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GSFTX vs. VIVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSFTX vs. VIVIX - Performance Comparison

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

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GSFTX vs. VIVIX - 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%
VIVIX
Vanguard Value Index Fund Institutional Shares
1.63%15.30%15.99%9.23%-2.05%26.50%2.30%25.83%-5.44%17.14%

Returns By Period

The year-to-date returns for both investments are quite close, with GSFTX having a 1.58% return and VIVIX slightly higher at 1.63%. Both investments have delivered pretty close results over the past 10 years, with GSFTX having a 11.96% annualized return and VIVIX not far behind at 11.62%.


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%

VIVIX

1D
-0.17%
1M
-6.36%
YTD
1.63%
6M
4.64%
1Y
14.18%
3Y*
14.46%
5Y*
10.63%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSFTX vs. VIVIX - Expense Ratio Comparison

GSFTX has a 0.66% expense ratio, which is higher than VIVIX's 0.04% expense ratio.


Return for Risk

GSFTX vs. VIVIX — 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

VIVIX
VIVIX Risk / Return Rank: 5858
Overall Rank
VIVIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VIVIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VIVIX Omega Ratio Rank: 6060
Omega Ratio Rank
VIVIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIVIX Martin Ratio Rank: 6060
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. VIVIX - Risk-Adjusted Trends Comparison

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


GSFTXVIVIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.04

+0.15

Sortino ratio

Return per unit of downside risk

1.69

1.50

+0.19

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

1.46

1.25

+0.21

Martin ratio

Return relative to average drawdown

6.80

5.67

+1.13

GSFTX vs. VIVIX - Sharpe Ratio Comparison

The current GSFTX Sharpe Ratio is 1.19, which is comparable to the VIVIX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GSFTX and VIVIX, 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


GSFTXVIVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.04

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.77

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.70

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.39

+0.14

Correlation

The correlation between GSFTX and VIVIX is 0.95, 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. VIVIX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 5.31%, more than VIVIX's 2.06% 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%
VIVIX
Vanguard Value Index Fund Institutional Shares
2.06%2.04%2.31%2.46%2.52%2.15%2.55%2.50%2.73%2.30%2.46%2.61%

Drawdowns

GSFTX vs. VIVIX - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -47.69%, smaller than the maximum VIVIX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for GSFTX and VIVIX.


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Drawdown Indicators


GSFTXVIVIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-59.30%

+11.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-11.29%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-17.12%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-32.76%

-36.80%

+4.04%

Current Drawdown

Current decline from peak

-5.48%

-6.36%

+0.88%

Average Drawdown

Average peak-to-trough decline

-6.40%

-9.31%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.48%

-0.30%

Volatility

GSFTX vs. VIVIX - Volatility Comparison

The current volatility for Columbia Dividend Income Fund (GSFTX) is 2.90%, while Vanguard Value Index Fund Institutional Shares (VIVIX) has a volatility of 3.27%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSFTXVIVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

3.27%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

6.81%

7.52%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

14.82%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

13.90%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

16.74%

-1.06%