Correlation
The correlation between SRBFX and VOO is -0.10. 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.
SRBFX vs. VOO
Compare and contrast key facts about Columbia Total Return Bond Fund (SRBFX) and Vanguard S&P 500 ETF (VOO).
SRBFX is managed by Columbia Threadneedle. It was launched on Dec 5, 1978. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRBFX or VOO.
Performance
SRBFX vs. VOO - Performance Comparison
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Key characteristics
SRBFX:
1.33
VOO:
0.70
SRBFX:
1.76
VOO:
1.05
SRBFX:
1.21
VOO:
1.15
SRBFX:
0.50
VOO:
0.69
SRBFX:
2.80
VOO:
2.62
SRBFX:
2.64%
VOO:
4.93%
SRBFX:
6.32%
VOO:
19.55%
SRBFX:
-22.79%
VOO:
-33.99%
SRBFX:
-7.61%
VOO:
-3.45%
Returns By Period
In the year-to-date period, SRBFX achieves a 2.93% return, which is significantly higher than VOO's 1.00% return. Over the past 10 years, SRBFX has underperformed VOO with an annualized return of 2.35%, while VOO has yielded a comparatively higher 12.81% annualized return.
SRBFX
2.93%
-0.95%
1.70%
8.30%
1.67%
0.49%
2.35%
VOO
1.00%
6.44%
-0.84%
13.62%
14.14%
15.91%
12.81%
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SRBFX vs. VOO - Expense Ratio Comparison
SRBFX has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SRBFX vs. VOO — Risk-Adjusted Performance Rank
SRBFX
VOO
SRBFX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Total Return Bond Fund (SRBFX) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
SRBFX vs. VOO - Dividend Comparison
SRBFX's dividend yield for the trailing twelve months is around 4.93%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRBFX Columbia Total Return Bond Fund | 4.93% | 4.87% | 4.22% | 3.98% | 3.23% | 8.35% | 4.60% | 2.85% | 2.78% | 4.42% | 3.42% | 2.65% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
SRBFX vs. VOO - Drawdown Comparison
The maximum SRBFX drawdown since its inception was -22.79%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SRBFX and VOO.
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Volatility
SRBFX vs. VOO - Volatility Comparison
The current volatility for Columbia Total Return Bond Fund (SRBFX) is 1.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that SRBFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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