: 0.64%

Risk-Adjusted Performance

GSFTX vs. EQNIX — Risk-Adjusted Performance Rank

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

GSFTX
The Risk-Adjusted Performance Rank of GSFTX is 3535
Overall Rank
The Sharpe Ratio Rank of GSFTX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of GSFTX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of GSFTX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of GSFTX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of GSFTX is 3434
Martin Ratio Rank

EQNIX
The Risk-Adjusted Performance Rank of EQNIX is 2121
Overall Rank
The Sharpe Ratio Rank of EQNIX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of EQNIX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of EQNIX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of EQNIX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of EQNIX is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSFTX vs. EQNIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and MFS Equity Income Fund (EQNIX). 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.


The chart of Sharpe ratio for GSFTX, currently valued at 0.19, compared to the broader market-1.000.001.002.003.00
GSFTX: 0.19
EQNIX: -0.03
The chart of Sortino ratio for GSFTX, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
GSFTX: 0.35
EQNIX: 0.08
The chart of Omega ratio for GSFTX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
GSFTX: 1.05
EQNIX: 1.01
The chart of Calmar ratio for GSFTX, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.00
GSFTX: 0.18
EQNIX: -0.03
The chart of Martin ratio for GSFTX, currently valued at 0.59, compared to the broader market0.0010.0020.0030.0040.0050.00
GSFTX: 0.59
EQNIX: -0.10

The current GSFTX Sharpe Ratio is 0.19, which is higher than the EQNIX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of GSFTX and EQNIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.19
-0.03
GSFTX
EQNIX

Dividends

GSFTX vs. EQNIX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 1.86%, less than EQNIX's 2.50% yield.


TTM20242023202220212020201920182017201620152014
GSFTX
Columbia Dividend Income Fund
1.86%1.82%1.95%1.93%1.46%1.74%1.82%2.22%1.78%1.94%2.92%2.26%
EQNIX
MFS Equity Income Fund
2.50%2.56%1.86%2.03%1.85%2.03%2.08%2.60%2.24%2.42%3.23%4.01%

Drawdowns

GSFTX vs. EQNIX - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -48.23%, which is greater than EQNIX's maximum drawdown of -36.60%. Use the drawdown chart below to compare losses from any high point for GSFTX and EQNIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.28%
-10.99%
GSFTX
EQNIX

Volatility

GSFTX vs. EQNIX - Volatility Comparison

The current volatility for Columbia Dividend Income Fund (GSFTX) is 10.48%, while MFS Equity Income Fund (EQNIX) has a volatility of 12.29%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than EQNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.48%
12.29%
GSFTX
EQNIX