SRINX vs. ACCBX
SRINX (Columbia Corporate Income Fund) and ACCBX (Invesco Corporate Bond Fund) are both Corporate Bonds funds. Over the past 10 years, SRINX returned 2.72%/yr vs 2.61%/yr for ACCBX. Their correlation of 0.83 suggests significant overlap in exposure. SRINX charges 0.62%/yr vs 0.72%/yr for ACCBX.
Performance
SRINX vs. ACCBX - Performance Comparison
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Returns By Period
In the year-to-date period, SRINX achieves a 0.34% return, which is significantly higher than ACCBX's 0.06% return. Both investments have delivered pretty close results over the past 10 years, with SRINX having a 2.72% annualized return and ACCBX not far behind at 2.61%.
SRINX
- 1D
- 0.11%
- 1M
- -0.38%
- 6M
- 0.23%
- YTD
- 0.34%
- 1Y
- 4.37%
- 3Y*
- 5.21%
- 5Y*
- 0.24%
- 10Y*
- 2.72%
ACCBX
- 1D
- 0.16%
- 1M
- -0.40%
- 6M
- -0.10%
- YTD
- 0.06%
- 1Y
- 4.57%
- 3Y*
- 5.36%
- 5Y*
- -0.42%
- 10Y*
- 2.61%
SRINX vs. ACCBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRINX Columbia Corporate Income Fund | 0.34% | 7.34% | 2.05% | 9.17% | -15.52% | -0.69% | 11.38% | 15.28% | -3.50% | 5.95% |
ACCBX Invesco Corporate Bond Fund | 0.06% | 7.34% | 2.87% | 7.01% | -16.72% | 0.31% | 11.43% | 15.78% | -4.13% | 7.27% |
Correlation
The correlation between SRINX and ACCBX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1987 | 0.83 |
The correlation between SRINX and ACCBX shifts across timeframes, from 0.83 (all time) to 0.95 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SRINX vs. ACCBX — Risk / Return Rank
SRINX
ACCBX
SRINX vs. ACCBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Income Fund (SRINX) and Invesco Corporate Bond Fund (ACCBX). 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.
| SRINX | ACCBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.19 | +0.14 |
| Martin ratioReturn relative to average drawdown | 4.57 | 3.95 | +0.62 |
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Drawdowns
SRINX vs. ACCBX - Drawdown Comparison
The maximum SRINX drawdown since its inception was -21.63%, smaller than the maximum ACCBX drawdown of -45.26%. Use the drawdown chart below to compare losses from any high point for SRINX and ACCBX.
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Drawdown Indicators
| SRINX | ACCBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.63% | -45.26% | +23.63% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -3.46% | +0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -6.02% | -6.72% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -23.59% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -21.63% | -23.59% | +1.96% |
Current DrawdownCurrent decline from peak | -1.04% | -3.26% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -10.85% | +8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.04% | -0.17% |
Volatility
SRINX vs. ACCBX - Volatility Comparison
Columbia Corporate Income Fund (SRINX) has a higher volatility of 1.30% compared to Invesco Corporate Bond Fund (ACCBX) at 1.19%. This indicates that SRINX's price experiences larger fluctuations and is considered to be riskier than ACCBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRINX | ACCBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 1.19% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 3.18% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.99% | 4.02% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.42% | 6.29% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.82% | 5.73% | +0.09% |
SRINX vs. ACCBX - Expense Ratio Comparison
SRINX has a 0.62% expense ratio, which is lower than ACCBX's 0.72% expense ratio.
Dividends
SRINX vs. ACCBX - Dividend Comparison
SRINX's dividend yield for the trailing twelve months is around 4.67%, less than ACCBX's 5.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACCBX Invesco Corporate Bond Fund | 5.04% | 4.95% | 4.63% | 3.78% | 3.84% | 4.91% | 5.98% | 3.67% | 4.22% | 4.13% | 3.64% | 3.88% |
SRINX Columbia Corporate Income Fund | 4.67% | 4.53% | 3.70% | 3.63% | 3.10% | 4.32% | 6.71% | 3.10% | 3.23% | 2.69% | 3.02% | 3.38% |
Frequently Asked Questions
With a correlation of 0.91, SRINX and ACCBX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SRINX has higher volatility (1.30%) compared to ACCBX (1.19%). In terms of maximum drawdown, SRINX dropped -21.63% vs ACCBX's -45.26%.
ACCBX currently has the higher Sharpe Ratio (1.03 vs 1.00), 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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