GSFTX vs. VOO
Compare and contrast key facts about Columbia Dividend Income Fund (GSFTX) and Vanguard S&P 500 ETF (VOO).
GSFTX is managed by Columbia Threadneedle. It was launched on Mar 4, 1998. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSFTX or VOO.
Key characteristics
GSFTX | VOO | |
---|---|---|
YTD Return | 18.61% | 26.88% |
1Y Return | 28.01% | 37.59% |
3Y Return (Ann) | 8.53% | 10.23% |
5Y Return (Ann) | 12.04% | 15.93% |
10Y Return (Ann) | 11.26% | 13.41% |
Sharpe Ratio | 2.93 | 3.06 |
Sortino Ratio | 4.14 | 4.08 |
Omega Ratio | 1.54 | 1.58 |
Calmar Ratio | 5.67 | 4.43 |
Martin Ratio | 19.25 | 20.25 |
Ulcer Index | 1.44% | 1.85% |
Daily Std Dev | 9.46% | 12.23% |
Max Drawdown | -47.69% | -33.99% |
Current Drawdown | -0.45% | -0.30% |
Correlation
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.
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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.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.