CDCDX vs. FUTBX
CDCDX (The Community Development Fund) and FUTBX (Fidelity SAI U.S. Treasury Bond Index Fund) are both Government Bonds funds. Over the past 5 years, CDCDX returned 0.52%/yr vs -1.02%/yr for FUTBX. Their correlation of 0.80 means they have usually moved in the same direction. CDCDX charges 1.00%/yr vs 0.03%/yr for FUTBX.
Performance
CDCDX vs. FUTBX - Performance Comparison
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Returns By Period
In the year-to-date period, CDCDX achieves a 0.24% return, which is significantly higher than FUTBX's -0.71% return.
CDCDX
- 1D
- -0.11%
- 1M
- -0.45%
- 6M
- -0.04%
- YTD
- 0.24%
- 1Y
- 2.26%
- 3Y*
- 3.19%
- 5Y*
- 0.52%
- 10Y*
- —
- ALL TIME*
- 1.35%
FUTBX
- 1D
- 0.00%
- 1M
- -1.03%
- 6M
- -0.84%
- YTD
- -0.71%
- 1Y
- 1.02%
- 3Y*
- 2.88%
- 5Y*
- -1.02%
- 10Y*
- —
- ALL TIME*
- 1.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CDCDX vs. FUTBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CDCDX The Community Development Fund | 0.24% | 4.71% | 2.41% | 3.76% | -6.68% | -1.86% | 4.39% | 5.35% | -0.30% | 1.54% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | -0.71% | 6.12% | 0.70% | 4.19% | -13.00% | -2.54% | 7.76% | 7.30% | 0.95% | 2.28% |
Correlation
The correlation between CDCDX and FUTBX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.80 |
The correlation between CDCDX and FUTBX has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
CDCDX vs. FUTBX — Risk / Return Rank
CDCDX
FUTBX
CDCDX vs. FUTBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Community Development Fund (CDCDX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CDCDX | FUTBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.10 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.71 | +0.35 |
| Martin ratioReturn relative to average drawdown | 2.56 | 1.68 | +0.88 |
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Drawdowns
CDCDX vs. FUTBX - Drawdown Comparison
The maximum CDCDX drawdown since its inception was -10.67%, smaller than the maximum FUTBX drawdown of -19.69%. Use the drawdown chart below to compare losses from any high point for CDCDX and FUTBX.
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Drawdown Indicators
| CDCDX | FUTBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.67% | -19.69% | +9.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.29% | -3.09% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -3.31% | -4.86% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -10.15% | -17.03% | +6.88% |
Current DrawdownCurrent decline from peak | -1.51% | -8.34% | +6.83% |
Average DrawdownAverage peak-to-trough decline | -2.45% | -6.97% | +4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 1.30% | -0.39% |
Volatility
CDCDX vs. FUTBX - Volatility Comparison
The current volatility for The Community Development Fund (CDCDX) is 0.76%, while Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) has a volatility of 0.92%. This indicates that CDCDX experiences smaller price fluctuations and is considered to be less risky than FUTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDCDX | FUTBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 0.92% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.24% | 2.87% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.06% | 3.73% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.62% | 5.80% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 5.13% | -2.00% |
CDCDX vs. FUTBX - Expense Ratio Comparison
CDCDX has a 1.00% expense ratio, which is higher than FUTBX's 0.03% expense ratio.
Dividends
CDCDX vs. FUTBX - Dividend Comparison
CDCDX's dividend yield for the trailing twelve months is around 2.27%, less than FUTBX's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CDCDX The Community Development Fund | 2.27% | 2.12% | 2.73% | 3.36% | 3.19% | 0.96% | 1.46% | 1.86% | 1.90% | 1.94% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 3.50% | 3.43% | 2.90% | 2.12% | 1.12% | 0.86% | 4.54% | 2.75% | 2.05% | 1.65% |
Frequently Asked Questions
CDCDX and FUTBX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTBX has higher volatility (0.92%) compared to CDCDX (0.76%). In terms of maximum drawdown, CDCDX dropped -10.67% vs FUTBX's -19.69%.
CDCDX currently has the higher Sharpe Ratio (0.79 vs 0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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