DIAL vs. CFICX
Compare and contrast key facts about Columbia Diversified Fixed Income Allocation ETF (DIAL) and Calvert Income Fund (CFICX).
DIAL is a passively managed fund by Ameriprise Financial that tracks the performance of the Bloomberg Beta Advantage Multi-Sector Bond Index. It was launched on Oct 12, 2017. CFICX is managed by Calvert Research and Management. It was launched on Oct 12, 1982.
Performance
DIAL vs. CFICX - Performance Comparison
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DIAL vs. CFICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DIAL
CFICX
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.
| DIAL | CFICX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.47 | -0.08 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.13 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.27 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.99 | -0.06 |
Martin ratioReturn relative to average drawdown | 8.30 | 7.67 | +0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIAL | CFICX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| DIAL | CFICX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.42% | -2.63% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -3.47% | -2.16% |
Ulcer IndexDepth 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
| DIAL | CFICX | Difference | |
|---|---|---|---|
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% |