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SRBFX vs. AMFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SRBFX vs. AMFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Total Return Bond Fund (SRBFX) and AAMA Income Fund (AMFIX). The values are adjusted to include any dividend payments, if applicable.

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SRBFX vs. AMFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRBFX
Columbia Total Return Bond Fund
-0.73%8.91%1.49%7.35%-17.65%0.23%12.20%9.44%0.38%0.18%
AMFIX
AAMA Income Fund
0.21%3.74%3.48%3.84%-6.26%-1.37%2.24%2.47%0.89%-0.44%

Returns By Period

In the year-to-date period, SRBFX achieves a -0.73% return, which is significantly lower than AMFIX's 0.21% return.


SRBFX

1D
0.49%
1M
-2.65%
YTD
-0.73%
6M
0.30%
1Y
4.72%
3Y*
4.26%
5Y*
-0.34%
10Y*
2.36%

AMFIX

1D
0.17%
1M
-0.49%
YTD
0.21%
6M
1.06%
1Y
2.97%
3Y*
3.23%
5Y*
0.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SRBFX vs. AMFIX - Expense Ratio Comparison

SRBFX has a 0.49% expense ratio, which is lower than AMFIX's 0.92% expense ratio.


Return for Risk

SRBFX vs. AMFIX — Risk / Return Rank

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

SRBFX
SRBFX Risk / Return Rank: 6161
Overall Rank
SRBFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SRBFX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SRBFX Omega Ratio Rank: 4343
Omega Ratio Rank
SRBFX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SRBFX Martin Ratio Rank: 6363
Martin Ratio Rank

AMFIX
AMFIX Risk / Return Rank: 9898
Overall Rank
AMFIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AMFIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AMFIX Omega Ratio Rank: 9797
Omega Ratio Rank
AMFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AMFIX Martin Ratio Rank: 9898
Martin Ratio Rank
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.

SRBFX vs. AMFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Total Return Bond Fund (SRBFX) and AAMA Income Fund (AMFIX). 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.


SRBFXAMFIXDifference

Sharpe ratio

Return per unit of total volatility

1.07

3.05

-1.98

Sortino ratio

Return per unit of downside risk

1.58

4.95

-3.37

Omega ratio

Gain probability vs. loss probability

1.19

1.69

-0.51

Calmar ratio

Return relative to maximum drawdown

1.89

4.18

-2.28

Martin ratio

Return relative to average drawdown

6.00

21.12

-15.12

SRBFX vs. AMFIX - Sharpe Ratio Comparison

The current SRBFX Sharpe Ratio is 1.07, which is lower than the AMFIX Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of SRBFX and AMFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SRBFXAMFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

3.05

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.34

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.56

+0.25

Correlation

The correlation between SRBFX and AMFIX is 0.78, 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.


Dividends

SRBFX vs. AMFIX - Dividend Comparison

SRBFX's dividend yield for the trailing twelve months is around 4.49%, more than AMFIX's 2.22% yield.


TTM20252024202320222021202020192018201720162015
SRBFX
Columbia Total Return Bond Fund
4.49%4.86%4.11%3.74%3.72%3.23%7.56%4.59%2.85%2.77%3.93%3.42%
AMFIX
AAMA Income Fund
2.22%2.08%2.44%1.70%0.83%0.57%0.83%1.24%1.24%0.40%0.00%0.00%

Drawdowns

SRBFX vs. AMFIX - Drawdown Comparison

The maximum SRBFX drawdown since its inception was -24.34%, which is greater than AMFIX's maximum drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for SRBFX and AMFIX.


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Drawdown Indicators


SRBFXAMFIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.34%

-9.35%

-14.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-0.74%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-8.91%

-14.06%

Max Drawdown (10Y)

Largest decline over 10 years

-22.97%

Current Drawdown

Current decline from peak

-4.41%

-0.49%

-3.92%

Average Drawdown

Average peak-to-trough decline

-4.55%

-2.06%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.15%

+0.84%

Volatility

SRBFX vs. AMFIX - Volatility Comparison

Columbia Total Return Bond Fund (SRBFX) has a higher volatility of 1.69% compared to AAMA Income Fund (AMFIX) at 0.48%. This indicates that SRBFX's price experiences larger fluctuations and is considered to be riskier than AMFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRBFXAMFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

0.48%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

0.72%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.91%

0.98%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.58%

2.16%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

1.75%

+3.67%