GSFTX vs. HLIEX

In the year-to-date period, GSFTX achieves a 1.95% return, which is significantly higher than HLIEX's 1.50% return. Over the past 10 years, GSFTX has underperformed HLIEX with an annualized return of 7.80%, while HLIEX has yielded a comparatively higher 9.04% annualized return.

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GSFTX has a 0.66% expense ratio, which is lower than HLIEX's 0.70% expense ratio.

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.

The current GSFTX Sharpe Ratio is 0.32, which is comparable to the HLIEX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of GSFTX and HLIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSFTX's dividend yield for the trailing twelve months is around 1.79%, less than HLIEX's 1.90% yield.

The maximum GSFTX drawdown since its inception was -48.23%, 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.

The current volatility for Columbia Dividend Income Fund (GSFTX) is 4.22%, while JPMorgan Equity Income Fund (HLIEX) has a volatility of 4.58%. 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.