SLVAX vs. GSFTX

Last updated Jun 5, 2026

SLVAX (Columbia Select Large Cap Value Fund) and GSFTX (Columbia Dividend Income Fund) are both Large Cap Value Equities funds from Columbia. Over the past 10 years, SLVAX returned 13.02%/yr vs 12.46%/yr for GSFTX. Their correlation of 0.89 suggests significant overlap in exposure. SLVAX charges 0.80%/yr vs 0.66%/yr for GSFTX.

Performance

SLVAX vs. GSFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Large Cap Value Fund (SLVAX) 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, SLVAX achieves a 12.32% return, which is significantly higher than GSFTX's 8.01% return. Both investments have delivered pretty close results over the past 10 years, with SLVAX having a 13.02% annualized return and GSFTX not far behind at 12.46%.

SLVAX

• 1D: -0.96%
• 1M: 3.28%
• YTD: 12.32%
• 6M: 14.93%
• 1Y: 36.18%
• 3Y*: 20.34%
• 5Y*: 11.19%
• 10Y*: 13.02%

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)

SLVAX vs. GSFTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SLVAX Columbia Select Large Cap Value Fund	12.32%	27.60%	12.53%	5.56%	-1.09%	26.34%	6.12%	26.57%	-12.32%	18.98%
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 SLVAX and GSFTX is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Mar 5, 1998	0.89

The correlation between SLVAX and GSFTX has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

Return for Risk

SLVAX vs. GSFTX — Risk / Return Rank

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

SLVAX

SLVAX Risk / Return Rank: 87
SLVAX Sharpe Ratio Rank: 91
SLVAX Sortino Ratio Rank: 88
SLVAX Omega Ratio Rank: 81
SLVAX Calmar Ratio Rank: 85
SLVAX Martin Ratio Rank: 88

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.

SLVAX vs. GSFTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Value Fund (SLVAX) 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.

	SLVAX	GSFTX	Difference
Sharpe ratio: Return per unit of total volatility	3.02	2.25	+0.77
Sortino ratio: Return per unit of downside risk	4.21	3.23	+0.98
Omega ratio: Gain probability vs. loss probability	1.53	1.40	+0.13
Calmar ratio: Return relative to maximum drawdown	3.96	3.70	+0.26
Martin ratio: Return relative to average drawdown	16.25	13.96	+2.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SLVAX vs. GSFTX - Sharpe Ratio Comparison

The current SLVAX Sharpe Ratio is 3.02, which is higher than the GSFTX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SLVAX 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

	SLVAX	GSFTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.02	2.25	+0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.80	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.80	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.54	-0.13

Drawdowns

SLVAX vs. GSFTX - Drawdown Comparison

The maximum SLVAX drawdown since its inception was -60.01%, which is greater than GSFTX's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for SLVAX and GSFTX.

Drawdown Indicators

	SLVAX	GSFTX	Difference
Max Drawdown Largest peak-to-trough decline	-60.01%	-47.69%	-12.32%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-5.51%	-3.52%
Max Drawdown (3Y) Largest decline over 3 years	-14.83%	-13.01%	-1.82%
Max Drawdown (5Y) Largest decline over 5 years	-18.44%	-17.01%	-1.43%
Max Drawdown (10Y) Largest decline over 10 years	-41.50%	-32.76%	-8.74%
Current Drawdown Current decline from peak	-0.96%	-0.36%	-0.60%
Average Drawdown Average peak-to-trough decline	-9.31%	-6.37%	-2.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	1.46%	+0.73%

Volatility

SLVAX vs. GSFTX - Volatility Comparison

Columbia Select Large Cap Value Fund (SLVAX) has a higher volatility of 3.31% compared to Columbia Dividend Income Fund (GSFTX) at 2.37%. This indicates that SLVAX'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

	SLVAX	GSFTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	2.37%	+0.94%
Volatility (6M) Calculated over the trailing 6-month period	8.89%	6.81%	+2.08%
Volatility (1Y) Calculated over the trailing 1-year period	11.83%	9.06%	+2.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.91%	13.27%	+2.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.68%	15.69%	+2.99%

SLVAX vs. GSFTX - Expense Ratio Comparison

SLVAX has a 0.80% expense ratio, which is higher than GSFTX's 0.66% expense ratio.

Dividends

SLVAX vs. GSFTX - Dividend Comparison

SLVAX's dividend yield for the trailing twelve months is around 7.60%, 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%
SLVAX Columbia Select Large Cap Value Fund	7.60%	8.54%	3.46%	3.60%	1.38%	5.91%	7.52%	6.96%	4.83%	3.86%	7.19%	4.49%

Frequently Asked Questions

Can I hold both SLVAX and GSFTX in my portfolio?

SLVAX and GSFTX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SLVAX or GSFTX?

SLVAX has higher volatility (3.31%) compared to GSFTX (2.37%). In terms of maximum drawdown, SLVAX dropped -60.01% vs GSFTX's -47.69%.

Which has better risk-adjusted returns?

SLVAX currently has the higher Sharpe Ratio (3.02 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.