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SRBFX vs. SMGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SRBFX vs. SMGIX - Performance Comparison

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

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SRBFX vs. SMGIX - 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%3.84%
SMGIX
Columbia Contrarian Core Fund
-8.32%17.35%23.33%32.12%-18.64%24.18%22.21%32.95%-8.95%20.57%

Returns By Period

In the year-to-date period, SRBFX achieves a -0.73% return, which is significantly higher than SMGIX's -8.32% return. Over the past 10 years, SRBFX has underperformed SMGIX with an annualized return of 2.36%, while SMGIX has yielded a comparatively higher 12.89% annualized 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%

SMGIX

1D
-0.22%
1M
-7.29%
YTD
-8.32%
6M
-5.97%
1Y
12.95%
3Y*
17.26%
5Y*
10.58%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SRBFX vs. SMGIX - Expense Ratio Comparison

SRBFX has a 0.49% expense ratio, which is lower than SMGIX's 0.75% expense ratio.


Return for Risk

SRBFX vs. SMGIX — 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

SMGIX
SMGIX Risk / Return Rank: 3434
Overall Rank
SMGIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SMGIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SMGIX Omega Ratio Rank: 3737
Omega Ratio Rank
SMGIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SMGIX Martin Ratio Rank: 3535
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. SMGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Total Return Bond Fund (SRBFX) and Columbia Contrarian Core Fund (SMGIX). 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.


SRBFXSMGIXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.71

+0.36

Sortino ratio

Return per unit of downside risk

1.58

1.12

+0.45

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.89

0.87

+1.02

Martin ratio

Return relative to average drawdown

6.00

3.72

+2.28

SRBFX vs. SMGIX - Sharpe Ratio Comparison

The current SRBFX Sharpe Ratio is 1.07, which is higher than the SMGIX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SRBFX and SMGIX, 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


SRBFXSMGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.71

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.56

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.68

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.67

+0.14

Correlation

The correlation between SRBFX and SMGIX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SRBFX vs. SMGIX - Dividend Comparison

SRBFX's dividend yield for the trailing twelve months is around 4.49%, less than SMGIX's 8.06% 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%
SMGIX
Columbia Contrarian Core Fund
8.06%7.39%9.69%3.08%10.61%13.70%7.69%5.87%10.17%4.89%0.76%5.86%

Drawdowns

SRBFX vs. SMGIX - Drawdown Comparison

The maximum SRBFX drawdown since its inception was -24.34%, smaller than the maximum SMGIX drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for SRBFX and SMGIX.


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Drawdown Indicators


SRBFXSMGIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.34%

-50.62%

+26.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-12.33%

+9.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-32.20%

+9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-22.97%

-32.45%

+9.48%

Current Drawdown

Current decline from peak

-4.41%

-9.99%

+5.58%

Average Drawdown

Average peak-to-trough decline

-4.55%

-6.77%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.89%

-1.90%

Volatility

SRBFX vs. SMGIX - Volatility Comparison

The current volatility for Columbia Total Return Bond Fund (SRBFX) is 1.69%, while Columbia Contrarian Core Fund (SMGIX) has a volatility of 4.18%. This indicates that SRBFX experiences smaller price fluctuations and is considered to be less risky than SMGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRBFXSMGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

4.18%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

9.28%

-6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

4.91%

18.55%

-13.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.58%

18.96%

-12.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

18.95%

-13.53%