SRBFX vs. TGLMX
SRBFX (Columbia Total Return Bond Fund) and TGLMX (TCW Total Return Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, SRBFX returned 2.29%/yr vs 1.50%/yr for TGLMX. A 0.75 correlation means they provide meaningful diversification when combined. Both charge a 0.49% expense ratio.
Performance
SRBFX vs. TGLMX - Performance Comparison
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Returns By Period
In the year-to-date period, SRBFX achieves a 0.99% return, which is significantly lower than TGLMX's 1.65% return. Over the past 10 years, SRBFX has outperformed TGLMX with an annualized return of 2.29%, while TGLMX has yielded a comparatively lower 1.50% annualized return.
SRBFX
- 1D
- 0.46%
- 1M
- 1.11%
- YTD
- 0.99%
- 6M
- 1.28%
- 1Y
- 5.01%
- 3Y*
- 5.29%
- 5Y*
- -0.24%
- 10Y*
- 2.29%
TGLMX
- 1D
- 0.39%
- 1M
- 0.65%
- YTD
- 1.65%
- 6M
- 1.55%
- 1Y
- 5.92%
- 3Y*
- 4.81%
- 5Y*
- -0.07%
- 10Y*
- 1.50%
SRBFX vs. TGLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRBFX Columbia Total Return Bond Fund | 0.99% | 8.91% | 1.49% | 7.35% | -17.65% | 0.23% | 12.20% | 9.44% | 0.38% | 3.84% |
TGLMX TCW Total Return Bond Fund | 1.65% | 8.99% | 1.82% | 5.05% | -16.59% | -1.05% | 8.32% | 7.28% | 0.80% | 3.44% |
Correlation
The correlation between SRBFX and TGLMX is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1994 | 0.75 |
The correlation between SRBFX and TGLMX shifts across timeframes, from 0.75 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SRBFX vs. TGLMX — Risk / Return Rank
SRBFX
TGLMX
SRBFX vs. TGLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Total Return Bond Fund (SRBFX) and TCW Total Return Bond Fund (TGLMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SRBFX | TGLMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.31 | -0.67 |
| Martin ratioReturn relative to average drawdown | 4.70 | 6.60 | -1.90 |
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Drawdowns
SRBFX vs. TGLMX - Drawdown Comparison
The maximum SRBFX drawdown since its inception was -24.34%, which is greater than TGLMX's maximum drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for SRBFX and TGLMX.
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Drawdown Indicators
| SRBFX | TGLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.34% | -22.26% | -2.08% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -2.63% | -0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -6.28% | -8.56% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -22.97% | -22.17% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -22.97% | -22.26% | -0.71% |
Current DrawdownCurrent decline from peak | -2.76% | -2.35% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -3.79% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.92% | +0.17% |
Volatility
SRBFX vs. TGLMX - Volatility Comparison
Columbia Total Return Bond Fund (SRBFX) and TCW Total Return Bond Fund (TGLMX) have volatilities of 1.25% and 1.28%, 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.
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Volatility by Period
| SRBFX | TGLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 1.28% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 3.12% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 4.27% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.65% | 7.06% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.45% | 5.60% | -0.15% |
SRBFX vs. TGLMX - Expense Ratio Comparison
Both SRBFX and TGLMX have an expense ratio of 0.49%.
Dividends
SRBFX vs. TGLMX - Dividend Comparison
SRBFX's dividend yield for the trailing twelve months is around 4.84%, less than TGLMX's 6.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRBFX Columbia Total Return Bond Fund | 4.84% | 4.86% | 4.11% | 3.74% | 3.72% | 3.23% | 7.56% | 4.59% | 2.85% | 2.77% | 3.93% | 3.42% |
TGLMX TCW Total Return Bond Fund | 6.72% | 7.19% | 6.52% | 6.13% | 3.27% | 2.08% | 3.37% | 4.07% | 3.55% | 2.89% | 4.13% | 2.88% |
Frequently Asked Questions
SRBFX and TGLMX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGLMX has higher volatility (1.28%) compared to SRBFX (1.25%). In terms of maximum drawdown, SRBFX dropped -24.34% vs TGLMX's -22.26%.
TGLMX currently has the higher Sharpe Ratio (1.43 vs 1.18), 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.
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