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DIAL vs. CFICX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIAL vs. CFICX - Performance Comparison

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

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DIAL vs. CFICX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIAL
Columbia Diversified Fixed Income Allocation ETF
-0.68%9.93%1.69%8.54%-16.13%-1.14%9.08%14.05%-1.98%0.00%
CFICX
Calvert Income Fund
-0.99%8.94%4.11%7.61%-16.07%1.71%8.26%14.75%-3.36%0.82%

Returns By Period

In the year-to-date period, DIAL achieves a -0.68% return, which is significantly higher than CFICX's -0.99% return.


DIAL

1D
0.70%
1M
-2.42%
YTD
-0.68%
6M
0.43%
1Y
6.22%
3Y*
5.05%
5Y*
0.73%
10Y*

CFICX

1D
0.46%
1M
-2.63%
YTD
-0.99%
6M
0.12%
1Y
5.26%
3Y*
5.26%
5Y*
1.08%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIAL vs. CFICX - Expense Ratio Comparison

DIAL has a 0.29% expense ratio, which is lower than CFICX's 0.92% expense ratio.


Return for Risk

DIAL vs. CFICX — Risk / Return Rank

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

DIAL
DIAL Risk / Return Rank: 7676
Overall Rank
DIAL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIAL Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIAL Omega Ratio Rank: 7272
Omega Ratio Rank
DIAL Calmar Ratio Rank: 7474
Calmar Ratio Rank
DIAL Martin Ratio Rank: 7878
Martin Ratio Rank

CFICX
CFICX Risk / Return Rank: 7979
Overall Rank
CFICX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CFICX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CFICX Omega Ratio Rank: 7272
Omega Ratio Rank
CFICX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CFICX Martin Ratio Rank: 7979
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.

DIAL vs. CFICX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) and Calvert Income Fund (CFICX). 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.


DIALCFICXDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.47

-0.08

Sortino ratio

Return per unit of downside risk

2.02

2.13

-0.11

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

1.92

1.99

-0.06

Martin ratio

Return relative to average drawdown

8.30

7.67

+0.63

DIAL vs. CFICX - Sharpe Ratio Comparison

The current DIAL Sharpe Ratio is 1.40, which is comparable to the CFICX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of DIAL and CFICX, 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


DIALCFICXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.47

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.19

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

1.00

-0.67

Correlation

The correlation between DIAL and CFICX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DIAL vs. CFICX - Dividend Comparison

DIAL's dividend yield for the trailing twelve months is around 4.97%, more than CFICX's 4.51% yield.


TTM20252024202320222021202020192018201720162015
DIAL
Columbia Diversified Fixed Income Allocation ETF
4.97%4.81%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%0.00%0.00%
CFICX
Calvert Income Fund
4.51%4.86%4.91%4.05%3.22%2.70%2.96%3.25%3.60%2.96%3.23%2.87%

Drawdowns

DIAL vs. CFICX - Drawdown Comparison

The maximum DIAL drawdown since its inception was -22.19%, roughly equal to the maximum CFICX drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for DIAL and CFICX.


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Drawdown Indicators


DIALCFICXDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-21.28%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-3.08%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-21.28%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-21.28%

Current Drawdown

Current decline from peak

-2.42%

-2.63%

+0.21%

Average Drawdown

Average peak-to-trough decline

-5.63%

-3.47%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.80%

-0.03%

Volatility

DIAL vs. CFICX - Volatility Comparison

Columbia Diversified Fixed Income Allocation ETF (DIAL) has a higher volatility of 2.07% compared to Calvert Income Fund (CFICX) at 1.51%. This indicates that DIAL's price experiences larger fluctuations and is considered to be riskier than CFICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIALCFICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

1.51%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.36%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

3.94%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.00%

5.61%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

5.20%

+1.87%