DGCIX vs. SRINX
DGCIX (Delaware Corporate Bond Fund) and SRINX (Columbia Corporate Income Fund) are both Corporate Bonds funds. Over the past 10 years, DGCIX returned 2.71%/yr vs 2.74%/yr for SRINX. Their correlation of 0.84 suggests significant overlap in exposure. DGCIX charges 0.57%/yr vs 0.62%/yr for SRINX.
Performance
DGCIX vs. SRINX - Performance Comparison
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Returns By Period
In the year-to-date period, DGCIX achieves a 0.13% return, which is significantly lower than SRINX's 0.23% return. Both investments have delivered pretty close results over the past 10 years, with DGCIX having a 2.71% annualized return and SRINX not far ahead at 2.74%.
DGCIX
- 1D
- -0.20%
- 1M
- -0.57%
- 6M
- 0.19%
- YTD
- 0.13%
- 1Y
- 4.31%
- 3Y*
- 5.07%
- 5Y*
- -0.44%
- 10Y*
- 2.71%
SRINX
- 1D
- -0.11%
- 1M
- -0.49%
- 6M
- 0.12%
- YTD
- 0.23%
- 1Y
- 4.25%
- 3Y*
- 5.09%
- 5Y*
- 0.22%
- 10Y*
- 2.74%
DGCIX vs. SRINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGCIX Delaware Corporate Bond Fund | 0.13% | 6.89% | 2.81% | 7.08% | -16.87% | -0.65% | 11.99% | 17.38% | -3.78% | 7.91% |
SRINX Columbia Corporate Income Fund | 0.23% | 7.34% | 2.05% | 9.17% | -15.52% | -0.69% | 11.38% | 15.28% | -3.50% | 5.95% |
Correlation
The correlation between DGCIX and SRINX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 1998 | 0.84 |
The correlation between DGCIX and SRINX shifts across timeframes, from 0.84 (all time) to 0.97 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DGCIX vs. SRINX — Risk / Return Rank
DGCIX
SRINX
DGCIX vs. SRINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Corporate Bond Fund (DGCIX) 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.
| DGCIX | SRINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.29 | -0.18 |
| Martin ratioReturn relative to average drawdown | 3.75 | 4.44 | -0.69 |
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Drawdowns
DGCIX vs. SRINX - Drawdown Comparison
The maximum DGCIX drawdown since its inception was -22.98%, which is greater than SRINX's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for DGCIX and SRINX.
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Drawdown Indicators
| DGCIX | SRINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.98% | -21.63% | -1.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.42% | -3.00% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -6.37% | -6.02% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -22.98% | -21.63% | -1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -22.98% | -21.63% | -1.35% |
Current DrawdownCurrent decline from peak | -3.55% | -1.15% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -2.84% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.87% | +0.14% |
Volatility
DGCIX vs. SRINX - Volatility Comparison
The current volatility for Delaware Corporate Bond Fund (DGCIX) is 1.21%, while Columbia Corporate Income Fund (SRINX) has a volatility of 1.29%. This indicates that DGCIX experiences smaller price fluctuations and is considered to be less risky than SRINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGCIX | SRINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 1.29% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.38% | 3.13% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.27% | 3.98% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.47% | 6.42% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.04% | 5.82% | +0.22% |
DGCIX vs. SRINX - Expense Ratio Comparison
DGCIX has a 0.57% expense ratio, which is lower than SRINX's 0.62% expense ratio.
Dividends
DGCIX vs. SRINX - Dividend Comparison
DGCIX's dividend yield for the trailing twelve months is around 5.17%, more than SRINX's 4.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGCIX Delaware Corporate Bond Fund | 5.17% | 5.06% | 4.84% | 3.78% | 3.81% | 4.56% | 3.72% | 4.54% | 4.18% | 4.11% | 3.63% | 4.17% |
SRINX Columbia Corporate Income Fund | 4.67% | 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
With a correlation of 0.95, DGCIX and SRINX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SRINX has higher volatility (1.29%) compared to DGCIX (1.21%). In terms of maximum drawdown, DGCIX dropped -22.98% vs SRINX's -21.63%.
SRINX currently has the higher Sharpe Ratio (0.97 vs 0.89), 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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