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DIAL vs. RCTIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIAL and RCTIX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

DIAL vs. RCTIX - Performance Comparison

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

10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%December2025FebruaryMarchAprilMay
15.03%
42.54%
DIAL
RCTIX

Key characteristics

Sharpe Ratio

DIAL:

1.18

RCTIX:

3.15

Sortino Ratio

DIAL:

1.69

RCTIX:

4.88

Omega Ratio

DIAL:

1.20

RCTIX:

1.66

Calmar Ratio

DIAL:

0.52

RCTIX:

5.20

Martin Ratio

DIAL:

2.82

RCTIX:

16.46

Ulcer Index

DIAL:

2.18%

RCTIX:

0.47%

Daily Std Dev

DIAL:

5.37%

RCTIX:

2.43%

Max Drawdown

DIAL:

-22.19%

RCTIX:

-10.89%

Current Drawdown

DIAL:

-5.66%

RCTIX:

-0.20%

Returns By Period

In the year-to-date period, DIAL achieves a 3.08% return, which is significantly higher than RCTIX's 2.27% return.


DIAL

YTD

3.08%

1M

1.20%

6M

1.46%

1Y

6.28%

5Y*

0.64%

10Y*

N/A

RCTIX

YTD

2.27%

1M

0.91%

6M

2.75%

1Y

7.62%

5Y*

5.44%

10Y*

4.92%

*Annualized

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DIAL vs. RCTIX - Expense Ratio Comparison

DIAL has a 0.28% expense ratio, which is lower than RCTIX's 0.89% expense ratio.


Risk-Adjusted Performance

DIAL vs. RCTIX — Risk-Adjusted Performance Rank

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

DIAL
The Risk-Adjusted Performance Rank of DIAL is 7878
Overall Rank
The Sharpe Ratio Rank of DIAL is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DIAL is 8686
Sortino Ratio Rank
The Omega Ratio Rank of DIAL is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DIAL is 6363
Calmar Ratio Rank
The Martin Ratio Rank of DIAL is 7373
Martin Ratio Rank

RCTIX
The Risk-Adjusted Performance Rank of RCTIX is 9797
Overall Rank
The Sharpe Ratio Rank of RCTIX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RCTIX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of RCTIX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of RCTIX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of RCTIX is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIAL vs. RCTIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) and River Canyon Total Return Bond Fund (RCTIX). 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.


The current DIAL Sharpe Ratio is 1.18, which is lower than the RCTIX Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of DIAL and RCTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
1.18
3.15
DIAL
RCTIX

Dividends

DIAL vs. RCTIX - Dividend Comparison

DIAL's dividend yield for the trailing twelve months is around 4.73%, less than RCTIX's 7.84% yield.


TTM2024202320222021202020192018201720162015
DIAL
Columbia Diversified Fixed Income Allocation ETF
4.73%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%0.00%0.00%
RCTIX
River Canyon Total Return Bond Fund
7.84%7.90%8.51%6.00%3.02%3.79%2.70%3.30%4.89%2.32%5.74%

Drawdowns

DIAL vs. RCTIX - Drawdown Comparison

The maximum DIAL drawdown since its inception was -22.19%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for DIAL and RCTIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-5.66%
-0.20%
DIAL
RCTIX

Volatility

DIAL vs. RCTIX - Volatility Comparison

Columbia Diversified Fixed Income Allocation ETF (DIAL) has a higher volatility of 1.60% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.76%. This indicates that DIAL's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%December2025FebruaryMarchAprilMay
1.60%
0.76%
DIAL
RCTIX