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

Correlation

The correlation between GSFTX and VIGAX is 0.85, 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.


-0.50.00.51.00.8

Performance

GSFTX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund (GSFTX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.76%
10.59%
GSFTX
VIGAX

Key characteristics

Sharpe Ratio

GSFTX:

0.88

VIGAX:

1.94

Sortino Ratio

GSFTX:

1.18

VIGAX:

2.54

Omega Ratio

GSFTX:

1.17

VIGAX:

1.35

Calmar Ratio

GSFTX:

0.97

VIGAX:

2.60

Martin Ratio

GSFTX:

4.92

VIGAX:

10.17

Ulcer Index

GSFTX:

1.90%

VIGAX:

3.31%

Daily Std Dev

GSFTX:

10.69%

VIGAX:

17.36%

Max Drawdown

GSFTX:

-47.69%

VIGAX:

-50.66%

Current Drawdown

GSFTX:

-9.63%

VIGAX:

-3.64%

Returns By Period

In the year-to-date period, GSFTX achieves a 9.15% return, which is significantly lower than VIGAX's 33.18% return. Over the past 10 years, GSFTX has underperformed VIGAX with an annualized return of 10.07%, while VIGAX has yielded a comparatively higher 15.75% annualized return.


GSFTX

YTD

9.15%

1M

-7.04%

6M

0.76%

1Y

11.01%

5Y*

9.37%

10Y*

10.07%

VIGAX

YTD

33.18%

1M

3.24%

6M

9.96%

1Y

32.97%

5Y*

18.64%

10Y*

15.75%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSFTX vs. VIGAX - Expense Ratio Comparison

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


GSFTX
Columbia Dividend Income Fund
Expense ratio chart for GSFTX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

GSFTX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for GSFTX, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.000.881.90
The chart of Sortino ratio for GSFTX, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.0010.001.182.50
The chart of Omega ratio for GSFTX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.35
The chart of Calmar ratio for GSFTX, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.972.55
The chart of Martin ratio for GSFTX, currently valued at 4.92, compared to the broader market0.0020.0040.0060.004.929.95
GSFTX
VIGAX

The current GSFTX Sharpe Ratio is 0.88, which is lower than the VIGAX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of GSFTX and VIGAX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.88
1.90
GSFTX
VIGAX

Dividends

GSFTX vs. VIGAX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 1.36%, more than VIGAX's 0.47% yield.


TTM20232022202120202019201820172016201520142013
GSFTX
Columbia Dividend Income Fund
1.36%1.95%1.93%1.46%1.74%1.82%2.22%1.78%1.94%2.92%2.26%1.94%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.33%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

GSFTX vs. VIGAX - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -47.69%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for GSFTX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.63%
-3.64%
GSFTX
VIGAX

Volatility

GSFTX vs. VIGAX - Volatility Comparison

Columbia Dividend Income Fund (GSFTX) has a higher volatility of 5.58% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 4.84%. This indicates that GSFTX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.58%
4.84%
GSFTX
VIGAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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