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

Key characteristics


GSFTXVOO
YTD Return18.61%26.88%
1Y Return28.01%37.59%
3Y Return (Ann)8.53%10.23%
5Y Return (Ann)12.04%15.93%
10Y Return (Ann)11.26%13.41%
Sharpe Ratio2.933.06
Sortino Ratio4.144.08
Omega Ratio1.541.58
Calmar Ratio5.674.43
Martin Ratio19.2520.25
Ulcer Index1.44%1.85%
Daily Std Dev9.46%12.23%
Max Drawdown-47.69%-33.99%
Current Drawdown-0.45%-0.30%

Correlation

-0.50.00.51.00.9

The correlation between GSFTX and VOO is 0.93, 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.

Performance

GSFTX vs. VOO - Performance Comparison

In the year-to-date period, GSFTX achieves a 18.61% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, GSFTX has underperformed VOO with an annualized return of 11.26%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.31%
14.84%
GSFTX
VOO

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GSFTX vs. VOO - Expense Ratio Comparison

GSFTX has a 0.66% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

GSFTX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for GSFTX, currently valued at 2.93, compared to the broader market0.002.004.002.93
Sortino ratio
The chart of Sortino ratio for GSFTX, currently valued at 4.14, compared to the broader market0.005.0010.004.14
Omega ratio
The chart of Omega ratio for GSFTX, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for GSFTX, currently valued at 5.67, compared to the broader market0.005.0010.0015.0020.005.67
Martin ratio
The chart of Martin ratio for GSFTX, currently valued at 19.25, compared to the broader market0.0020.0040.0060.0080.00100.0019.25
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.06, compared to the broader market0.002.004.003.06
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.08, compared to the broader market0.005.0010.004.08
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.43, compared to the broader market0.005.0010.0015.0020.004.43
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.25, compared to the broader market0.0020.0040.0060.0080.00100.0020.25

GSFTX vs. VOO - Sharpe Ratio Comparison

The current GSFTX Sharpe Ratio is 2.93, which is comparable to the VOO Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of GSFTX and VOO, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.93
3.06
GSFTX
VOO

Dividends

GSFTX vs. VOO - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 1.70%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
GSFTX
Columbia Dividend Income Fund
1.70%1.95%1.93%1.46%1.74%1.82%2.22%1.78%1.94%2.92%2.26%1.94%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GSFTX vs. VOO - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -47.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GSFTX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.45%
-0.30%
GSFTX
VOO

Volatility

GSFTX vs. VOO - Volatility Comparison

The current volatility for Columbia Dividend Income Fund (GSFTX) is 3.22%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.22%
3.89%
GSFTX
VOO