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SRINX vs. VICBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRINX vs. VICBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Corporate Income Fund (SRINX) and Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SRINX achieves a -0.87% return, which is significantly lower than VICBX's -0.45% return. Over the past 10 years, SRINX has underperformed VICBX with an annualized return of 2.61%, while VICBX has yielded a comparatively higher 2.89% annualized return.


SRINX

1D
0.11%
1M
-1.64%
6M
-1.15%
YTD
-0.87%
1Y
1.58%
3Y*
4.23%
5Y*
-0.17%
10Y*
2.61%
ALL TIME*
5.07%

VICBX

1D
0.15%
1M
-1.02%
6M
-0.67%
YTD
-0.45%
1Y
2.43%
3Y*
5.78%
5Y*
0.75%
10Y*
2.89%
ALL TIME*
4.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SRINX vs. VICBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRINX
Columbia Corporate Income Fund
-0.87%7.34%2.05%9.17%-15.52%-0.69%11.38%15.28%-3.50%5.95%
VICBX
Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares
-0.45%9.37%3.67%8.87%-14.06%-1.50%9.57%15.96%-1.72%5.50%

Correlation

The correlation between SRINX and VICBX is 0.85, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.85

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.86

The correlation between SRINX and VICBX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

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Return for Risk

SRINX vs. VICBX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SRINX
SRINX Risk / Return Rank: 1717
Overall Rank
SRINX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SRINX Sortino Ratio Rank: 1515
Sortino Ratio Rank
SRINX Omega Ratio Rank: 1515
Omega Ratio Rank
SRINX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SRINX Martin Ratio Rank: 1919
Martin Ratio Rank

VICBX
VICBX Risk / Return Rank: 2323
Overall Rank
VICBX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VICBX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VICBX Omega Ratio Rank: 2222
Omega Ratio Rank
VICBX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VICBX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SRINX vs. VICBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Income Fund (SRINX) and Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX). 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.


SRINXVICBXDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.12

1.15

-0.02

Calmar ratioReturn relative to maximum drawdown

0.90

1.11

-0.21

Martin ratioReturn relative to average drawdown

2.81

3.13

-0.32

SRINX vs. VICBX - Sharpe Ratio Comparison

The current SRINX Sharpe Ratio is 0.68, which is comparable to the VICBX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SRINX and VICBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SRINX vs. VICBX - Drawdown Comparison

The maximum SRINX drawdown since its inception was -21.63%, which is greater than VICBX's maximum drawdown of -20.55%. Use the drawdown chart below to compare losses from any high point for SRINX and VICBX.


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Drawdown Indicators


SRINXVICBXDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-20.55%

-1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-2.95%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.30%

-5.21%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-20.52%

-1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-21.63%

-20.55%

-1.08%

Current Drawdown

Current decline from peak

-2.23%

-1.97%

-0.26%

Average Drawdown

Average peak-to-trough decline

-2.84%

-3.12%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.04%

-0.09%

Volatility

SRINX vs. VICBX - Volatility Comparison

The current volatility for Columbia Corporate Income Fund (SRINX) is 0.95%, while Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX) has a volatility of 1.03%. This indicates that SRINX experiences smaller price fluctuations and is considered to be less risky than VICBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRINXVICBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

1.03%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

3.09%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

3.89%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.41%

6.17%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.82%

5.34%

+0.48%

SRINX vs. VICBX - Expense Ratio Comparison

SRINX has a 0.62% expense ratio, which is higher than VICBX's 0.05% expense ratio.


Dividends

SRINX vs. VICBX - Dividend Comparison

SRINX's dividend yield for the trailing twelve months is around 4.32%, less than VICBX's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
SRINX
Columbia Corporate Income Fund
4.32%4.53%3.70%3.63%3.10%4.32%6.71%3.10%3.23%2.69%3.02%3.38%
VICBX
Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares
4.44%4.61%4.79%3.72%3.02%2.82%2.79%5.01%3.64%3.23%3.32%3.39%

Frequently Asked Questions


SRINX and VICBX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VICBX has higher volatility (1.03%) compared to SRINX (0.95%). In terms of maximum drawdown, SRINX dropped -21.63% vs VICBX's -20.55%.

VICBX currently has the higher Sharpe Ratio (0.84 vs 0.68), 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.

Portfolio Optimizer

Find the right allocation for SRINX and VICBX

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