UMEMX vs. GSFTX
Compare and contrast key facts about Columbia Emerging Markets Fund (UMEMX) and Columbia Dividend Income Fund (GSFTX).
UMEMX is managed by Columbia. It was launched on Jan 1, 1998. GSFTX is managed by Columbia. It was launched on Mar 4, 1998.
Performance
UMEMX vs. GSFTX - Performance Comparison
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UMEMX vs. GSFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UMEMX Columbia Emerging Markets Fund | 4.63% | 31.14% | 6.68% | 8.89% | -33.02% | -7.30% | 33.83% | 31.11% | -21.27% | 46.95% |
GSFTX Columbia Dividend Income Fund | 3.24% | 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, UMEMX achieves a 4.63% return, which is significantly higher than GSFTX's 3.24% return. Over the past 10 years, UMEMX has underperformed GSFTX with an annualized return of 7.57%, while GSFTX has yielded a comparatively higher 12.14% annualized return.
UMEMX
- 1D
- 3.31%
- 1M
- -9.62%
- YTD
- 4.63%
- 6M
- 7.37%
- 1Y
- 35.66%
- 3Y*
- 15.71%
- 5Y*
- -0.93%
- 10Y*
- 7.57%
GSFTX
- 1D
- 1.64%
- 1M
- -3.89%
- YTD
- 3.24%
- 6M
- 5.95%
- 1Y
- 16.86%
- 3Y*
- 15.08%
- 5Y*
- 10.69%
- 10Y*
- 12.14%
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UMEMX vs. GSFTX - Expense Ratio Comparison
UMEMX has a 1.20% expense ratio, which is higher than GSFTX's 0.66% expense ratio.
Return for Risk
UMEMX vs. GSFTX — Risk / Return Rank
UMEMX
GSFTX
UMEMX vs. GSFTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Fund (UMEMX) 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.
| UMEMX | GSFTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 1.22 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.25 | 1.74 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.77 | +0.67 |
Martin ratioReturn relative to average drawdown | 9.56 | 8.20 | +1.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UMEMX | GSFTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 1.22 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.81 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.78 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.54 | -0.26 |
Correlation
The correlation between UMEMX and GSFTX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
UMEMX vs. GSFTX - Dividend Comparison
UMEMX's dividend yield for the trailing twelve months is around 4.72%, less than GSFTX's 5.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMEMX Columbia Emerging Markets Fund | 4.72% | 4.94% | 1.29% | 0.00% | 0.00% | 1.56% | 1.15% | 0.33% | 0.12% | 0.33% | 0.00% | 0.00% |
GSFTX Columbia Dividend Income Fund | 5.23% | 5.35% | 6.02% | 4.96% | 3.87% | 2.87% | 1.74% | 2.90% | 7.63% | 4.00% | 3.77% | 8.27% |
Drawdowns
UMEMX vs. GSFTX - Drawdown Comparison
The maximum UMEMX drawdown since its inception was -67.58%, which is greater than GSFTX's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for UMEMX and GSFTX.
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Drawdown Indicators
| UMEMX | GSFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -47.69% | -19.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.32% | -10.18% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -49.26% | -17.01% | -32.25% |
Max Drawdown (10Y)Largest decline over 10 years | -51.61% | -32.76% | -18.85% |
Current DrawdownCurrent decline from peak | -13.12% | -3.94% | -9.18% |
Average DrawdownAverage peak-to-trough decline | -21.57% | -6.40% | -15.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 2.20% | +1.46% |
Volatility
UMEMX vs. GSFTX - Volatility Comparison
Columbia Emerging Markets Fund (UMEMX) has a higher volatility of 11.25% compared to Columbia Dividend Income Fund (GSFTX) at 3.46%. This indicates that UMEMX'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.
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Volatility by Period
| UMEMX | GSFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.25% | 3.46% | +7.79% |
Volatility (6M)Calculated over the trailing 6-month period | 16.15% | 7.00% | +9.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.79% | 13.68% | +7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.50% | 13.30% | +6.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 15.68% | +4.15% |