CFNTX vs. DEBTX
CFNTX (Green California Tax-Free Income Fund) and DEBTX (Shelton Tactical Credit Fund) are both mutual funds - CFNTX is a Municipal Bonds fund managed by Shelton, while DEBTX is a Nontraditional Bonds fund managed by Shelton. Over the past 10 years, CFNTX returned 1.41%/yr vs 24.75%/yr for DEBTX. Their 0.24 correlation means their historical movements had little consistent relationship. CFNTX charges 0.76%/yr vs 1.97%/yr for DEBTX.
Performance
CFNTX vs. DEBTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CFNTX achieves a 0.67% return, which is significantly lower than DEBTX's 1.79% return. Over the past 10 years, CFNTX has underperformed DEBTX with an annualized return of 1.41%, while DEBTX has yielded a comparatively higher 24.75% annualized return.
CFNTX
- 1D
- -0.19%
- 1M
- -1.87%
- 6M
- 0.41%
- YTD
- 0.67%
- 1Y
- 4.63%
- 3Y*
- 2.22%
- 5Y*
- 0.88%
- 10Y*
- 1.41%
- ALL TIME*
- 4.13%
DEBTX
- 1D
- 0.10%
- 1M
- -0.29%
- 6M
- 2.09%
- YTD
- 1.79%
- 1Y
- 4.39%
- 3Y*
- 6.02%
- 5Y*
- 2.11%
- 10Y*
- 24.75%
- ALL TIME*
- 21.61%
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 |
CFNTX vs. DEBTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFNTX Green California Tax-Free Income Fund | 0.67% | 2.54% | 1.13% | 7.39% | -6.28% | -0.04% | 3.22% | 5.39% | 0.96% | 3.35% |
DEBTX Shelton Tactical Credit Fund | 1.79% | 6.99% | 5.67% | 4.23% | -7.42% | 6.75% | 5.77% | 613.91% | -1.60% | 3.34% |
Correlation
The correlation between CFNTX and DEBTX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.24 |
Over the past year, CFNTX and DEBTX have become more correlated (0.48) than their long-term average of 0.24, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CFNTX vs. DEBTX — Risk / Return Rank
CFNTX
DEBTX
CFNTX vs. DEBTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Green California Tax-Free Income Fund (CFNTX) and Shelton Tactical Credit Fund (DEBTX). 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.
| CFNTX | DEBTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.27 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.22 | -0.34 |
| Martin ratioReturn relative to average drawdown | 6.50 | 9.18 | -2.69 |
Loading charts...
Drawdowns
CFNTX vs. DEBTX - Drawdown Comparison
The maximum CFNTX drawdown since its inception was -16.08%, smaller than the maximum DEBTX drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for CFNTX and DEBTX.
Loading charts...
Drawdown Indicators
| CFNTX | DEBTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.08% | -19.21% | +3.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.70% | -2.03% | -0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -5.28% | -4.86% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -9.99% | -12.18% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -9.99% | -19.21% | +9.22% |
Current DrawdownCurrent decline from peak | -1.96% | -0.39% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -2.09% | -2.70% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.49% | +0.29% |
Volatility
CFNTX vs. DEBTX - Volatility Comparison
Green California Tax-Free Income Fund (CFNTX) has a higher volatility of 0.93% compared to Shelton Tactical Credit Fund (DEBTX) at 0.72%. This indicates that CFNTX's price experiences larger fluctuations and is considered to be riskier than DEBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CFNTX | DEBTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 0.72% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 2.19% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.73% | 3.10% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.31% | 4.16% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.20% | 47.11% | -43.91% |
CFNTX vs. DEBTX - Expense Ratio Comparison
CFNTX has a 0.76% expense ratio, which is lower than DEBTX's 1.97% expense ratio.
Dividends
CFNTX vs. DEBTX - Dividend Comparison
CFNTX's dividend yield for the trailing twelve months is around 2.63%, less than DEBTX's 5.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFNTX Green California Tax-Free Income Fund | 2.63% | 2.38% | 2.64% | 5.32% | 2.05% | 1.95% | 1.79% | 2.53% | 2.27% | 2.52% | 3.03% | 2.40% |
DEBTX Shelton Tactical Credit Fund | 5.50% | 4.41% | 5.30% | 3.43% | 2.62% | 3.45% | 3.82% | 132.10% | 4.95% | 5.77% | 0.00% | 0.00% |
Frequently Asked Questions
CFNTX and DEBTX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFNTX has higher volatility (0.93%) compared to DEBTX (0.72%). In terms of maximum drawdown, CFNTX dropped -16.08% vs DEBTX's -19.21%.
CFNTX currently has the higher Sharpe Ratio (1.86 vs 1.46), 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.
Find the right allocation for CFNTX and DEBTX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer