SRBFX vs. TGLMX
Compare and contrast key facts about Columbia Total Return Bond Fund (SRBFX) and TCW Total Return Bond Fund (TGLMX).
SRBFX is managed by Columbia. It was launched on Dec 5, 1978. TGLMX is managed by TCW. It was launched on Jun 17, 1993.
Performance
SRBFX vs. TGLMX - Performance Comparison
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SRBFX vs. TGLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRBFX Columbia Total Return Bond Fund | -0.44% | 8.91% | 1.49% | 7.35% | -17.65% | 0.23% | 12.20% | 9.44% | 0.38% | 3.84% |
TGLMX TCW Total Return Bond Fund | 0.31% | 8.99% | 1.82% | 5.05% | -16.59% | -1.05% | 8.32% | 7.28% | 0.80% | 3.44% |
Returns By Period
In the year-to-date period, SRBFX achieves a -0.44% return, which is significantly lower than TGLMX's 0.31% return. Over the past 10 years, SRBFX has outperformed TGLMX with an annualized return of 2.39%, while TGLMX has yielded a comparatively lower 1.52% annualized return.
SRBFX
- 1D
- 0.30%
- 1M
- -1.89%
- YTD
- -0.44%
- 6M
- 0.30%
- 1Y
- 4.62%
- 3Y*
- 4.37%
- 5Y*
- -0.34%
- 10Y*
- 2.39%
TGLMX
- 1D
- -0.26%
- 1M
- -1.52%
- YTD
- 0.31%
- 6M
- 1.30%
- 1Y
- 5.07%
- 3Y*
- 4.13%
- 5Y*
- -0.15%
- 10Y*
- 1.52%
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SRBFX vs. TGLMX - Expense Ratio Comparison
Both SRBFX and TGLMX have an expense ratio of 0.49%.
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.
| SRBFX | TGLMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.10 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.60 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.71 | +0.06 |
Martin ratioReturn relative to average drawdown | 5.54 | 5.02 | +0.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SRBFX | TGLMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.10 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | -0.02 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.27 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.40 | +0.41 |
Correlation
The correlation between SRBFX and TGLMX is 0.75, 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. TGLMX - Dividend Comparison
SRBFX's dividend yield for the trailing twelve months is around 4.48%, less than TGLMX's 6.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRBFX Columbia Total Return Bond Fund | 4.48% | 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 | 6.41% | 7.19% | 6.52% | 6.13% | 3.27% | 2.08% | 3.37% | 4.07% | 3.55% | 2.89% | 4.13% | 2.88% |
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% | -3.28% | +0.15% |
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 | -4.13% | -3.63% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -3.80% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 1.12% | -0.12% |
Volatility
SRBFX vs. TGLMX - Volatility Comparison
Columbia Total Return Bond Fund (SRBFX) and TCW Total Return Bond Fund (TGLMX) have volatilities of 1.70% and 1.77%, 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 | 1.70% | 1.77% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 2.89% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.91% | 5.01% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.58% | 7.03% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.42% | 5.57% | -0.15% |