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LBSAX vs. GSFTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LBSAX vs. GSFTX - Performance Comparison

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

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LBSAX vs. GSFTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LBSAX
Columbia Dividend Income Fund Class A
1.55%15.58%14.73%10.26%-5.19%25.97%7.48%27.84%-4.62%19.96%
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%

Returns By Period

The year-to-date returns for both investments are quite close, with LBSAX having a 1.55% return and GSFTX slightly higher at 1.58%. Both investments have delivered pretty close results over the past 10 years, with LBSAX having a 11.69% annualized return and GSFTX not far ahead at 11.96%.


LBSAX

1D
0.00%
1M
-5.50%
YTD
1.55%
6M
4.03%
1Y
14.47%
3Y*
14.17%
5Y*
10.26%
10Y*
11.69%

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

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LBSAX vs. GSFTX - Expense Ratio Comparison

LBSAX has a 0.90% expense ratio, which is higher than GSFTX's 0.66% expense ratio.


Return for Risk

LBSAX vs. GSFTX — Risk / Return Rank

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

LBSAX
LBSAX Risk / Return Rank: 6868
Overall Rank
LBSAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LBSAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LBSAX Omega Ratio Rank: 7070
Omega Ratio Rank
LBSAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
LBSAX Martin Ratio Rank: 7171
Martin Ratio Rank

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
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.

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.


LBSAXGSFTXDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.19

-0.02

Sortino ratio

Return per unit of downside risk

1.66

1.69

-0.03

Omega ratio

Gain probability vs. loss probability

1.26

1.26

0.00

Calmar ratio

Return relative to maximum drawdown

1.43

1.46

-0.03

Martin ratio

Return relative to average drawdown

6.65

6.80

-0.15

LBSAX vs. GSFTX - Sharpe Ratio Comparison

The current LBSAX Sharpe Ratio is 1.17, which is comparable to the GSFTX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of LBSAX and GSFTX, 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


LBSAXGSFTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.19

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.80

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.77

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.53

+0.08

Correlation

The correlation between LBSAX and GSFTX is 1.00, 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

LBSAX vs. GSFTX - Dividend Comparison

LBSAX's dividend yield for the trailing twelve months is around 5.07%, less than GSFTX's 5.31% yield.


TTM20252024202320222021202020192018201720162015
LBSAX
Columbia Dividend Income Fund Class A
5.07%5.11%5.78%4.72%3.62%2.65%1.52%2.68%7.36%3.83%3.60%8.01%
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%

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.


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Drawdown Indicators


LBSAXGSFTXDifference

Max Drawdown

Largest peak-to-trough decline

-47.89%

-47.69%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-10.18%

-0.01%

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 Drawdown

Current decline from peak

-5.50%

-5.48%

-0.02%

Average Drawdown

Average peak-to-trough decline

-5.29%

-6.40%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.18%

+0.01%

Volatility

LBSAX vs. GSFTX - Volatility Comparison

Columbia Dividend Income Fund Class A (LBSAX) and Columbia Dividend Income Fund (GSFTX) have volatilities of 2.92% and 2.90%, 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.


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Volatility by Period


LBSAXGSFTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.90%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

6.81%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

13.61%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

13.28%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

15.68%

0.00%