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GSFTX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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GSFTX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSFTX
Columbia Dividend Income Fund
1.58%15.88%15.00%10.57%-4.94%26.26%7.75%28.12%-4.38%20.16%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-13.83%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Returns By Period

In the year-to-date period, GSFTX achieves a 1.58% return, which is significantly higher than VIGAX's -13.83% return. Over the past 10 years, GSFTX has underperformed VIGAX with an annualized return of 11.96%, while VIGAX has yielded a comparatively higher 15.56% annualized return.


GSFTX

1D
0.00%
1M
-5.48%
YTD
1.58%
6M
4.13%
1Y
14.74%
3Y*
14.46%
5Y*
10.53%
10Y*
11.96%

VIGAX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.72%
3Y*
19.56%
5Y*
10.93%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSFTX vs. VIGAX - Expense Ratio Comparison

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


Return for Risk

GSFTX vs. VIGAX — Risk / Return Rank

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

GSFTX
GSFTX Risk / Return Rank: 6969
Overall Rank
GSFTX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GSFTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSFTX Omega Ratio Rank: 7171
Omega Ratio Rank
GSFTX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GSFTX Martin Ratio Rank: 7272
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 2626
Overall Rank
VIGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
Martin Ratio Rank
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. VIGAX - Risk-Adjusted Trends 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.


GSFTXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.61

+0.58

Sortino ratio

Return per unit of downside risk

1.69

1.04

+0.65

Omega ratio

Gain probability vs. loss probability

1.26

1.15

+0.11

Calmar ratio

Return relative to maximum drawdown

1.46

0.66

+0.80

Martin ratio

Return relative to average drawdown

6.80

2.37

+4.43

GSFTX vs. VIGAX - Sharpe Ratio Comparison

The current GSFTX Sharpe Ratio is 1.19, which is higher than the VIGAX Sharpe Ratio of 0.61. 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.


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Sharpe Ratios by Period


GSFTXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.61

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.49

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.73

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.43

+0.10

Correlation

The correlation between GSFTX and VIGAX is 0.83, 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.


Dividends

GSFTX vs. VIGAX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 5.31%, more than VIGAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
GSFTX
Columbia Dividend Income Fund
5.31%5.35%6.02%4.96%3.87%2.87%1.74%2.90%7.63%4.00%3.77%8.27%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

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.


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Drawdown Indicators


GSFTXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-50.66%

+2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-16.51%

+6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-35.63%

+18.62%

Max Drawdown (10Y)

Largest decline over 10 years

-32.76%

-35.63%

+2.87%

Current Drawdown

Current decline from peak

-5.48%

-16.51%

+11.03%

Average Drawdown

Average peak-to-trough decline

-6.40%

-12.02%

+5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

4.57%

-2.39%

Volatility

GSFTX vs. VIGAX - Volatility Comparison

The current volatility for Columbia Dividend Income Fund (GSFTX) is 2.90%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.52%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSFTXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

5.52%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.81%

12.10%

-5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

22.69%

-9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

22.30%

-9.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

21.49%

-5.81%