LBSAX vs. GSFTX
LBSAX (Columbia Dividend Income Fund Class A) and GSFTX (Columbia Dividend Income Fund) are both Large Cap Value Equities funds from Columbia. Over the past 10 years, LBSAX returned 12.31%/yr vs 12.58%/yr for GSFTX. With a 1.00 correlation, they move nearly in lockstep. LBSAX charges 0.90%/yr vs 0.66%/yr for GSFTX.
Performance
LBSAX vs. GSFTX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with LBSAX having a 8.70% return and GSFTX slightly higher at 8.83%. Both investments have delivered pretty close results over the past 10 years, with LBSAX having a 12.31% annualized return and GSFTX not far ahead at 12.58%.
LBSAX
- 1D
- -0.12%
- 1M
- 0.36%
- YTD
- 8.70%
- 6M
- 8.22%
- 1Y
- 21.12%
- 3Y*
- 15.58%
- 5Y*
- 11.24%
- 10Y*
- 12.31%
GSFTX
- 1D
- -0.11%
- 1M
- 0.40%
- YTD
- 8.83%
- 6M
- 8.35%
- 1Y
- 21.43%
- 3Y*
- 15.88%
- 5Y*
- 11.52%
- 10Y*
- 12.58%
LBSAX vs. GSFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LBSAX Columbia Dividend Income Fund Class A | 8.70% | 15.58% | 14.73% | 10.26% | -5.19% | 25.97% | 7.48% | 27.84% | -4.62% | 19.96% |
GSFTX Columbia Dividend Income Fund | 8.83% | 15.88% | 15.00% | 10.57% | -4.94% | 26.26% | 7.75% | 28.12% | -4.38% | 20.16% |
Correlation
The correlation between LBSAX and GSFTX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2002 | 1.00 |
The correlation between LBSAX and GSFTX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LBSAX vs. GSFTX — Risk / Return Rank
LBSAX
GSFTX
LBSAX vs. GSFTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Class A (LBSAX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LBSAX | GSFTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 3.91 | -0.07 |
| Martin ratioReturn relative to average drawdown | 14.45 | 14.78 | -0.32 |
Loading charts...
Drawdowns
LBSAX vs. GSFTX - Drawdown Comparison
The maximum LBSAX drawdown since its inception was -47.89%, roughly equal to the maximum GSFTX drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for LBSAX and GSFTX.
Loading charts...
Drawdown Indicators
| LBSAX | GSFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.89% | -47.69% | -0.20% |
Max Drawdown (1Y)Largest decline over 1 year | -5.52% | -5.51% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.03% | -13.01% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.16% | -17.01% | -0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -32.82% | -32.76% | -0.06% |
Current DrawdownCurrent decline from peak | -1.03% | -1.04% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -6.36% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.45% | +0.02% |
Volatility
LBSAX vs. GSFTX - Volatility Comparison
Columbia Dividend Income Fund Class A (LBSAX) and Columbia Dividend Income Fund (GSFTX) have volatilities of 2.65% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LBSAX | GSFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.65% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.90% | 6.89% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.19% | 9.17% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 13.26% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.70% | 15.69% | +0.01% |
LBSAX vs. GSFTX - Expense Ratio Comparison
LBSAX has a 0.90% expense ratio, which is higher than GSFTX's 0.66% expense ratio.
Dividends
LBSAX vs. GSFTX - Dividend Comparison
LBSAX's dividend yield for the trailing twelve months is around 4.72%, less than GSFTX's 4.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSFTX Columbia Dividend Income Fund | 4.96% | 5.35% | 6.02% | 4.96% | 3.87% | 2.87% | 1.74% | 2.90% | 7.63% | 4.00% | 3.77% | 8.27% |
LBSAX Columbia Dividend Income Fund Class A | 4.72% | 5.11% | 5.78% | 4.72% | 3.62% | 2.65% | 1.52% | 2.68% | 7.36% | 3.83% | 3.60% | 8.01% |
Frequently Asked Questions
With a correlation of 1.00, LBSAX 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.
GSFTX has higher volatility (2.65%) compared to LBSAX (2.65%). In terms of maximum drawdown, LBSAX dropped -47.89% vs GSFTX's -47.69%.
GSFTX currently has the higher Sharpe Ratio (2.35 vs 2.31), 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.
Find the right allocation for LBSAX and GSFTX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer