SRINX vs. CBFSX

Last updated Jun 5, 2026

SRINX (Columbia Corporate Income Fund) and CBFSX (JPMorgan Corporate Bond Fund) are both Corporate Bonds funds. Over the past 10 years, SRINX returned 3.01%/yr vs 2.84%/yr for CBFSX. Their correlation of 0.90 suggests significant overlap in exposure. SRINX charges 0.62%/yr vs 0.50%/yr for CBFSX.

Performance

SRINX vs. CBFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Corporate Income Fund (SRINX) and JPMorgan Corporate Bond Fund (CBFSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SRINX achieves a 0.51% return, which is significantly higher than CBFSX's -0.07% return. Over the past 10 years, SRINX has outperformed CBFSX with an annualized return of 3.01%, while CBFSX has yielded a comparatively lower 2.84% annualized return.

SRINX

• 1D: -0.33%
• 1M: 0.29%
• YTD: 0.51%
• 6M: 0.57%
• 1Y: 5.17%
• 3Y*: 5.07%
• 5Y*: 0.62%
• 10Y*: 3.01%

CBFSX

• 1D: -0.36%
• 1M: 0.29%
• YTD: -0.07%
• 6M: -0.11%
• 1Y: 4.83%
• 3Y*: 5.28%
• 5Y*: 0.58%
• 10Y*: 2.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SRINX vs. CBFSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SRINX Columbia Corporate Income Fund	0.51%	7.34%	2.05%	9.17%	-15.52%	-0.69%	11.38%	15.28%	-3.50%	5.95%
CBFSX JPMorgan Corporate Bond Fund	-0.07%	7.45%	2.71%	9.20%	-16.06%	-0.77%	10.23%	15.05%	-2.31%	6.89%

Correlation

The correlation between SRINX and CBFSX is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Apr 5, 2013	0.90

The correlation between SRINX and CBFSX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

Return for Risk

SRINX vs. CBFSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SRINX

SRINX Risk / Return Rank: 28
SRINX Sharpe Ratio Rank: 27
SRINX Sortino Ratio Rank: 27
SRINX Omega Ratio Rank: 26
SRINX Calmar Ratio Rank: 29
SRINX Martin Ratio Rank: 30

CBFSX

CBFSX Risk / Return Rank: 20
CBFSX Sharpe Ratio Rank: 21
CBFSX Sortino Ratio Rank: 21
CBFSX Omega Ratio Rank: 19
CBFSX Calmar Ratio Rank: 20
CBFSX Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SRINX vs. CBFSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Income Fund (SRINX) and JPMorgan Corporate Bond Fund (CBFSX). 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.

	SRINX	CBFSX	Difference
Sharpe ratio: Return per unit of total volatility	1.43	1.31	+0.12
Sortino ratio: Return per unit of downside risk	2.11	1.91	+0.20
Omega ratio: Gain probability vs. loss probability	1.26	1.23	+0.03
Calmar ratio: Return relative to maximum drawdown	1.92	1.61	+0.32
Martin ratio: Return relative to average drawdown	6.76	4.82	+1.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SRINX vs. CBFSX - Sharpe Ratio Comparison

The current SRINX Sharpe Ratio is 1.43, which is comparable to the CBFSX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SRINX and CBFSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SRINX	CBFSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	1.31	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.09	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.47	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.53	+0.56

Drawdowns

SRINX vs. CBFSX - Drawdown Comparison

The maximum SRINX drawdown since its inception was -21.63%, roughly equal to the maximum CBFSX drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for SRINX and CBFSX.

Drawdown Indicators

	SRINX	CBFSX	Difference
Max Drawdown Largest peak-to-trough decline	-21.63%	-22.42%	+0.79%
Max Drawdown (1Y) Largest decline over 1 year	-3.00%	-3.49%	+0.49%
Max Drawdown (3Y) Largest decline over 3 years	-6.02%	-6.62%	+0.60%
Max Drawdown (5Y) Largest decline over 5 years	-21.63%	-22.42%	+0.79%
Max Drawdown (10Y) Largest decline over 10 years	-21.63%	-22.42%	+0.79%
Current Drawdown Current decline from peak	-0.87%	-1.85%	+0.98%
Average Drawdown Average peak-to-trough decline	-2.84%	-4.36%	+1.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	1.16%	-0.31%

Volatility

SRINX vs. CBFSX - Volatility Comparison

Columbia Corporate Income Fund (SRINX) and JPMorgan Corporate Bond Fund (CBFSX) have volatilities of 1.46% and 1.47%, 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.

Volatility by Period

	SRINX	CBFSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.46%	1.47%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	2.95%	3.13%	-0.18%
Volatility (1Y) Calculated over the trailing 1-year period	4.05%	4.29%	-0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.41%	6.64%	-0.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.81%	6.00%	-0.19%

SRINX vs. CBFSX - Expense Ratio Comparison

SRINX has a 0.62% expense ratio, which is higher than CBFSX's 0.50% expense ratio.

Dividends

SRINX vs. CBFSX - Dividend Comparison

SRINX's dividend yield for the trailing twelve months is around 4.64%, more than CBFSX's 4.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CBFSX JPMorgan Corporate Bond Fund	4.54%	4.54%	4.99%	4.18%	4.06%	7.96%	3.74%	3.14%	4.55%	6.78%	3.11%	3.11%
SRINX Columbia Corporate Income Fund	4.64%	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

Can I hold both SRINX and CBFSX in my portfolio?

SRINX and CBFSX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SRINX or CBFSX?

CBFSX has higher volatility (1.47%) compared to SRINX (1.46%). In terms of maximum drawdown, SRINX dropped -21.63% vs CBFSX's -22.42%.

Which has better risk-adjusted returns?

SRINX currently has the higher Sharpe Ratio (1.43 vs 1.31), 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.