CFNTX vs. SISEX
CFNTX (Green California Tax-Free Income Fund) and SISEX (Shelton International Select Equity Fund) are both mutual funds - CFNTX is a Municipal Bonds fund managed by Shelton, while SISEX is a Foreign Large Cap Equities fund managed by Shelton. Over the past 5 years, CFNTX returned 0.88%/yr vs 7.54%/yr for SISEX. Their 0.07 correlation means their historical movements had little consistent relationship. CFNTX charges 0.76%/yr vs 0.99%/yr for SISEX.
Performance
CFNTX vs. SISEX - Performance Comparison
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Returns By Period
In the year-to-date period, CFNTX achieves a 0.67% return, which is significantly lower than SISEX's 13.85% 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%
SISEX
- 1D
- 1.73%
- 1M
- -0.47%
- 6M
- 9.77%
- YTD
- 13.85%
- 1Y
- 25.57%
- 3Y*
- 15.48%
- 5Y*
- 7.54%
- 10Y*
- —
- ALL TIME*
- 10.26%
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. SISEX - 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% |
SISEX Shelton International Select Equity Fund | 13.85% | 30.66% | 3.67% | 13.97% | -19.29% | 6.23% | 18.07% | 22.53% | -13.16% | 34.49% |
Correlation
The correlation between CFNTX and SISEX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.07 |
The correlation between CFNTX and SISEX shifts across timeframes, from 0.07 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CFNTX vs. SISEX — Risk / Return Rank
CFNTX
SISEX
CFNTX vs. SISEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Green California Tax-Free Income Fund (CFNTX) and Shelton International Select Equity Fund (SISEX). 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 | SISEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.29 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.03 | -0.14 |
| Martin ratioReturn relative to average drawdown | 6.50 | 7.28 | -0.78 |
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Drawdowns
CFNTX vs. SISEX - Drawdown Comparison
The maximum CFNTX drawdown since its inception was -16.08%, smaller than the maximum SISEX drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for CFNTX and SISEX.
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Drawdown Indicators
| CFNTX | SISEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.08% | -32.68% | +16.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.70% | -11.94% | +9.24% |
Max Drawdown (3Y)Largest decline over 3 years | -5.28% | -14.30% | +9.02% |
Max Drawdown (5Y)Largest decline over 5 years | -9.99% | -32.68% | +22.69% |
Max Drawdown (10Y)Largest decline over 10 years | -9.99% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -1.51% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -2.09% | -7.41% | +5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 3.32% | -2.54% |
Volatility
CFNTX vs. SISEX - Volatility Comparison
The current volatility for Green California Tax-Free Income Fund (CFNTX) is 0.93%, while Shelton International Select Equity Fund (SISEX) has a volatility of 4.08%. This indicates that CFNTX experiences smaller price fluctuations and is considered to be less risky than SISEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFNTX | SISEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 4.08% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 12.55% | -10.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.73% | 15.00% | -12.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.31% | 15.40% | -12.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.20% | 15.44% | -12.24% |
CFNTX vs. SISEX - Expense Ratio Comparison
CFNTX has a 0.76% expense ratio, which is lower than SISEX's 0.99% expense ratio.
Dividends
CFNTX vs. SISEX - Dividend Comparison
CFNTX's dividend yield for the trailing twelve months is around 2.63%, more than SISEX's 1.56% 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% |
SISEX Shelton International Select Equity Fund | 1.56% | 1.77% | 3.73% | 1.83% | 5.50% | 0.65% | 0.80% | 2.09% | 1.13% | 1.88% | 0.00% | 0.00% |
Frequently Asked Questions
CFNTX and SISEX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SISEX has higher volatility (4.08%) compared to CFNTX (0.93%). In terms of maximum drawdown, CFNTX dropped -16.08% vs SISEX's -32.68%.
CFNTX currently has the higher Sharpe Ratio (1.86 vs 1.61), 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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