DFTEX vs. SRINX
DFTEX (DFA Intermediate-Term Extended Quality Portfolio Fund) and SRINX (Columbia Corporate Income Fund) are both Corporate Bonds funds. Over the past 10 years, DFTEX returned 2.31%/yr vs 3.01%/yr for SRINX. Their correlation of 0.86 suggests significant overlap in exposure. DFTEX charges 0.20%/yr vs 0.62%/yr for SRINX.
Performance
DFTEX vs. SRINX - Performance Comparison
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Returns By Period
In the year-to-date period, DFTEX achieves a 0.87% return, which is significantly higher than SRINX's 0.73% return. Over the past 10 years, DFTEX has underperformed SRINX with an annualized return of 2.31%, while SRINX has yielded a comparatively higher 3.01% annualized return.
DFTEX
- 1D
- -0.31%
- 1M
- 0.69%
- YTD
- 0.87%
- 6M
- 0.97%
- 1Y
- 5.45%
- 3Y*
- 5.80%
- 5Y*
- 0.54%
- 10Y*
- 2.31%
SRINX
- 1D
- 0.22%
- 1M
- 0.95%
- YTD
- 0.73%
- 6M
- 1.12%
- 1Y
- 5.16%
- 3Y*
- 5.15%
- 5Y*
- 0.42%
- 10Y*
- 3.01%
DFTEX vs. SRINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | 0.87% | 7.70% | 2.89% | 9.61% | -16.28% | -2.05% | 10.26% | 13.38% | -2.10% | 5.20% |
SRINX Columbia Corporate Income Fund | 0.73% | 7.34% | 2.05% | 9.17% | -15.52% | -0.69% | 11.38% | 15.28% | -3.50% | 5.95% |
Correlation
The correlation between DFTEX and SRINX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.86 |
The correlation between DFTEX and SRINX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
DFTEX vs. SRINX — Risk / Return Rank
DFTEX
SRINX
DFTEX vs. SRINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Columbia Corporate Income Fund (SRINX). 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.
| DFTEX | SRINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.77 | +0.05 |
| Martin ratioReturn relative to average drawdown | 5.86 | 6.09 | -0.24 |
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Drawdowns
DFTEX vs. SRINX - Drawdown Comparison
The maximum DFTEX drawdown since its inception was -22.83%, which is greater than SRINX's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for DFTEX and SRINX.
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Drawdown Indicators
| DFTEX | SRINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.83% | -21.63% | -1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -3.00% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -5.38% | -6.02% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -22.83% | -21.63% | -1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -22.83% | -21.63% | -1.20% |
Current DrawdownCurrent decline from peak | -0.94% | -0.66% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -2.84% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.87% | +0.12% |
Volatility
DFTEX vs. SRINX - Volatility Comparison
DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Columbia Corporate Income Fund (SRINX) have volatilities of 1.26% and 1.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFTEX | SRINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 1.26% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 3.18% | 3.02% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 4.01% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.70% | 6.41% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.89% | 5.82% | +0.07% |
DFTEX vs. SRINX - Expense Ratio Comparison
DFTEX has a 0.20% expense ratio, which is lower than SRINX's 0.62% expense ratio.
Dividends
DFTEX vs. SRINX - Dividend Comparison
DFTEX's dividend yield for the trailing twelve months is around 4.93%, more than SRINX's 4.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | 4.93% | 4.30% | 4.27% | 3.79% | 3.25% | 4.12% | 3.31% | 3.06% | 3.24% | 2.91% | 2.88% | 3.90% |
SRINX Columbia Corporate Income Fund | 4.63% | 4.53% | 3.70% | 3.63% | 3.10% | 4.32% | 6.71% | 3.10% | 3.23% | 2.69% | 3.02% | 3.38% |
Frequently Asked Questions
DFTEX and SRINX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRINX has higher volatility (1.26%) compared to DFTEX (1.26%). In terms of maximum drawdown, DFTEX dropped -22.83% vs SRINX's -21.63%.
DFTEX currently has the higher Sharpe Ratio (1.39 vs 1.32), 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.
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