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COSIX vs. AFLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSIX vs. AFLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Strategic Income Fund (COSIX) and Anfield Universal Fixed Income Fund (AFLIX). The values are adjusted to include any dividend payments, if applicable.

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COSIX vs. AFLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COSIX
Columbia Strategic Income Fund
-0.59%6.98%4.50%9.86%-11.65%1.34%7.12%10.19%-0.96%1.89%
AFLIX
Anfield Universal Fixed Income Fund
-0.23%5.99%5.51%7.75%-5.69%1.66%0.58%1.56%1.70%1.85%

Returns By Period

In the year-to-date period, COSIX achieves a -0.59% return, which is significantly lower than AFLIX's -0.23% return.


COSIX

1D
0.28%
1M
-1.94%
YTD
-0.59%
6M
0.11%
1Y
4.16%
3Y*
5.72%
5Y*
1.67%
10Y*
3.56%

AFLIX

1D
0.17%
1M
-1.06%
YTD
-0.23%
6M
1.26%
1Y
4.69%
3Y*
5.83%
5Y*
2.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COSIX vs. AFLIX - Expense Ratio Comparison

COSIX has a 0.92% expense ratio, which is lower than AFLIX's 1.39% expense ratio.


Return for Risk

COSIX vs. AFLIX — Risk / Return Rank

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

COSIX
COSIX Risk / Return Rank: 7676
Overall Rank
COSIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
COSIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
COSIX Omega Ratio Rank: 6464
Omega Ratio Rank
COSIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
COSIX Martin Ratio Rank: 7979
Martin Ratio Rank

AFLIX
AFLIX Risk / Return Rank: 9797
Overall Rank
AFLIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AFLIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AFLIX Omega Ratio Rank: 9898
Omega Ratio Rank
AFLIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
AFLIX Martin Ratio Rank: 9696
Martin Ratio Rank
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.

COSIX vs. AFLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Strategic Income Fund (COSIX) and Anfield Universal Fixed Income Fund (AFLIX). 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.


COSIXAFLIXDifference

Sharpe ratio

Return per unit of total volatility

1.34

2.99

-1.65

Sortino ratio

Return per unit of downside risk

1.93

4.20

-2.28

Omega ratio

Gain probability vs. loss probability

1.24

1.81

-0.56

Calmar ratio

Return relative to maximum drawdown

2.06

3.48

-1.42

Martin ratio

Return relative to average drawdown

7.67

14.84

-7.17

COSIX vs. AFLIX - Sharpe Ratio Comparison

The current COSIX Sharpe Ratio is 1.34, which is lower than the AFLIX Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of COSIX and AFLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COSIXAFLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.99

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

1.44

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.98

+0.02

Correlation

The correlation between COSIX and AFLIX is 0.41, 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

COSIX vs. AFLIX - Dividend Comparison

COSIX's dividend yield for the trailing twelve months is around 5.03%, more than AFLIX's 2.74% yield.


TTM20252024202320222021202020192018201720162015
COSIX
Columbia Strategic Income Fund
5.03%4.94%5.20%5.03%3.56%3.86%3.24%3.71%4.25%3.51%3.09%4.20%
AFLIX
Anfield Universal Fixed Income Fund
2.74%3.15%5.97%5.31%4.13%2.40%4.51%2.88%2.92%1.34%0.00%0.00%

Drawdowns

COSIX vs. AFLIX - Drawdown Comparison

The maximum COSIX drawdown since its inception was -27.69%, which is greater than AFLIX's maximum drawdown of -9.43%. Use the drawdown chart below to compare losses from any high point for COSIX and AFLIX.


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Drawdown Indicators


COSIXAFLIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.69%

-9.43%

-18.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-1.38%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-16.88%

-8.55%

-8.33%

Max Drawdown (10Y)

Largest decline over 10 years

-16.88%

Current Drawdown

Current decline from peak

-1.94%

-1.15%

-0.79%

Average Drawdown

Average peak-to-trough decline

-2.48%

-1.65%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.32%

+0.27%

Volatility

COSIX vs. AFLIX - Volatility Comparison

Columbia Strategic Income Fund (COSIX) has a higher volatility of 1.30% compared to Anfield Universal Fixed Income Fund (AFLIX) at 0.68%. This indicates that COSIX's price experiences larger fluctuations and is considered to be riskier than AFLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COSIXAFLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

0.68%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

0.98%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

1.58%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

1.99%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

2.34%

+1.81%