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DIAL vs. ABI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIAL vs. ABI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Diversified Fixed Income Allocation ETF (DIAL) and VictoryShares Pioneer Asset-Based Income ETF (ABI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIAL achieves a 0.88% return, which is significantly lower than ABI's 2.61% return.


DIAL

1D
-0.31%
1M
0.53%
YTD
0.88%
6M
0.93%
1Y
6.65%
3Y*
5.85%
5Y*
0.73%
10Y*

ABI

1D
-0.04%
1M
0.75%
YTD
2.61%
6M
3.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIAL vs. ABI - Yearly Performance Comparison


Correlation

The correlation between DIAL and ABI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.43

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Return for Risk

DIAL vs. ABI — Risk / Return Rank

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

DIAL
DIAL Risk / Return Rank: 4646
Overall Rank
DIAL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DIAL Sortino Ratio Rank: 5050
Sortino Ratio Rank
DIAL Omega Ratio Rank: 4747
Omega Ratio Rank
DIAL Calmar Ratio Rank: 4040
Calmar Ratio Rank
DIAL Martin Ratio Rank: 4747
Martin Ratio Rank

ABI
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.

DIAL vs. ABI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) and VictoryShares Pioneer Asset-Based Income ETF (ABI). 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.


DIALABIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.00

Martin ratioReturn relative to average drawdown

7.79

DIAL vs. ABI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DIALABIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

3.98

-3.62

Drawdowns

DIAL vs. ABI - Drawdown Comparison

The maximum DIAL drawdown since its inception was -22.19%, which is greater than ABI's maximum drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for DIAL and ABI.


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Drawdown Indicators


DIALABIDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-0.95%

-21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-7.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

Current Drawdown

Current decline from peak

-0.88%

-0.04%

-0.84%

Average Drawdown

Average peak-to-trough decline

-5.54%

-0.19%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

Volatility

DIAL vs. ABI - Volatility Comparison


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Volatility by Period


DIALABIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

1.28%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.03%

1.28%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

1.28%

+5.75%

DIAL vs. ABI - Expense Ratio Comparison

DIAL has a 0.29% expense ratio, which is lower than ABI's 0.65% expense ratio.


Dividends

DIAL vs. ABI - Dividend Comparison

DIAL's dividend yield for the trailing twelve months is around 5.05%, less than ABI's 5.18% yield.


PositionTTM202520242023202220212020201920182017
ABI
VictoryShares Pioneer Asset-Based Income ETF
5.18%3.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIAL
Columbia Diversified Fixed Income Allocation ETF
5.05%4.81%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%

Frequently Asked Questions


DIAL and ABI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DIAL is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DIAL is cheaper with a 0.29% expense ratio, compared with 0.65% for ABI.

ABI has the higher dividend yield at 5.18%, compared with 5.05% for DIAL.

They also come from different issuers: Ameriprise Financial and VictoryShares. Their fees differ too: 0.29% for DIAL and 0.65% for ABI.

Portfolio Optimizer

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