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GSFTX vs. WMFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSFTX vs. WMFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund (GSFTX) and Washington Mutual Investors Fund Class F-2 (WMFFX). The values are adjusted to include any dividend payments, if applicable.

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GSFTX vs. WMFFX - 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%
WMFFX
Washington Mutual Investors Fund Class F-2
-5.23%17.42%19.24%16.96%-8.27%28.71%7.89%25.03%-5.98%20.23%

Returns By Period

In the year-to-date period, GSFTX achieves a 1.58% return, which is significantly higher than WMFFX's -5.23% return. Both investments have delivered pretty close results over the past 10 years, with GSFTX having a 11.96% annualized return and WMFFX not far ahead at 11.98%.


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%

WMFFX

1D
-0.03%
1M
-7.89%
YTD
-5.23%
6M
-3.05%
1Y
10.90%
3Y*
15.34%
5Y*
11.03%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSFTX vs. WMFFX - Expense Ratio Comparison

GSFTX has a 0.66% expense ratio, which is higher than WMFFX's 0.37% expense ratio.


Return for Risk

GSFTX vs. WMFFX — 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

WMFFX
WMFFX Risk / Return Rank: 3838
Overall Rank
WMFFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
WMFFX Sortino Ratio Rank: 3838
Sortino Ratio Rank
WMFFX Omega Ratio Rank: 3838
Omega Ratio Rank
WMFFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
WMFFX Martin Ratio Rank: 4444
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. WMFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund (GSFTX) and Washington Mutual Investors Fund Class F-2 (WMFFX). 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.


GSFTXWMFFXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.77

+0.42

Sortino ratio

Return per unit of downside risk

1.69

1.21

+0.48

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.09

Calmar ratio

Return relative to maximum drawdown

1.46

0.98

+0.48

Martin ratio

Return relative to average drawdown

6.80

4.45

+2.35

GSFTX vs. WMFFX - Sharpe Ratio Comparison

The current GSFTX Sharpe Ratio is 1.19, which is higher than the WMFFX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GSFTX and WMFFX, 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


GSFTXWMFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.77

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.79

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.74

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.57

-0.03

Correlation

The correlation between GSFTX and WMFFX is 0.96, 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. WMFFX - Dividend Comparison

GSFTX's dividend yield for the trailing twelve months is around 5.31%, less than WMFFX's 10.88% 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%
WMFFX
Washington Mutual Investors Fund Class F-2
10.88%10.28%10.27%5.92%6.53%6.24%3.26%6.33%4.59%7.43%6.56%6.44%

Drawdowns

GSFTX vs. WMFFX - Drawdown Comparison

The maximum GSFTX drawdown since its inception was -47.69%, roughly equal to the maximum WMFFX drawdown of -47.21%. Use the drawdown chart below to compare losses from any high point for GSFTX and WMFFX.


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Drawdown Indicators


GSFTXWMFFXDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-47.21%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-10.37%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-18.53%

+1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-32.76%

-34.63%

+1.87%

Current Drawdown

Current decline from peak

-5.48%

-8.36%

+2.88%

Average Drawdown

Average peak-to-trough decline

-6.40%

-5.40%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.29%

-0.11%

Volatility

GSFTX vs. WMFFX - Volatility Comparison

The current volatility for Columbia Dividend Income Fund (GSFTX) is 2.90%, while Washington Mutual Investors Fund Class F-2 (WMFFX) has a volatility of 3.59%. This indicates that GSFTX experiences smaller price fluctuations and is considered to be less risky than WMFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSFTXWMFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

3.59%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

6.81%

7.98%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

15.19%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

14.10%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

16.32%

-0.64%