GSFTX vs. HLIEX
Compare and contrast key facts about Columbia Dividend Income Fund (GSFTX) and JPMorgan Equity Income Fund (HLIEX).
GSFTX is managed by Columbia Threadneedle. It was launched on Mar 4, 1998. HLIEX is managed by JPMorgan Chase. It was launched on Jul 2, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSFTX or HLIEX.
Key characteristics
| GSFTX | HLIEX | |
|---|---|---|
| YTD Return | 18.38% | 18.09% |
| 1Y Return | 28.06% | 27.62% |
| 3Y Return (Ann) | 8.54% | 5.54% |
| 5Y Return (Ann) | 11.96% | 9.23% |
| 10Y Return (Ann) | 11.23% | 8.51% |
| Sharpe Ratio | 2.93 | 2.65 |
| Sortino Ratio | 4.15 | 3.76 |
| Omega Ratio | 1.55 | 1.49 |
| Calmar Ratio | 4.73 | 2.81 |
| Martin Ratio | 19.46 | 17.27 |
| Ulcer Index | 1.44% | 1.59% |
| Daily Std Dev | 9.56% | 10.34% |
| Max Drawdown | -47.69% | -75.13% |
| Current Drawdown | -0.28% | -0.56% |
Correlation
The correlation between GSFTX and HLIEX is 0.95, 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. HLIEX - Performance Comparison
The year-to-date returns for both stocks are quite close, with GSFTX having a 18.38% return and HLIEX slightly lower at 18.09%. Over the past 10 years, GSFTX has outperformed HLIEX with an annualized return of 11.23%, while HLIEX has yielded a comparatively lower 8.51% annualized return. 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. HLIEX - Expense Ratio Comparison
GSFTX has a 0.66% expense ratio, which is lower than HLIEX's 0.70% expense ratio.
Risk-Adjusted Performance
GSFTX vs. HLIEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and JPMorgan Equity Income Fund (HLIEX). 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. HLIEX - Dividend Comparison
GSFTX's dividend yield for the trailing twelve months is around 1.71%, less than HLIEX's 1.76% 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% |
HLIEX JPMorgan Equity Income Fund | 1.76% | 2.06% | 1.96% | 1.51% | 1.82% | 1.79% | 2.20% | 1.60% | 1.85% | 1.97% | 1.93% | 1.83% |
Drawdowns
GSFTX vs. HLIEX - Drawdown Comparison
The maximum GSFTX drawdown since its inception was -47.69%, smaller than the maximum HLIEX drawdown of -75.13%. Use the drawdown chart below to compare losses from any high point for GSFTX and HLIEX. For additional features, visit the drawdowns tool.
Volatility
GSFTX vs. HLIEX - Volatility Comparison
The current volatility for Columbia Dividend Income Fund (GSFTX) is 3.36%, while JPMorgan Equity Income Fund (HLIEX) has a volatility of 3.98%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than HLIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.