PortfoliosLab logo
Columbia Diversified Fixed Income Allocation ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US19761L5084

CUSIP

19761L508

Inception Date

Oct 12, 2017

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg Beta Advantage Multi-Sector Bond Index

Asset Class

Bond

Expense Ratio

DIAL has an expense ratio of 0.28%, placing it in the medium range.


Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

Columbia Diversified Fixed Income Allocation ETF (DIAL) returned 4.01% year-to-date (YTD) and 7.57% over the past 12 months.


DIAL

YTD

4.01%

1M

0.44%

6M

1.90%

1Y

7.57%

3Y*

3.17%

5Y*

0.44%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of DIAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.03%1.80%-0.05%0.74%0.44%4.01%
2024-0.91%-0.83%0.98%-2.82%2.49%0.83%2.41%1.98%1.45%-2.72%1.07%-2.03%1.70%
20233.99%-2.99%3.03%0.32%-1.51%0.67%0.49%-0.81%-3.15%-1.55%5.42%4.78%8.54%
2022-3.00%-2.84%-2.55%-5.83%1.38%-4.39%5.58%-4.37%-5.43%0.72%5.51%-1.41%-16.13%
2021-0.77%-1.76%-1.54%1.37%0.52%0.78%0.94%0.13%-1.33%-0.07%-0.56%1.22%-1.14%
20201.44%1.15%-6.48%3.34%2.39%1.18%3.27%0.06%-0.80%-0.20%2.67%1.10%9.08%
20193.02%1.17%1.83%0.33%0.75%2.43%0.57%2.27%-0.11%0.41%0.03%0.57%14.05%
2018-0.68%-1.17%0.42%-1.00%-0.03%-0.69%0.77%0.64%-0.25%-1.35%0.88%0.50%-1.98%
2017-0.50%0.10%0.40%0.00%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, DIAL is among the top 21% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DIAL is 7979
Overall Rank
The Sharpe Ratio Rank of DIAL is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of DIAL is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DIAL is 8585
Omega Ratio Rank
The Calmar Ratio Rank of DIAL is 6262
Calmar Ratio Rank
The Martin Ratio Rank of DIAL is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Columbia Diversified Fixed Income Allocation ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.43
  • 5-Year: 0.06
  • All Time: 0.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Columbia Diversified Fixed Income Allocation ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Columbia Diversified Fixed Income Allocation ETF provided a 4.68% dividend yield over the last twelve months, with an annual payout of $0.84 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.8020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.84$0.82$0.68$0.60$0.52$0.58$0.68$0.67$0.13

Dividend yield

4.68%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia Diversified Fixed Income Allocation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.07$0.07$0.08$0.07$0.29
2024$0.00$0.07$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.07$0.14$0.82
2023$0.00$0.05$0.05$0.06$0.05$0.06$0.05$0.06$0.06$0.05$0.06$0.13$0.68
2022$0.00$0.04$0.04$0.05$0.04$0.05$0.04$0.05$0.05$0.05$0.05$0.13$0.60
2021$0.00$0.04$0.04$0.05$0.04$0.05$0.04$0.05$0.04$0.04$0.05$0.09$0.52
2020$0.00$0.04$0.06$0.05$0.05$0.05$0.04$0.05$0.05$0.05$0.05$0.09$0.58
2019$0.00$0.07$0.06$0.06$0.05$0.06$0.06$0.07$0.06$0.05$0.06$0.09$0.68
2018$0.00$0.05$0.05$0.04$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.11$0.67
2017$0.13$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Columbia Diversified Fixed Income Allocation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Columbia Diversified Fixed Income Allocation ETF was 22.19%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Columbia Diversified Fixed Income Allocation ETF drawdown is 4.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.19%Jan 4, 2021454Oct 20, 2022
-19.11%Mar 9, 202010Mar 20, 202056Jun 10, 202066
-3.82%Jan 5, 201888May 21, 2018157Jan 30, 2019245
-1.76%Aug 11, 202031Sep 23, 202031Nov 5, 202062
-1.29%Oct 16, 201722Nov 15, 201713Dec 6, 201735
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...