SRBFX vs. AGG
Compare and contrast key facts about Columbia Total Return Bond Fund (SRBFX) and iShares Core U.S. Aggregate Bond ETF (AGG).
SRBFX is managed by Columbia Threadneedle. It was launched on Dec 5, 1978. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRBFX or AGG.
Key characteristics
| SRBFX | AGG | |
|---|---|---|
| YTD Return | 2.37% | 1.83% |
| 1Y Return | 10.32% | 8.19% |
| 3Y Return (Ann) | -3.06% | -2.19% |
| 5Y Return (Ann) | -0.52% | -0.18% |
| 10Y Return (Ann) | 1.30% | 1.46% |
| Sharpe Ratio | 1.52 | 1.37 |
| Sortino Ratio | 2.24 | 2.03 |
| Omega Ratio | 1.28 | 1.24 |
| Calmar Ratio | 0.50 | 0.53 |
| Martin Ratio | 5.22 | 4.90 |
| Ulcer Index | 1.98% | 1.67% |
| Daily Std Dev | 6.79% | 5.95% |
| Max Drawdown | -24.67% | -18.43% |
| Current Drawdown | -12.33% | -8.47% |
Correlation
The correlation between SRBFX and AGG is 0.79, 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.
Performance
SRBFX vs. AGG - Performance Comparison
In the year-to-date period, SRBFX achieves a 2.37% return, which is significantly higher than AGG's 1.83% return. Over the past 10 years, SRBFX has underperformed AGG with an annualized return of 1.30%, while AGG has yielded a comparatively higher 1.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SRBFX vs. AGG - Expense Ratio Comparison
SRBFX has a 0.49% expense ratio, which is higher than AGG's 0.05% expense ratio.
Risk-Adjusted Performance
SRBFX vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Total Return Bond Fund (SRBFX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
Dividends
SRBFX vs. AGG - Dividend Comparison
SRBFX's dividend yield for the trailing twelve months is around 4.90%, more than AGG's 3.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRBFX Columbia Total Return Bond Fund | 4.90% | 4.22% | 3.98% | 3.00% | 3.48% | 3.26% | 2.85% | 2.78% | 2.84% | 2.22% | 2.65% | 2.72% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.64% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
SRBFX vs. AGG - Drawdown Comparison
The maximum SRBFX drawdown since its inception was -24.67%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SRBFX and AGG. For additional features, visit the drawdowns tool.
Volatility
SRBFX vs. AGG - Volatility Comparison
Columbia Total Return Bond Fund (SRBFX) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.79% and 1.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.