CAUSX vs. PDMIX
Compare and contrast key facts about Shelton Capital Management U.S. Government Securities Fund (CAUSX) and PIMCO GNMA and Government Securities Fund (PDMIX).
CAUSX is managed by Shelton Capital Management. It was launched on Dec 3, 1985. PDMIX is managed by PIMCO. It was launched on Jul 30, 1997.
Performance
CAUSX vs. PDMIX - Performance Comparison
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CAUSX vs. PDMIX - 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% | 0.91% |
PDMIX PIMCO GNMA and Government Securities Fund | 0.60% | 8.43% | 1.59% | 6.03% | -13.96% | -0.65% | 5.78% | 6.57% | 0.83% | 2.06% |
Returns By Period
In the year-to-date period, CAUSX achieves a -0.46% return, which is significantly lower than PDMIX's 0.60% return. Over the past 10 years, CAUSX has underperformed PDMIX with an annualized return of 0.75%, while PDMIX has yielded a comparatively higher 1.55% annualized 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%
PDMIX
- 1D
- 0.42%
- 1M
- -1.55%
- YTD
- 0.60%
- 6M
- 1.74%
- 1Y
- 4.92%
- 3Y*
- 4.41%
- 5Y*
- 0.18%
- 10Y*
- 1.55%
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CAUSX vs. PDMIX - Expense Ratio Comparison
CAUSX has a 0.75% expense ratio, which is higher than PDMIX's 0.50% expense ratio.
Return for Risk
CAUSX vs. PDMIX — Risk / Return Rank
CAUSX
PDMIX
CAUSX vs. PDMIX - 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 PIMCO GNMA and Government Securities Fund (PDMIX). 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 | PDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 1.07 | -0.70 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.54 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.20 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.00 | -1.11 |
Martin ratioReturn relative to average drawdown | 2.16 | 5.63 | -3.47 |
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 | PDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.07 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.03 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.31 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.04 | -0.30 |
Correlation
The correlation between CAUSX and PDMIX is 0.76, 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. PDMIX - Dividend Comparison
CAUSX's dividend yield for the trailing twelve months is around 2.88%, less than PDMIX's 3.93% 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% |
PDMIX PIMCO GNMA and Government Securities Fund | 3.93% | 4.29% | 4.66% | 3.76% | 3.84% | 2.03% | 2.40% | 3.41% | 3.10% | 2.96% | 2.93% | 2.14% |
Drawdowns
CAUSX vs. PDMIX - Drawdown Comparison
The maximum CAUSX drawdown since its inception was -14.35%, smaller than the maximum PDMIX drawdown of -18.64%. Use the drawdown chart below to compare losses from any high point for CAUSX and PDMIX.
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Drawdown Indicators
| CAUSX | PDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.35% | -18.64% | +4.29% |
Max Drawdown (1Y)Largest decline over 1 year | -3.85% | -3.25% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -12.17% | -18.59% | +6.42% |
Max Drawdown (10Y)Largest decline over 10 years | -14.35% | -18.64% | +4.29% |
Current DrawdownCurrent decline from peak | -2.96% | -1.96% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -3.20% | -1.75% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.16% | +0.43% |
Volatility
CAUSX vs. PDMIX - Volatility Comparison
Shelton Capital Management U.S. Government Securities Fund (CAUSX) and PIMCO GNMA and Government Securities Fund (PDMIX) have volatilities of 1.84% and 1.92%, 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
| CAUSX | PDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.84% | 1.92% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.07% | 2.85% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.29% | 5.06% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.91% | 6.60% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.04% | 5.02% | -0.98% |