Columbia Diversified Fixed Income Allocation

10-Year Study

DIAL.US · · US · ETF

Executive Summary: Columbia Diversified Fixed Income Allocation has compounded at 2.6% annually over the last 10 years, with a maximum drawdown of 20.9% and an annualized volatility of 7.0%.

1Y CAGR
+6.3%
3Y CAGR
+5.9%
5Y CAGR
+0.6%
10Y CAGR
+2.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
20.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +14.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.60.8-2.81.5————————0.1%
20251.01.8-0.10.70.41.9-0.21.61.20.40.50.29.9%
2024-0.9-0.81.0-2.82.50.82.42.01.4-2.71.1-2.01.7%
20234.0-3.03.00.3-1.50.70.5-0.8-3.2-1.65.44.88.5%
2022-3.0-2.8-2.5-5.81.4-4.45.6-4.4-5.40.75.5-1.4-16.1%
2021-0.8-1.8-1.51.40.50.80.90.1-1.3-0.1-0.61.2-1.1%
20201.41.2-6.53.32.41.23.30.1-0.8-0.22.71.19.1%
20193.01.21.80.80.82.40.62.3-0.10.40.00.614.5%
2018-0.7-1.20.4-1.0-0.0-0.70.80.6-0.3-1.40.90.5-2.0%
2017——————————0.10.40.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.0%. The dominant macroeconomic risk driver is LQD.US, accounting for 43.7% of variance. Idiosyncratic stock-specific factors contribute 2.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-10-0110000
2017-11-0110009.890660777432
2017-12-0110050.333979161867
2018-01-019982.251006002141
2018-02-019865.459915726151
2018-03-019907.054886392889
2018-04-019808.28376712236
2018-05-019805.43850854255
2018-06-019737.558768138524
2018-07-019812.890376251575
2018-08-019875.621553511184
2018-09-019850.62392456
2018-10-019717.574213827957
2018-11-019802.66099421464
2018-12-019852.249786605607
2019-01-0110149.850285203302
2019-02-0110268.334981776796
2019-03-0110456.257536548024
2019-04-0110535.951110169182
2019-05-0110615.569548617403
2019-06-0110873.231010856174
2019-07-0110936.219230911416
2019-08-0111184.772545879134
2019-09-0111171.877197636102
2019-10-0111218.176407881023
2019-11-0111221.42221096584
2019-12-0111285.31491436478
2020-01-0111447.999164919782
2020-02-0111580.049856742738
2020-03-0110829.55351018892
2020-04-0111191.87015588905
2020-05-0111459.745819316317
2020-06-0111594.794227364106
2020-07-0111973.273990416146
2020-08-0111979.887055777654
2020-09-0111883.75985812832
2020-10-0111859.399537444364
2020-11-0112175.716744522057
2020-12-0112309.312810743677
2021-01-0112214.579809562705
2021-02-0111999.055642068772
2021-03-0111814.45446797687
2021-04-0111976.499119595966
2021-05-0112038.85549342968
2021-06-0112132.879121245382
2021-07-0112246.258692616251
2021-08-0112262.091027488183
2021-09-0112099.519191291614
2021-10-0112090.43817852087
2021-11-0112022.193618119672
2021-12-0112169.24193590023
2022-01-0111803.760890616215
2022-02-0111468.966380945802
2022-03-0111177.063763552687
2022-04-0110525.205848046031
2022-05-0110670.39739073388
2022-06-0110201.892462304822
2022-07-0110771.75444028839
2022-08-0110301.402427659592
2022-09-019741.810858043733
2022-10-019811.89539598983
2022-11-0110352.674358116266
2022-12-0110206.438783225974
2023-01-0110613.750891037034
2023-02-0110296.395466292683
2023-03-0110608.657357692946
2023-04-0110643.201514767426
2023-05-0110482.527155414034
2023-06-0110553.241601403062
2023-07-0110604.926363900184
2023-08-0110518.682584959362
2023-09-0110187.078963313616
2023-10-0110028.636739640568
2023-11-0110572.173729905759
2023-12-0111077.367733052928
2024-01-0110976.104362130445
2024-02-0110884.93631744271
2024-03-0110991.878551644564
2024-04-0110681.55096248076
2024-05-0110947.60926044672
2024-06-0111038.32893981979
2024-07-0111304.614004681205
2024-08-0111527.792685500961
2024-09-0111694.862388153844
2024-10-0111376.710372007503
2024-11-0111498.480964569782
2024-12-0111264.792187296238
2025-01-0111380.458809407608
2025-02-0111584.99479639465
2025-03-0111579.164755184976
2025-04-0111665.03252747863
2025-05-0111715.969153038606
2025-06-0111942.22307722694
2025-07-0111916.547379337431
2025-08-0112104.964181020685
2025-09-0112247.015874386836
2025-10-0112297.663065276827
2025-11-0112363.245860409423
2025-12-0112383.26466104362
2026-01-0112454.10250440311
2026-02-0112551.654992073922
2026-03-0112206.15930738277
2026-04-0112390.423672551382
Annual Return Matrix
YearAnnual Return
2018-0.019709214934246377
20190.1454556227053303
20200.09073720176611766
2021-0.011379260320786733
2022-0.16129214646343992
20230.08533132548233202
20240.01691958403475824
20250.09928922390674266
20260.0005781198822540912
Total Factor Risk
0.0701356461580014
VTI.US Exposure
-0.013681334998231365
VEA.US Exposure
-0.01634248615178399
VWO.US Exposure
0.037773188170345626
QQQ.US Exposure
0.06367966913116824
VTV.US Exposure
0.04607633854375996
IJR.US Exposure
-0.01757190762442783
QUAL.US Exposure
-0.06088502950052652
SHV.US Exposure
0.0672294686637739
TLT.US Exposure
0.0353063120508238
LQD.US Exposure
0.4365111555486967
HYG.US Exposure
0.3125545316071622
GLD.US Exposure
-0.000591049337385388
USO.US Exposure
0.011350239401878999
VNQ.US Exposure
-0.007561951428535323
BTC-USD.CC Exposure
-0.0035551206782335424
CPER.US Exposure
0.00003462068661638492
VIX.INDX Exposure
-0.014366241374839358
UUP.US Exposure
0.06914960118391703
TIP.US Exposure
0.03058980278465202
Idiosyncratic Exposure
0.024300193321168527
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$94
Avg Yield on Cost
0.94%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$94.160.94%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Columbia Diversified Fixed Income Allocation a high-risk investment?

Columbia Diversified Fixed Income Allocation (DIAL.US) has an annualized volatility of 7.0% and experienced a maximum drawdown of 20.9% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of DIAL.US?

Over the past 10 years, DIAL.US has generated a Compound Annual Growth Rate (CAGR) of 2.6%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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