UMLGX vs. GSFTX

Last updated Aug 1, 2026

UMLGX (Columbia Select Large Cap Growth Fund) and GSFTX (Columbia Dividend Income Fund) are both mutual funds - UMLGX is a Large Cap Growth Equities fund managed by Columbia, while GSFTX is a Large Cap Value Equities fund managed by Columbia. Over the past 10 years, UMLGX returned 11.92%/yr vs 12.52%/yr for GSFTX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. UMLGX charges 0.80%/yr vs 0.66%/yr for GSFTX.

Performance

UMLGX vs. GSFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Large Cap Growth Fund (UMLGX) 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, UMLGX achieves a 5.95% return, which is significantly lower than GSFTX's 12.19% return. Over the past 10 years, UMLGX has underperformed GSFTX with an annualized return of 11.92%, while GSFTX has yielded a comparatively higher 12.52% annualized return.

UMLGX

• 1D: 3.17%
• 1M: -2.09%
• 6M: 8.41%
• YTD: 5.95%
• 1Y: 8.82%
• 3Y*: 13.58%
• 5Y*: 4.38%
• 10Y*: 11.92%
• ALL TIME*: 8.50%

GSFTX

• 1D: -0.02%
• 1M: 0.72%
• 6M: 7.79%
• YTD: 12.19%
• 1Y: 22.02%
• 3Y*: 15.35%
• 5Y*: 11.07%
• 10Y*: 12.52%
• ALL TIME*: 9.29%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GSFTX Columbia Dividend Income Fund	$0.00	$0.00	$0.00
UMLGX Columbia Select Large Cap Growth Fund	$0.00	$0.00	$0.00

UMLGX vs. GSFTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UMLGX Columbia Select Large Cap Growth Fund	5.95%	10.64%	15.91%	39.46%	-32.52%	9.30%	47.97%	38.23%	-12.56%	35.45%
GSFTX Columbia Dividend Income Fund	12.19%	15.88%	15.00%	10.57%	-4.94%	26.26%	7.75%	28.12%	-4.38%	20.16%

Correlation

The correlation between UMLGX and GSFTX is 0.36, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.36
Correlation (3Y) Balances recent behavior with more history.	0.51
Correlation (5Y) Shows whether the relationship held over a longer period.	0.62
Correlation (10Y) Provides a long-term view across more market conditions.	0.65
Correlation (All Time) Calculated using the full available price history since Mar 4, 1998	0.73

Over the past year, the correlation between UMLGX and GSFTX has dropped to 0.36 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

Return for Risk

UMLGX vs. GSFTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UMLGX

UMLGX Risk / Return Rank: 9
UMLGX Sharpe Ratio Rank: 9
UMLGX Sortino Ratio Rank: 9
UMLGX Omega Ratio Rank: 9
UMLGX Calmar Ratio Rank: 9
UMLGX Martin Ratio Rank: 9

GSFTX

GSFTX Risk / Return Rank: 90
GSFTX Sharpe Ratio Rank: 89
GSFTX Sortino Ratio Rank: 88
GSFTX Omega Ratio Rank: 85
GSFTX Calmar Ratio Rank: 93
GSFTX Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UMLGX vs. GSFTX - Risk-Adjusted Trends Comparison

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

	UMLGX	GSFTX	Difference
Sharpe ratio: Return per unit of total volatility	0.37	2.22	-1.85
Sortino ratio: Return per unit of downside risk	0.63	3.25	-2.61
Omega ratio: Gain probability vs. loss probability	1.08	1.41	-0.34
Calmar ratio: Return relative to maximum drawdown	0.40	3.71	-3.31
Martin ratio: Return relative to average drawdown	1.18	14.19	-13.01

UMLGX vs. GSFTX - Sharpe Ratio Comparison

The current UMLGX Sharpe Ratio is 0.37, which is lower than the GSFTX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of UMLGX 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.

Drawdowns

UMLGX vs. GSFTX - Drawdown Comparison

The maximum UMLGX drawdown since its inception was -73.05%, which is greater than GSFTX's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for UMLGX and GSFTX.

Drawdown Indicators

	UMLGX	GSFTX	Difference
Max Drawdown Largest peak-to-trough decline	-73.05%	-47.69%	-25.36%
Max Drawdown (1Y) Largest decline over 1 year	-16.42%	-5.51%	-10.91%
Max Drawdown (3Y) Largest decline over 3 years	-23.90%	-13.01%	-10.89%
Max Drawdown (5Y) Largest decline over 5 years	-43.79%	-17.01%	-26.78%
Max Drawdown (10Y) Largest decline over 10 years	-43.79%	-32.76%	-11.03%
Current Drawdown Current decline from peak	-5.91%	-1.20%	-4.71%
Average Drawdown Average peak-to-trough decline	-26.53%	-6.34%	-20.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.63%	1.45%	+4.18%

Volatility

UMLGX vs. GSFTX - Volatility Comparison

Columbia Select Large Cap Growth Fund (UMLGX) has a higher volatility of 5.88% compared to Columbia Dividend Income Fund (GSFTX) at 2.43%. This indicates that UMLGX'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

	UMLGX	GSFTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	2.43%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	14.78%	6.77%	+8.01%
Volatility (1Y) Calculated over the trailing 1-year period	17.87%	9.22%	+8.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.93%	13.23%	+10.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.60%	15.66%	+7.94%

UMLGX vs. GSFTX - Expense Ratio Comparison

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

Dividends

UMLGX vs. GSFTX - Dividend Comparison

UMLGX's dividend yield for the trailing twelve months is around 12.29%, more than GSFTX's 4.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSFTX Columbia Dividend Income Fund	4.81%	5.35%	6.02%	4.96%	3.87%	2.87%	1.74%	2.90%	7.63%	4.00%	3.77%	8.27%
UMLGX Columbia Select Large Cap Growth Fund	12.29%	35.72%	18.08%	11.04%	14.23%	35.11%	24.47%	33.49%	13.61%	11.08%	13.27%	14.17%

Frequently Asked Questions

Can I hold both UMLGX and GSFTX in my portfolio?

UMLGX and GSFTX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UMLGX or GSFTX?

UMLGX has higher volatility (5.88%) compared to GSFTX (2.43%). In terms of maximum drawdown, UMLGX dropped -73.05% vs GSFTX's -47.69%.

Which has better risk-adjusted returns?

GSFTX currently has the higher Sharpe Ratio (2.22 vs 0.37), 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.