INUTX vs. GSFTX

Last updated Jun 5, 2026

INUTX (Columbia Dividend Opportunity Fund) and GSFTX (Columbia Dividend Income Fund) are both Large Cap Value Equities funds from Columbia. Over the past 10 years, INUTX returned 10.51%/yr vs 12.46%/yr for GSFTX. Their correlation of 0.86 suggests significant overlap in exposure. INUTX charges 1.06%/yr vs 0.66%/yr for GSFTX.

Performance

INUTX vs. GSFTX - Performance Comparison

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

Returns By Period

In the year-to-date period, INUTX achieves a 12.81% return, which is significantly higher than GSFTX's 8.01% return. Over the past 10 years, INUTX has underperformed GSFTX with an annualized return of 10.51%, while GSFTX has yielded a comparatively higher 12.46% annualized return.

INUTX

• 1D: -0.49%
• 1M: 3.29%
• YTD: 12.81%
• 6M: 13.71%
• 1Y: 27.08%
• 3Y*: 17.28%
• 5Y*: 10.47%
• 10Y*: 10.51%

GSFTX

• 1D: -0.08%
• 1M: 1.06%
• YTD: 8.01%
• 6M: 8.45%
• 1Y: 20.67%
• 3Y*: 16.55%
• 5Y*: 10.54%
• 10Y*: 12.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

INUTX vs. GSFTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INUTX Columbia Dividend Opportunity Fund	12.81%	15.64%	14.41%	4.88%	-1.68%	26.09%	0.76%	23.31%	-5.32%	12.93%
GSFTX Columbia Dividend Income Fund	8.01%	15.88%	15.00%	10.57%	-4.94%	26.26%	7.75%	28.12%	-4.38%	20.16%

Correlation

The correlation between INUTX and GSFTX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 5, 1998	0.86

The correlation between INUTX and GSFTX has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.

Return for Risk

INUTX vs. GSFTX — Risk / Return Rank

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

INUTX

INUTX Risk / Return Rank: 75
INUTX Sharpe Ratio Rank: 81
INUTX Sortino Ratio Rank: 79
INUTX Omega Ratio Rank: 71
INUTX Calmar Ratio Rank: 79
INUTX Martin Ratio Rank: 68

GSFTX

GSFTX Risk / Return Rank: 65
GSFTX Sharpe Ratio Rank: 58
GSFTX Sortino Ratio Rank: 59
GSFTX Omega Ratio Rank: 53
GSFTX Calmar Ratio Rank: 81
GSFTX Martin Ratio Rank: 74

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.

INUTX vs. GSFTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Opportunity Fund (INUTX) and Columbia Dividend Income Fund (GSFTX). 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.

	INUTX	GSFTX	Difference
Sharpe ratio: Return per unit of total volatility	2.63	2.25	+0.38
Sortino ratio: Return per unit of downside risk	3.76	3.23	+0.53
Omega ratio: Gain probability vs. loss probability	1.47	1.40	+0.06
Calmar ratio: Return relative to maximum drawdown	3.51	3.70	-0.19
Martin ratio: Return relative to average drawdown	12.96	13.96	-1.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INUTX vs. GSFTX - Sharpe Ratio Comparison

The current INUTX Sharpe Ratio is 2.63, which is comparable to the GSFTX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of INUTX and GSFTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	INUTX	GSFTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	2.25	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.80	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.80	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.54	+0.07

Drawdowns

INUTX vs. GSFTX - Drawdown Comparison

The maximum INUTX drawdown since its inception was -55.57%, which is greater than GSFTX's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for INUTX and GSFTX.

Drawdown Indicators

	INUTX	GSFTX	Difference
Max Drawdown Largest peak-to-trough decline	-55.57%	-47.69%	-7.88%
Max Drawdown (1Y) Largest decline over 1 year	-7.60%	-5.51%	-2.09%
Max Drawdown (3Y) Largest decline over 3 years	-14.17%	-13.01%	-1.16%
Max Drawdown (5Y) Largest decline over 5 years	-16.15%	-17.01%	+0.86%
Max Drawdown (10Y) Largest decline over 10 years	-34.77%	-32.76%	-2.01%
Current Drawdown Current decline from peak	-0.49%	-0.36%	-0.13%
Average Drawdown Average peak-to-trough decline	-7.67%	-6.37%	-1.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	1.46%	+0.59%

Volatility

INUTX vs. GSFTX - Volatility Comparison

Columbia Dividend Opportunity Fund (INUTX) has a higher volatility of 2.81% compared to Columbia Dividend Income Fund (GSFTX) at 2.37%. This indicates that INUTX's price experiences larger fluctuations and is considered to be riskier than GSFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INUTX	GSFTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	2.37%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	7.53%	6.81%	+0.72%
Volatility (1Y) Calculated over the trailing 1-year period	10.15%	9.06%	+1.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.60%	13.27%	+0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.86%	15.69%	+0.17%

INUTX vs. GSFTX - Expense Ratio Comparison

INUTX has a 1.06% expense ratio, which is higher than GSFTX's 0.66% expense ratio.

Dividends

INUTX vs. GSFTX - Dividend Comparison

INUTX's dividend yield for the trailing twelve months is around 7.19%, more than GSFTX's 5.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSFTX Columbia Dividend Income Fund	5.00%	5.35%	6.02%	4.96%	3.87%	2.87%	1.74%	2.90%	7.63%	4.00%	3.77%	8.27%
INUTX Columbia Dividend Opportunity Fund	7.19%	8.05%	7.27%	3.76%	7.82%	12.77%	4.22%	12.47%	12.99%	10.68%	3.84%	5.80%

Frequently Asked Questions

Can I hold both INUTX and GSFTX in my portfolio?

With a correlation of 0.93, INUTX and GSFTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, INUTX or GSFTX?

INUTX has higher volatility (2.81%) compared to GSFTX (2.37%). In terms of maximum drawdown, INUTX dropped -55.57% vs GSFTX's -47.69%.

Which has better risk-adjusted returns?

INUTX currently has the higher Sharpe Ratio (2.63 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.