UMMGX vs. DFXIX
Compare and contrast key facts about Columbia Bond Fund (UMMGX) and DFA Diversified Fixed Income Portfolio (DFXIX).
UMMGX is managed by Columbia. It was launched on Jan 9, 1986. DFXIX is managed by Dimensional. It was launched on Aug 10, 2016.
Performance
UMMGX vs. DFXIX - Performance Comparison
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UMMGX vs. DFXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UMMGX Columbia Bond Fund | 0.03% | 8.03% | 2.06% | 6.73% | -15.66% | -0.79% | 9.10% | 9.23% | -0.50% | 3.73% |
DFXIX DFA Diversified Fixed Income Portfolio | 0.29% | 5.85% | 3.05% | 4.93% | -7.88% | -0.56% | 5.90% | 269.83% | 1.07% | 0.87% |
Returns By Period
In the year-to-date period, UMMGX achieves a 0.03% return, which is significantly lower than DFXIX's 0.29% return.
UMMGX
- 1D
- 0.00%
- 1M
- -1.91%
- YTD
- 0.03%
- 6M
- 1.07%
- 1Y
- 4.89%
- 3Y*
- 4.20%
- 5Y*
- 0.12%
- 10Y*
- 2.07%
DFXIX
- 1D
- 0.40%
- 1M
- -1.29%
- YTD
- 0.29%
- 6M
- 1.05%
- 1Y
- 4.22%
- 3Y*
- 3.87%
- 5Y*
- 1.45%
- 10Y*
- —
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UMMGX vs. DFXIX - Expense Ratio Comparison
UMMGX has a 0.52% expense ratio, which is higher than DFXIX's 0.15% expense ratio.
Return for Risk
UMMGX vs. DFXIX — Risk / Return Rank
UMMGX
DFXIX
UMMGX vs. DFXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Bond Fund (UMMGX) and DFA Diversified Fixed Income Portfolio (DFXIX). 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.
| UMMGX | DFXIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.57 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.27 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.57 | -0.48 |
Martin ratioReturn relative to average drawdown | 6.63 | 8.40 | -1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UMMGX | DFXIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.57 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.41 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.56 | +0.37 |
Correlation
The correlation between UMMGX and DFXIX is 0.87, 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.
Dividends
UMMGX vs. DFXIX - Dividend Comparison
UMMGX's dividend yield for the trailing twelve months is around 4.08%, more than DFXIX's 3.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMMGX Columbia Bond Fund | 4.08% | 4.20% | 3.70% | 3.73% | 2.73% | 1.76% | 4.77% | 4.21% | 2.71% | 1.88% | 4.66% | 3.56% |
DFXIX DFA Diversified Fixed Income Portfolio | 3.72% | 3.21% | 3.72% | 3.02% | 2.69% | 2.31% | 1.39% | 102.11% | 2.10% | 1.09% | 0.00% | 0.00% |
Drawdowns
UMMGX vs. DFXIX - Drawdown Comparison
The maximum UMMGX drawdown since its inception was -20.86%, which is greater than DFXIX's maximum drawdown of -10.51%. Use the drawdown chart below to compare losses from any high point for UMMGX and DFXIX.
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Drawdown Indicators
| UMMGX | DFXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.86% | -10.51% | -10.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -1.69% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.86% | -10.51% | -10.35% |
Max Drawdown (10Y)Largest decline over 10 years | -20.86% | — | — |
Current DrawdownCurrent decline from peak | -2.58% | -1.29% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -2.34% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.52% | +0.35% |
Volatility
UMMGX vs. DFXIX - Volatility Comparison
Columbia Bond Fund (UMMGX) and DFA Diversified Fixed Income Portfolio (DFXIX) have volatilities of 1.05% and 1.09%, 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.
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Volatility by Period
| UMMGX | DFXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 1.09% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 1.84% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 2.85% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.31% | 3.58% | +2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.18% | 29.85% | -24.67% |