PortfoliosLab logoPortfoliosLab logo
NSTMX vs. GSFTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSTMX vs. GSFTX - Performance Comparison

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

Loading graphics...

NSTMX vs. GSFTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSTMX
Columbia Short Term Bond Fund
0.03%5.95%5.45%6.97%-4.82%0.73%3.42%5.20%0.62%1.04%
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

In the year-to-date period, NSTMX achieves a 0.03% return, which is significantly lower than GSFTX's 1.58% return. Over the past 10 years, NSTMX has underperformed GSFTX with an annualized return of 2.49%, while GSFTX has yielded a comparatively higher 11.96% annualized return.


NSTMX

1D
0.10%
1M
-0.81%
YTD
0.03%
6M
1.19%
1Y
4.38%
3Y*
5.32%
5Y*
2.71%
10Y*
2.49%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NSTMX vs. GSFTX - Expense Ratio Comparison

NSTMX has a 0.46% expense ratio, which is lower than GSFTX's 0.66% expense ratio.


Return for Risk

NSTMX vs. GSFTX — Risk / Return Rank

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

NSTMX
NSTMX Risk / Return Rank: 9898
Overall Rank
NSTMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NSTMX Sortino Ratio Rank: 9898
Sortino Ratio Rank
NSTMX Omega Ratio Rank: 9797
Omega Ratio Rank
NSTMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
NSTMX Martin Ratio Rank: 9898
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.

NSTMX vs. GSFTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Short Term Bond Fund (NSTMX) 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.


NSTMXGSFTXDifference

Sharpe ratio

Return per unit of total volatility

2.61

1.19

+1.42

Sortino ratio

Return per unit of downside risk

5.08

1.69

+3.39

Omega ratio

Gain probability vs. loss probability

1.71

1.26

+0.45

Calmar ratio

Return relative to maximum drawdown

5.38

1.46

+3.92

Martin ratio

Return relative to average drawdown

20.18

6.80

+13.38

NSTMX vs. GSFTX - Sharpe Ratio Comparison

The current NSTMX Sharpe Ratio is 2.61, which is higher than the GSFTX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of NSTMX 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.


Loading graphics...

Sharpe Ratios by Period


NSTMXGSFTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

1.19

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

0.80

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

0.77

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

0.53

+1.16

Correlation

The correlation between NSTMX and GSFTX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NSTMX vs. GSFTX - Dividend Comparison

NSTMX's dividend yield for the trailing twelve months is around 4.30%, less than GSFTX's 5.31% yield.


TTM20252024202320222021202020192018201720162015
NSTMX
Columbia Short Term Bond Fund
4.30%4.73%3.84%3.71%2.11%1.53%2.32%3.45%1.42%1.44%0.89%0.84%
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

NSTMX vs. GSFTX - Drawdown Comparison

The maximum NSTMX drawdown since its inception was -9.50%, smaller than the maximum GSFTX drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for NSTMX and GSFTX.


Loading graphics...

Drawdown Indicators


NSTMXGSFTXDifference

Max Drawdown

Largest peak-to-trough decline

-9.50%

-47.69%

+38.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.91%

-10.18%

+9.27%

Max Drawdown (5Y)

Largest decline over 5 years

-7.06%

-17.01%

+9.95%

Max Drawdown (10Y)

Largest decline over 10 years

-9.50%

-32.76%

+23.26%

Current Drawdown

Current decline from peak

-0.81%

-5.48%

+4.67%

Average Drawdown

Average peak-to-trough decline

-0.54%

-6.40%

+5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

2.18%

-1.94%

Volatility

NSTMX vs. GSFTX - Volatility Comparison

The current volatility for Columbia Short Term Bond Fund (NSTMX) is 0.48%, while Columbia Dividend Income Fund (GSFTX) has a volatility of 2.90%. This indicates that NSTMX experiences smaller price fluctuations and is considered to be less risky than GSFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NSTMXGSFTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

2.90%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

6.81%

-5.64%

Volatility (1Y)

Calculated over the trailing 1-year period

1.85%

13.61%

-11.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.19%

13.28%

-11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.13%

15.68%

-13.55%