UMMGX vs. GSFTX

Last updated Jun 4, 2026

UMMGX (Columbia Bond Fund) and GSFTX (Columbia Dividend Income Fund) are both mutual funds - UMMGX is a Intermediate Core Bond fund managed by Columbia, while GSFTX is a Large Cap Value Equities fund managed by Columbia. At a correlation of -0.13, they often move in opposite directions. UMMGX charges 0.52%/yr vs 0.66%/yr for GSFTX.

Performance

UMMGX vs. GSFTX - Performance Comparison

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

Returns By Period

UMMGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GSFTX

• 1D: 0.93%
• 1M: 1.48%
• YTD: 8.09%
• 6M: 8.45%
• 1Y: 20.38%
• 3Y*: 16.58%
• 5Y*: 10.69%
• 10Y*: 12.47%

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

UMMGX vs. GSFTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UMMGX Columbia Bond Fund	0.03%	8.03%	2.06%	6.73%	-15.66%	-0.79%	9.10%	9.23%	-0.50%	3.73%
GSFTX Columbia Dividend Income Fund	8.09%	15.88%	15.00%	10.57%	-4.94%	26.26%	7.75%	28.12%	-4.38%	20.16%

Correlation

The correlation between UMMGX and GSFTX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Mar 5, 1998	-0.13

The correlation between UMMGX and GSFTX shifts across timeframes, from -0.13 (all time) to 0.17 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

UMMGX vs. GSFTX — Risk / Return Rank

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

GSFTX

GSFTX Risk / Return Rank: 68
GSFTX Sharpe Ratio Rank: 62
GSFTX Sortino Ratio Rank: 63
GSFTX Omega Ratio Rank: 55
GSFTX Calmar Ratio Rank: 82
GSFTX Martin Ratio Rank: 76

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.

UMMGX vs. GSFTX - Risk-Adjusted Trends Comparison

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	UMMGX	GSFTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.31	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.81	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.80	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.54	—

Drawdowns

Drawdown Indicators

	UMMGX	GSFTX	Difference
Max Drawdown Largest peak-to-trough decline	—	-47.69%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-5.51%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.01%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.76%	—
Current Drawdown Current decline from peak	—	-0.28%	—
Average Drawdown Average peak-to-trough decline	—	-6.37%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.46%	—

Volatility

Volatility by Period

	UMMGX	GSFTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	9.06%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.27%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.69%	—

UMMGX vs. GSFTX - Expense Ratio Comparison

UMMGX has a 0.52% expense ratio, which is lower than GSFTX's 0.66% expense ratio.

Dividends

UMMGX vs. GSFTX - Dividend Comparison

UMMGX's dividend yield for the trailing twelve months is around 3.41%, less than GSFTX's 4.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSFTX Columbia Dividend Income Fund	4.99%	5.35%	6.02%	4.96%	3.87%	2.87%	1.74%	2.90%	7.63%	4.00%	3.77%	8.27%
UMMGX Columbia Bond Fund	3.41%	4.20%	3.70%	3.73%	2.73%	1.76%	4.77%	4.21%	2.71%	1.88%	4.66%	3.56%

Frequently Asked Questions

Can I hold both UMMGX and GSFTX in my portfolio?

UMMGX and GSFTX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.