XFLX vs. DIAL

Last updated Apr 1, 2026

Compare and contrast key facts about FundX Flexible ETF (XFLX) and Columbia Diversified Fixed Income Allocation ETF (DIAL).

XFLX and DIAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XFLX is an actively managed fund by FundX. It was launched on Jul 1, 2002. DIAL is a passively managed fund by Ameriprise Financial that tracks the performance of the Bloomberg Beta Advantage Multi-Sector Bond Index. It was launched on Oct 12, 2017.

Performance

XFLX vs. DIAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FundX Flexible ETF (XFLX) and Columbia Diversified Fixed Income Allocation ETF (DIAL). The values are adjusted to include any dividend payments, if applicable.

XFLX vs. DIAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XFLX FundX Flexible ETF	-0.46%	2.56%	4.01%	3.90%
DIAL Columbia Diversified Fixed Income Allocation ETF	-0.68%	9.93%	1.69%	9.14%

Returns By Period

In the year-to-date period, XFLX achieves a -0.46% return, which is significantly higher than DIAL's -0.68% return.

XFLX

• 1D: 0.72%
• 1M: -1.88%
• YTD: -0.46%
• 6M: 0.09%
• 1Y: 2.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DIAL

• 1D: 0.70%
• 1M: -2.42%
• YTD: -0.68%
• 6M: 0.43%
• 1Y: 6.22%
• 3Y*: 5.05%
• 5Y*: 0.73%
• 10Y*: —

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

XFLX vs. DIAL - Expense Ratio Comparison

XFLX has a 1.17% expense ratio, which is higher than DIAL's 0.29% expense ratio.

XFLX

FundX Flexible ETF

DIAL

Columbia Diversified Fixed Income Allocation ETF

Return for Risk

XFLX vs. DIAL — Risk / Return Rank

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

XFLX

XFLX Risk / Return Rank: 24
XFLX Sharpe Ratio Rank: 25
XFLX Sortino Ratio Rank: 23
XFLX Omega Ratio Rank: 27
XFLX Calmar Ratio Rank: 22
XFLX Martin Ratio Rank: 25

DIAL

DIAL Risk / Return Rank: 76
DIAL Sharpe Ratio Rank: 77
DIAL Sortino Ratio Rank: 79
DIAL Omega Ratio Rank: 72
DIAL Calmar Ratio Rank: 74
DIAL Martin Ratio Rank: 78

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.

XFLX vs. DIAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FundX Flexible ETF (XFLX) and Columbia Diversified Fixed Income Allocation ETF (DIAL). 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.

	XFLX	DIAL	Difference
Sharpe ratio Return per unit of total volatility	0.45	1.40	-0.95
Sortino ratio Return per unit of downside risk	0.64	2.02	-1.38
Omega ratio Gain probability vs. loss probability	1.11	1.26	-0.15
Calmar ratio Return relative to maximum drawdown	0.47	1.92	-1.45
Martin ratio Return relative to average drawdown	1.91	8.30	-6.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XFLX vs. DIAL - Sharpe Ratio Comparison

The current XFLX Sharpe Ratio is 0.45, which is lower than the DIAL Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of XFLX and DIAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XFLX	DIAL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	1.40	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.34	+0.52

Correlation

The correlation between XFLX and DIAL is 0.80, 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

XFLX vs. DIAL - Dividend Comparison

XFLX's dividend yield for the trailing twelve months is around 9.84%, more than DIAL's 4.97% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
XFLX FundX Flexible ETF	9.84%	9.80%	4.55%	4.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DIAL Columbia Diversified Fixed Income Allocation ETF	4.53%	4.81%	4.67%	3.77%	3.47%	2.46%	2.61%	3.27%	3.56%	0.65%

Drawdowns

XFLX vs. DIAL - Drawdown Comparison

The maximum XFLX drawdown since its inception was -6.54%, smaller than the maximum DIAL drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for XFLX and DIAL.

Drawdown Indicators

	XFLX	DIAL	Difference
Max Drawdown Largest peak-to-trough decline	-6.54%	-22.19%	+15.65%
Max Drawdown (1Y) Largest decline over 1 year	-4.97%	-3.34%	-1.63%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.19%	—
Current Drawdown Current decline from peak	-2.04%	-2.42%	+0.38%
Average Drawdown Average peak-to-trough decline	-0.95%	-5.63%	+4.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.22%	0.77%	+0.45%

Volatility

XFLX vs. DIAL - Volatility Comparison

FundX Flexible ETF (XFLX) and Columbia Diversified Fixed Income Allocation ETF (DIAL) have volatilities of 2.12% and 2.07%, 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

	XFLX	DIAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.12%	2.07%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	2.85%	2.76%	+0.09%
Volatility (1Y) Calculated over the trailing 1-year period	5.27%	4.48%	+0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.74%	7.00%	-2.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.74%	7.07%	-2.33%