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DGCIX vs. SRINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGCIX vs. SRINX - Performance Comparison

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

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

DGCIX vs. SRINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

DGCIX
DGCIX Risk / Return Rank: 1818
Overall Rank
DGCIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DGCIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
DGCIX Omega Ratio Rank: 1616
Omega Ratio Rank
DGCIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
DGCIX Martin Ratio Rank: 2121
Martin Ratio Rank

SRINX
SRINX Risk / Return Rank: 2222
Overall Rank
SRINX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SRINX Sortino Ratio Rank: 2121
Sortino Ratio Rank
SRINX Omega Ratio Rank: 2020
Omega Ratio Rank
SRINX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SRINX Martin Ratio Rank: 2525
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.

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.


DGCIXSRINXDifference
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

DGCIX vs. SRINX - Sharpe Ratio Comparison

The current DGCIX Sharpe Ratio is 0.89, which is comparable to the SRINX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of DGCIX and SRINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


DGCIXSRINXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.55%

-1.15%

-2.40%

Average Drawdown

Average peak-to-trough decline

-3.48%

-2.84%

-0.64%

Ulcer Index

Depth 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


DGCIXSRINXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for DGCIX and SRINX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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