GSFTX vs. TILVX

Last updated Jun 4, 2026

GSFTX (Columbia Dividend Income Fund) and TILVX (TIAA-CREF Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 10 years, GSFTX returned 12.47%/yr vs 11.10%/yr for TILVX. With a 0.96 correlation, they move nearly in lockstep. GSFTX charges 0.66%/yr vs 0.05%/yr for TILVX.

Performance

GSFTX vs. TILVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund (GSFTX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSFTX achieves a 8.09% return, which is significantly lower than TILVX's 14.30% return. Over the past 10 years, GSFTX has outperformed TILVX with an annualized return of 12.47%, while TILVX has yielded a comparatively lower 11.10% annualized return.

GSFTX

• 1D: 0.93%
• 1M: 1.48%
• YTD: 8.09%
• 6M: 8.45%
• 1Y: 20.38%
• 3Y*: 16.58%
• 5Y*: 10.69%
• 10Y*: 12.47%

TILVX

• 1D: 0.79%
• 1M: 4.27%
• YTD: 14.30%
• 6M: 14.82%
• 1Y: 28.25%
• 3Y*: 18.53%
• 5Y*: 10.41%
• 10Y*: 11.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSFTX vs. TILVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GSFTX Columbia Dividend Income Fund	8.09%	15.88%	15.00%	10.57%	-4.94%	26.26%	7.75%	28.12%	-4.38%	20.16%
TILVX TIAA-CREF Large-Cap Value Index Fund	14.30%	15.81%	14.26%	11.49%	-7.57%	25.05%	2.90%	26.48%	-8.38%	10.93%

Correlation

The correlation between GSFTX and TILVX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Oct 1, 2002	0.96

The correlation between GSFTX and TILVX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

Return for Risk

GSFTX vs. TILVX — Risk / Return Rank

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

GSFTX

GSFTX Risk / Return Rank: 68
GSFTX Sharpe Ratio Rank: 62
GSFTX Sortino Ratio Rank: 63
GSFTX Omega Ratio Rank: 55
GSFTX Calmar Ratio Rank: 82
GSFTX Martin Ratio Rank: 76

TILVX

TILVX Risk / Return Rank: 83
TILVX Sharpe Ratio Rank: 83
TILVX Sortino Ratio Rank: 81
TILVX Omega Ratio Rank: 74
TILVX Calmar Ratio Rank: 88
TILVX Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSFTX vs. TILVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). 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	TILVX	Difference
Sharpe ratio: Return per unit of total volatility	2.31	2.70	-0.38
Sortino ratio: Return per unit of downside risk	3.32	3.81	-0.49
Omega ratio: Gain probability vs. loss probability	1.41	1.49	-0.07
Calmar ratio: Return relative to maximum drawdown	3.81	4.30	-0.50
Martin ratio: Return relative to average drawdown	14.36	18.01	-3.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GSFTX vs. TILVX - Sharpe Ratio Comparison

The current GSFTX Sharpe Ratio is 2.31, which is comparable to the TILVX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of GSFTX and TILVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GSFTX	TILVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	2.70	-0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.71	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	0.63	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.48	+0.07

Drawdowns

GSFTX vs. TILVX - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -47.69%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for GSFTX and TILVX.

Drawdown Indicators

	GSFTX	TILVX	Difference
Max Drawdown Largest peak-to-trough decline	-47.69%	-60.05%	+12.36%
Max Drawdown (1Y) Largest decline over 1 year	-5.51%	-6.80%	+1.29%
Max Drawdown (3Y) Largest decline over 3 years	-13.01%	-15.58%	+2.57%
Max Drawdown (5Y) Largest decline over 5 years	-17.01%	-19.00%	+1.99%
Max Drawdown (10Y) Largest decline over 10 years	-32.76%	-40.15%	+7.39%
Current Drawdown Current decline from peak	-0.28%	0.00%	-0.28%
Average Drawdown Average peak-to-trough decline	-6.37%	-8.26%	+1.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.46%	1.62%	-0.16%

Volatility

GSFTX vs. TILVX - Volatility Comparison

The current volatility for Columbia Dividend Income Fund (GSFTX) is 2.47%, while TIAA-CREF Large-Cap Value Index Fund (TILVX) has a volatility of 3.04%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than TILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSFTX	TILVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.47%	3.04%	-0.57%
Volatility (6M) Calculated over the trailing 6-month period	6.87%	8.19%	-1.32%
Volatility (1Y) Calculated over the trailing 1-year period	9.06%	10.84%	-1.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.27%	14.82%	-1.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.69%	17.66%	-1.97%

GSFTX vs. TILVX - Expense Ratio Comparison

GSFTX has a 0.66% expense ratio, which is higher than TILVX's 0.05% expense ratio.

Dividends

GSFTX vs. TILVX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 4.99%, less than TILVX's 5.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSFTX Columbia Dividend Income Fund	4.99%	5.35%	6.02%	4.96%	3.87%	2.87%	1.74%	2.90%	7.63%	4.00%	3.77%	8.27%
TILVX TIAA-CREF Large-Cap Value Index Fund	5.21%	5.96%	3.04%	4.90%	4.57%	3.77%	2.26%	7.05%	4.68%	2.01%	3.14%	4.24%

Frequently Asked Questions

Can I hold both GSFTX and TILVX in my portfolio?

With a correlation of 0.91, GSFTX and TILVX 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.

Which is riskier, GSFTX or TILVX?

TILVX has higher volatility (3.04%) compared to GSFTX (2.47%). In terms of maximum drawdown, GSFTX dropped -47.69% vs TILVX's -60.05%.

Which has better risk-adjusted returns?

TILVX currently has the higher Sharpe Ratio (2.70 vs 2.31), 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.