CAUSX vs. FUMBX
Compare and contrast key facts about Shelton Capital Management U.S. Government Securities Fund (CAUSX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX).
CAUSX is managed by Shelton Capital Management. It was launched on Dec 3, 1985. FUMBX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Barclays 1-5 Year U.S. Treasury Index. It was launched on Dec 20, 2005.
Performance
CAUSX vs. FUMBX - Performance Comparison
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CAUSX vs. FUMBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAUSX Shelton Capital Management U.S. Government Securities Fund | -0.46% | 6.38% | -0.20% | 3.83% | -7.74% | -2.99% | 5.33% | 4.98% | 0.48% | -0.34% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | -0.10% | 5.83% | 3.25% | 4.47% | -5.84% | -1.38% | 4.22% | 4.19% | 1.47% | -0.33% |
Returns By Period
In the year-to-date period, CAUSX achieves a -0.46% return, which is significantly lower than FUMBX's -0.10% return.
CAUSX
- 1D
- -0.22%
- 1M
- -2.01%
- YTD
- -0.46%
- 6M
- -0.32%
- 1Y
- 1.25%
- 3Y*
- 2.50%
- 5Y*
- 0.15%
- 10Y*
- 0.75%
FUMBX
- 1D
- 0.10%
- 1M
- -0.77%
- YTD
- -0.10%
- 6M
- 0.85%
- 1Y
- 3.55%
- 3Y*
- 3.80%
- 5Y*
- 1.31%
- 10Y*
- —
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CAUSX vs. FUMBX - Expense Ratio Comparison
CAUSX has a 0.75% expense ratio, which is higher than FUMBX's 0.03% expense ratio.
Return for Risk
CAUSX vs. FUMBX — Risk / Return Rank
CAUSX
FUMBX
CAUSX vs. FUMBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management U.S. Government Securities Fund (CAUSX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX). 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.
| CAUSX | FUMBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 1.55 | -1.18 |
Sortino ratioReturn per unit of downside risk | 0.57 | 2.43 | -1.86 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.33 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.52 | -1.63 |
Martin ratioReturn relative to average drawdown | 2.16 | 8.74 | -6.58 |
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
| CAUSX | FUMBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.55 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.45 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.73 | +0.01 |
Correlation
The correlation between CAUSX and FUMBX is 0.78, 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
CAUSX vs. FUMBX - Dividend Comparison
CAUSX's dividend yield for the trailing twelve months is around 2.88%, less than FUMBX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAUSX Shelton Capital Management U.S. Government Securities Fund | 2.88% | 4.55% | 3.16% | 3.08% | 1.46% | 1.13% | 1.15% | 1.42% | 1.45% | 1.41% | 1.72% | 1.38% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | 3.41% | 3.51% | 2.91% | 1.64% | 0.86% | 1.15% | 1.41% | 1.88% | 1.64% | 0.34% | 0.00% | 0.00% |
Drawdowns
CAUSX vs. FUMBX - Drawdown Comparison
The maximum CAUSX drawdown since its inception was -14.35%, which is greater than FUMBX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for CAUSX and FUMBX.
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Drawdown Indicators
| CAUSX | FUMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.35% | -8.83% | -5.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.85% | -1.54% | -2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -12.17% | -8.60% | -3.57% |
Max Drawdown (10Y)Largest decline over 10 years | -14.35% | — | — |
Current DrawdownCurrent decline from peak | -2.96% | -1.06% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -3.20% | -1.88% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 0.44% | +1.15% |
Volatility
CAUSX vs. FUMBX - Volatility Comparison
Shelton Capital Management U.S. Government Securities Fund (CAUSX) has a higher volatility of 1.84% compared to Fidelity Short-Term Treasury Bond Index Fund (FUMBX) at 0.74%. This indicates that CAUSX's price experiences larger fluctuations and is considered to be riskier than FUMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAUSX | FUMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.84% | 0.74% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 3.07% | 1.37% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.29% | 2.32% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.91% | 2.89% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.04% | 2.49% | +1.55% |