DYNB vs. DIAL

Last updated Jun 5, 2026

DYNB (Hartford Dynamic Bond ETF) and DIAL (Columbia Diversified Fixed Income Allocation ETF) are both Multisector Bonds funds. DYNB is actively managed, while DIAL is passively managed. Their correlation of 0.88 suggests significant overlap in exposure. DYNB charges 0.60%/yr vs 0.29%/yr for DIAL.

Performance

DYNB vs. DIAL - Performance Comparison

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

Returns By Period

In the year-to-date period, DYNB achieves a 0.40% return, which is significantly lower than DIAL's 1.10% return.

DYNB

• 1D: 0.18%
• 1M: 0.17%
• YTD: 0.40%
• 6M: 0.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DIAL

• 1D: 0.22%
• 1M: 0.47%
• YTD: 1.10%
• 6M: 1.29%
• 1Y: 6.33%
• 3Y*: 6.00%
• 5Y*: 0.77%
• 10Y*: —

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

DYNB vs. DIAL - Yearly Performance Comparison

	2026 (YTD)	2025
DYNB Hartford Dynamic Bond ETF	0.40%	0.54%
DIAL Columbia Diversified Fixed Income Allocation ETF	1.10%	1.01%

Correlation

The correlation between DYNB and DIAL is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 25, 2025	0.88

Return for Risk

DYNB vs. DIAL — Risk / Return Rank

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

DIAL

DIAL Risk / Return Rank: 45
DIAL Sharpe Ratio Rank: 46
DIAL Sortino Ratio Rank: 48
DIAL Omega Ratio Rank: 45
DIAL Calmar Ratio Rank: 39
DIAL Martin Ratio Rank: 46

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.

DYNB vs. DIAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Dynamic Bond ETF (DYNB) and Columbia Diversified Fixed Income Allocation ETF (DIAL). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DYNB	DIAL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.57	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.36	+0.11

Drawdowns

DYNB vs. DIAL - Drawdown Comparison

The maximum DYNB drawdown since its inception was -2.61%, smaller than the maximum DIAL drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for DYNB and DIAL.

Drawdown Indicators

	DYNB	DIAL	Difference
Max Drawdown Largest peak-to-trough decline	-2.61%	-22.19%	+19.58%
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	-0.93%	-0.66%	-0.27%
Average Drawdown Average peak-to-trough decline	-0.63%	-5.54%	+4.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.86%	—

Volatility

Volatility by Period

	DYNB	DIAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.56%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.87%	4.09%	-1.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.87%	7.03%	-4.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.87%	7.03%	-4.16%

DYNB vs. DIAL - Expense Ratio Comparison

DYNB has a 0.60% expense ratio, which is higher than DIAL's 0.29% expense ratio.

Dividends

DYNB vs. DIAL - Dividend Comparison

DYNB's dividend yield for the trailing twelve months is around 2.64%, less than DIAL's 5.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIAL Columbia Diversified Fixed Income Allocation ETF	5.04%	4.81%	4.67%	3.77%	3.47%	2.46%	2.61%	3.27%	3.56%	0.65%
DYNB Hartford Dynamic Bond ETF	2.64%	1.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DYNB and DIAL in my portfolio?

DYNB and DIAL have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DYNB or DIAL?

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.

Which ETF is cheaper, DYNB or DIAL?

DIAL is cheaper with a 0.29% expense ratio, compared with 0.60% for DYNB.

Which ETF pays a higher dividend yield, DYNB or DIAL?

DIAL has the higher dividend yield at 5.04%, compared with 2.64% for DYNB.

What is the main difference between DYNB and DIAL?

They also come from different issuers: Hartford Funds and Ameriprise Financial. Their fees differ too: 0.60% for DYNB and 0.29% for DIAL.