SRBFX vs. WOBDX
Compare and contrast key facts about Columbia Total Return Bond Fund (SRBFX) and JPMorgan Core Bond Fund (WOBDX).
SRBFX is managed by Columbia Threadneedle. It was launched on Dec 5, 1978. WOBDX is managed by JPMorgan Chase. It was launched on May 31, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRBFX or WOBDX.
Key characteristics
| SRBFX | WOBDX | |
|---|---|---|
| YTD Return | 2.37% | 2.12% |
| 1Y Return | 10.32% | 8.36% |
| 3Y Return (Ann) | -3.06% | -2.07% |
| 5Y Return (Ann) | -0.52% | -0.31% |
| 10Y Return (Ann) | 1.30% | 1.30% |
| Sharpe Ratio | 1.52 | 1.46 |
| Sortino Ratio | 2.24 | 2.18 |
| Omega Ratio | 1.28 | 1.26 |
| Calmar Ratio | 0.50 | 0.54 |
| Martin Ratio | 5.22 | 5.44 |
| Ulcer Index | 1.98% | 1.54% |
| Daily Std Dev | 6.79% | 5.72% |
| Max Drawdown | -24.67% | -18.25% |
| Current Drawdown | -12.33% | -8.38% |
Correlation
The correlation between SRBFX and WOBDX is 0.84, 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. WOBDX - Performance Comparison
In the year-to-date period, SRBFX achieves a 2.37% return, which is significantly higher than WOBDX's 2.12% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SRBFX at 1.30% and WOBDX at 1.30%. 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. WOBDX - Expense Ratio Comparison
SRBFX has a 0.49% expense ratio, which is lower than WOBDX's 0.50% expense ratio.
Risk-Adjusted Performance
SRBFX vs. WOBDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Total Return Bond Fund (SRBFX) and JPMorgan Core Bond Fund (WOBDX). 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. WOBDX - Dividend Comparison
SRBFX's dividend yield for the trailing twelve months is around 4.90%, more than WOBDX's 3.92% 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% |
WOBDX JPMorgan Core Bond Fund | 3.92% | 3.49% | 2.68% | 2.07% | 2.36% | 2.77% | 2.80% | 2.66% | 2.47% | 2.34% | 2.53% | 2.76% |
Drawdowns
SRBFX vs. WOBDX - Drawdown Comparison
The maximum SRBFX drawdown since its inception was -24.67%, which is greater than WOBDX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for SRBFX and WOBDX. For additional features, visit the drawdowns tool.
Volatility
SRBFX vs. WOBDX - Volatility Comparison
Columbia Total Return Bond Fund (SRBFX) has a higher volatility of 1.79% compared to JPMorgan Core Bond Fund (WOBDX) at 1.60%. This indicates that SRBFX's price experiences larger fluctuations and is considered to be riskier than WOBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.