SRBFX vs. GIBIX
Compare and contrast key facts about Columbia Total Return Bond Fund (SRBFX) and Guggenheim Total Return Bond Fund (GIBIX).
SRBFX is managed by Columbia Threadneedle. It was launched on Dec 5, 1978. GIBIX is managed by Guggenheim. It was launched on Nov 30, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRBFX or GIBIX.
Key characteristics
| SRBFX | GIBIX | |
|---|---|---|
| YTD Return | 2.37% | 3.07% |
| 1Y Return | 10.32% | 10.29% |
| 3Y Return (Ann) | -3.06% | -2.44% |
| 5Y Return (Ann) | -0.52% | 0.78% |
| 10Y Return (Ann) | 1.30% | 2.32% |
| Sharpe Ratio | 1.52 | 1.79 |
| Sortino Ratio | 2.24 | 2.66 |
| Omega Ratio | 1.28 | 1.33 |
| Calmar Ratio | 0.50 | 0.59 |
| Martin Ratio | 5.22 | 6.88 |
| Ulcer Index | 1.98% | 1.50% |
| Daily Std Dev | 6.79% | 5.76% |
| Max Drawdown | -24.67% | -22.03% |
| Current Drawdown | -12.33% | -8.99% |
Correlation
The correlation between SRBFX and GIBIX is 0.88, 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. GIBIX - Performance Comparison
In the year-to-date period, SRBFX achieves a 2.37% return, which is significantly lower than GIBIX's 3.07% return. Over the past 10 years, SRBFX has underperformed GIBIX with an annualized return of 1.30%, while GIBIX has yielded a comparatively higher 2.32% 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. GIBIX - Expense Ratio Comparison
SRBFX has a 0.49% expense ratio, which is lower than GIBIX's 0.50% expense ratio.
Risk-Adjusted Performance
SRBFX vs. GIBIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Total Return Bond Fund (SRBFX) and Guggenheim Total Return Bond Fund (GIBIX). 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. GIBIX - Dividend Comparison
SRBFX's dividend yield for the trailing twelve months is around 4.90%, more than GIBIX's 4.70% 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% |
GIBIX Guggenheim Total Return Bond Fund | 4.70% | 4.45% | 4.13% | 2.87% | 2.62% | 2.61% | 2.90% | 3.38% | 4.25% | 4.70% | 4.79% | 5.45% |
Drawdowns
SRBFX vs. GIBIX - Drawdown Comparison
The maximum SRBFX drawdown since its inception was -24.67%, which is greater than GIBIX's maximum drawdown of -22.03%. Use the drawdown chart below to compare losses from any high point for SRBFX and GIBIX. For additional features, visit the drawdowns tool.
Volatility
SRBFX vs. GIBIX - Volatility Comparison
Columbia Total Return Bond Fund (SRBFX) has a higher volatility of 1.79% compared to Guggenheim Total Return Bond Fund (GIBIX) at 1.62%. This indicates that SRBFX's price experiences larger fluctuations and is considered to be riskier than GIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.