SIFI vs. DIAL

Last updated Jun 3, 2026

SIFI (Harbor Scientific Alpha Income ETF) and DIAL (Columbia Diversified Fixed Income Allocation ETF) are both Multisector Bonds funds. SIFI is actively managed, while DIAL is passively managed. Over the past 3 years, SIFI returned 7.19%/yr vs 5.96%/yr for DIAL. Their correlation of 0.85 suggests significant overlap in exposure. SIFI charges 0.50%/yr vs 0.29%/yr for DIAL.

Performance

SIFI vs. DIAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Scientific Alpha Income ETF (SIFI) 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, SIFI achieves a 1.27% return, which is significantly higher than DIAL's 1.19% return.

SIFI

• 1D: 0.01%
• 1M: 0.30%
• YTD: 1.27%
• 6M: 1.70%
• 1Y: 7.56%
• 3Y*: 7.19%
• 5Y*: —
• 10Y*: —

DIAL

• 1D: 0.11%
• 1M: 0.45%
• YTD: 1.19%
• 6M: 1.38%
• 1Y: 7.01%
• 3Y*: 5.96%
• 5Y*: 0.84%
• 10Y*: —

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

SIFI vs. DIAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SIFI Harbor Scientific Alpha Income ETF	1.27%	8.83%	5.05%	8.75%	-10.58%	-1.05%
DIAL Columbia Diversified Fixed Income Allocation ETF	1.19%	9.93%	1.69%	8.54%	-16.13%	-0.96%

Correlation

The correlation between SIFI and DIAL is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Sep 17, 2021	0.85

The correlation between SIFI and DIAL has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

SIFI vs. DIAL - Sectors Allocation Comparison

Sectors	SIFI	DIAL
Industrials	16.2%	-
Technology	15.7%	-
Consumer Cyclical	11.8%	-
Energy	7.9%	-
Real Estate	4.8%	-
Financial Services	4.4%	0.5%
Healthcare	3.9%	-
Communication Services	3.0%	-
Consumer Defensive	2.9%	-
Utilities	1.9%	-
Basic Materials	0.7%	-

Return for Risk

SIFI vs. DIAL — Risk / Return Rank

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

SIFI

SIFI Risk / Return Rank: 66
SIFI Sharpe Ratio Rank: 67
SIFI Sortino Ratio Rank: 75
SIFI Omega Ratio Rank: 71
SIFI Calmar Ratio Rank: 54
SIFI Martin Ratio Rank: 61

DIAL

DIAL Risk / Return Rank: 48
DIAL Sharpe Ratio Rank: 50
DIAL Sortino Ratio Rank: 53
DIAL Omega Ratio Rank: 50
DIAL Calmar Ratio Rank: 41
DIAL Martin Ratio Rank: 48

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.

SIFI vs. DIAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha Income ETF (SIFI) 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.

	SIFI	DIAL	Difference
Sharpe ratio Return per unit of total volatility	2.24	1.73	+0.51
Sortino ratio Return per unit of downside risk	3.43	2.57	+0.86
Omega ratio Gain probability vs. loss probability	1.43	1.32	+0.12
Calmar ratio Return relative to maximum drawdown	2.74	2.08	+0.66
Martin ratio Return relative to average drawdown	11.23	8.14	+3.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIFI vs. DIAL - Sharpe Ratio Comparison

The current SIFI Sharpe Ratio is 2.24, which is comparable to the DIAL Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SIFI and DIAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SIFI	DIAL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	1.73	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.36	+0.11

Drawdowns

SIFI vs. DIAL - Drawdown Comparison

The maximum SIFI drawdown since its inception was -14.68%, smaller than the maximum DIAL drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for SIFI and DIAL.

Drawdown Indicators

	SIFI	DIAL	Difference
Max Drawdown Largest peak-to-trough decline	-14.68%	-22.19%	+7.51%
Max Drawdown (1Y) Largest decline over 1 year	-2.71%	-3.34%	+0.63%
Max Drawdown (3Y) Largest decline over 3 years	-3.46%	-7.01%	+3.55%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.19%	—
Current Drawdown Current decline from peak	-0.06%	-0.58%	+0.52%
Average Drawdown Average peak-to-trough decline	-4.83%	-5.54%	+0.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.66%	0.85%	-0.19%

Volatility

SIFI vs. DIAL - Volatility Comparison

The current volatility for Harbor Scientific Alpha Income ETF (SIFI) is 1.03%, while Columbia Diversified Fixed Income Allocation ETF (DIAL) has a volatility of 1.59%. This indicates that SIFI experiences smaller price fluctuations and is considered to be less risky than DIAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIFI	DIAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.03%	1.59%	-0.56%
Volatility (6M) Calculated over the trailing 6-month period	2.48%	3.23%	-0.75%
Volatility (1Y) Calculated over the trailing 1-year period	3.39%	4.07%	-0.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.94%	7.03%	-2.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.94%	7.03%	-2.09%

SIFI vs. DIAL - Expense Ratio Comparison

SIFI has a 0.50% expense ratio, which is higher than DIAL's 0.29% expense ratio.

Dividends

SIFI vs. DIAL - Dividend Comparison

SIFI's dividend yield for the trailing twelve months is around 6.44%, more 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%
SIFI Harbor Scientific Alpha Income ETF	6.44%	6.57%	5.87%	5.71%	3.88%	0.86%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SIFI and DIAL in my portfolio?

SIFI and DIAL have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIFI or DIAL?

DIAL has higher volatility (1.59%) compared to SIFI (1.03%). In terms of maximum drawdown, SIFI dropped -14.68% vs DIAL's -22.19%.

Which ETF is better, SIFI or DIAL?

On 3-year performance, SIFI leads with 7.19% vs 5.96% for DIAL. On fees, DIAL is cheaper at 0.29% per year. On volatility, SIFI has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SIFI or DIAL?

Over the 3-year period, SIFI has performed better with a 7.19% return vs 5.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SIFI or DIAL?

DIAL is cheaper with a 0.29% expense ratio, compared with 0.50% for SIFI.

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

SIFI has the higher dividend yield at 6.44%, compared with 5.04% for DIAL.

What is the main difference between SIFI and DIAL?

They also come from different issuers: Harbor and Ameriprise Financial. Their fees differ too: 0.50% for SIFI and 0.29% for DIAL.

Which has better risk-adjusted returns?

SIFI currently has the higher Sharpe Ratio (2.24 vs 1.73), 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.