GSFTX vs. LBSAX
GSFTX (Columbia Dividend Income Fund) and LBSAX (Columbia Dividend Income Fund Class A) are both Large Cap Value Equities funds from Columbia. Over the past 10 years, GSFTX returned 12.52%/yr vs 12.25%/yr for LBSAX. Their 1.00 correlation means they have historically moved very closely together. GSFTX charges 0.66%/yr vs 0.90%/yr for LBSAX.
Performance
GSFTX vs. LBSAX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GSFTX having a 12.19% return and LBSAX slightly lower at 12.04%. Both investments have delivered pretty close results over the past 10 years, with GSFTX having a 12.52% annualized return and LBSAX not far behind at 12.25%.
GSFTX
- 1D
- -0.02%
- 1M
- 0.72%
- 6M
- 7.79%
- YTD
- 12.19%
- 1Y
- 22.02%
- 3Y*
- 15.35%
- 5Y*
- 11.07%
- 10Y*
- 12.52%
- ALL TIME*
- 9.29%
LBSAX
- 1D
- -0.02%
- 1M
- 0.70%
- 6M
- 7.67%
- YTD
- 12.04%
- 1Y
- 21.71%
- 3Y*
- 15.05%
- 5Y*
- 10.80%
- 10Y*
- 12.25%
- ALL TIME*
- 10.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GSFTX vs. LBSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSFTX Columbia Dividend Income Fund | 12.19% | 15.88% | 15.00% | 10.57% | -4.94% | 26.26% | 7.75% | 28.12% | -4.38% | 20.16% |
LBSAX Columbia Dividend Income Fund Class A | 12.04% | 15.58% | 14.73% | 10.26% | -5.19% | 25.97% | 7.48% | 27.84% | -4.62% | 19.96% |
Correlation
The correlation between GSFTX and LBSAX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2002 | 1.00 |
The correlation between GSFTX and LBSAX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
GSFTX vs. LBSAX — Risk / Return Rank
GSFTX
LBSAX
GSFTX vs. LBSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and Columbia Dividend Income Fund Class A (LBSAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSFTX | LBSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 3.65 | +0.07 |
| Martin ratioReturn relative to average drawdown | 14.19 | 13.88 | +0.32 |
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Drawdowns
GSFTX vs. LBSAX - Drawdown Comparison
The maximum GSFTX drawdown since its inception was -47.69%, roughly equal to the maximum LBSAX drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for GSFTX and LBSAX.
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Drawdown Indicators
| GSFTX | LBSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -47.89% | +0.20% |
Max Drawdown (1Y)Largest decline over 1 year | -5.51% | -5.52% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.01% | -13.03% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.01% | -17.16% | +0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -32.76% | -32.82% | +0.06% |
Current DrawdownCurrent decline from peak | -1.20% | -1.20% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -5.22% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.46% | -0.01% |
Volatility
GSFTX vs. LBSAX - Volatility Comparison
Columbia Dividend Income Fund (GSFTX) and Columbia Dividend Income Fund Class A (LBSAX) have volatilities of 2.43% and 2.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSFTX | LBSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 2.41% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.77% | 6.76% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 9.23% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.23% | 13.23% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 15.67% | -0.01% |
GSFTX vs. LBSAX - Expense Ratio Comparison
GSFTX has a 0.66% expense ratio, which is lower than LBSAX's 0.90% expense ratio.
Dividends
GSFTX vs. LBSAX - Dividend Comparison
GSFTX's dividend yield for the trailing twelve months is around 4.81%, more than LBSAX's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSFTX Columbia Dividend Income Fund | 4.81% | 5.35% | 6.02% | 4.96% | 3.87% | 2.87% | 1.74% | 2.90% | 7.63% | 4.00% | 3.77% | 8.27% |
LBSAX Columbia Dividend Income Fund Class A | 4.58% | 5.11% | 5.78% | 4.72% | 3.62% | 2.65% | 1.52% | 2.68% | 7.36% | 3.83% | 3.60% | 8.01% |
Frequently Asked Questions
With a correlation of 1.00, GSFTX and LBSAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GSFTX has higher volatility (2.43%) compared to LBSAX (2.41%). In terms of maximum drawdown, GSFTX dropped -47.69% vs LBSAX's -47.89%.
GSFTX currently has the higher Sharpe Ratio (2.22 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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