RBBAX vs. DGTSX
RBBAX (Columbia Income Builder Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, RBBAX returned 5.14%/yr vs 5.14%/yr for DGTSX. Their correlation of 0.89 suggests significant overlap in exposure. RBBAX charges 0.37%/yr vs 0.24%/yr for DGTSX.
Performance
RBBAX vs. DGTSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with RBBAX having a 4.32% return and DGTSX slightly lower at 4.28%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: RBBAX at 5.14% and DGTSX at 5.14%.
RBBAX
- 1D
- 0.24%
- 1M
- 0.23%
- 6M
- 3.15%
- YTD
- 4.32%
- 1Y
- 9.91%
- 3Y*
- 9.07%
- 5Y*
- 3.10%
- 10Y*
- 5.14%
DGTSX
- 1D
- 0.21%
- 1M
- 0.39%
- 6M
- 3.47%
- YTD
- 4.28%
- 1Y
- 8.43%
- 3Y*
- 8.28%
- 5Y*
- 5.14%
- 10Y*
- 5.14%
RBBAX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBBAX Columbia Income Builder Fund | 4.32% | 11.15% | 4.96% | 9.02% | -12.87% | 6.08% | 10.15% | 13.77% | -2.66% | 7.51% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.28% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between RBBAX and DGTSX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.89 |
The correlation between RBBAX and DGTSX has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.
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Return for Risk
RBBAX vs. DGTSX — Risk / Return Rank
RBBAX
DGTSX
RBBAX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Income Builder Fund (RBBAX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RBBAX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.47 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 3.19 | -0.73 |
| Martin ratioReturn relative to average drawdown | 10.04 | 13.93 | -3.89 |
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Drawdowns
RBBAX vs. DGTSX - Drawdown Comparison
The maximum RBBAX drawdown since its inception was -23.23%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for RBBAX and DGTSX.
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Drawdown Indicators
| RBBAX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.23% | -16.71% | -6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.93% | -2.64% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -6.83% | -7.46% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -11.26% | -6.80% |
Max Drawdown (10Y)Largest decline over 10 years | -18.06% | -11.26% | -6.80% |
Current DrawdownCurrent decline from peak | -0.39% | -0.21% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -1.64% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.60% | +0.36% |
Volatility
RBBAX vs. DGTSX - Volatility Comparison
Columbia Income Builder Fund (RBBAX) has a higher volatility of 1.50% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.27%. This indicates that RBBAX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBBAX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 1.27% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | 3.01% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.71% | 3.60% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.35% | 5.98% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.82% | 5.23% | +0.59% |
RBBAX vs. DGTSX - Expense Ratio Comparison
RBBAX has a 0.37% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
RBBAX vs. DGTSX - Dividend Comparison
RBBAX's dividend yield for the trailing twelve months is around 3.60%, less than DGTSX's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.80% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
RBBAX Columbia Income Builder Fund | 3.60% | 3.85% | 3.95% | 3.82% | 4.94% | 4.73% | 4.07% | 3.90% | 3.92% | 3.47% | 3.01% | 6.84% |
Frequently Asked Questions
RBBAX and DGTSX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBBAX has higher volatility (1.50%) compared to DGTSX (1.27%). In terms of maximum drawdown, RBBAX dropped -23.23% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.34 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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