DEBTX vs. CFNTX
DEBTX (Shelton Tactical Credit Fund) and CFNTX (Green California Tax-Free Income Fund) are both mutual funds - DEBTX is a Nontraditional Bonds fund managed by Shelton, while CFNTX is a Municipal Bonds fund managed by Shelton. Over the past 10 years, DEBTX returned 24.77%/yr vs 1.37%/yr for CFNTX. Their 0.24 correlation means their historical movements had little consistent relationship. DEBTX charges 1.97%/yr vs 0.76%/yr for CFNTX.
Performance
DEBTX vs. CFNTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DEBTX achieves a 1.69% return, which is significantly higher than CFNTX's 0.19% return. Over the past 10 years, DEBTX has outperformed CFNTX with an annualized return of 24.77%, while CFNTX has yielded a comparatively lower 1.37% annualized return.
DEBTX
- 1D
- -0.10%
- 1M
- -0.39%
- 6M
- 1.99%
- YTD
- 1.69%
- 1Y
- 4.29%
- 3Y*
- 6.13%
- 5Y*
- 2.09%
- 10Y*
- 24.77%
- ALL TIME*
- 21.59%
CFNTX
- 1D
- -0.48%
- 1M
- -2.33%
- 6M
- -0.16%
- YTD
- 0.19%
- 1Y
- 4.14%
- 3Y*
- 2.09%
- 5Y*
- 0.78%
- 10Y*
- 1.37%
- ALL TIME*
- 4.11%
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 |
DEBTX vs. CFNTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEBTX Shelton Tactical Credit Fund | 1.69% | 6.99% | 5.67% | 4.23% | -7.42% | 6.75% | 5.77% | 613.91% | -1.60% | 3.34% |
CFNTX Green California Tax-Free Income Fund | 0.19% | 2.54% | 1.13% | 7.39% | -6.28% | -0.04% | 3.22% | 5.39% | 0.96% | 3.35% |
Correlation
The correlation between DEBTX and CFNTX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
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, DEBTX and CFNTX have become more correlated (0.49) 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
DEBTX vs. CFNTX — Risk / Return Rank
DEBTX
CFNTX
DEBTX vs. CFNTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Tactical Credit Fund (DEBTX) and Green California Tax-Free Income Fund (CFNTX). 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.
| DEBTX | CFNTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.65 | +0.52 |
| Martin ratioReturn relative to average drawdown | 8.96 | 5.58 | +3.37 |
Loading charts...
Drawdowns
DEBTX vs. CFNTX - Drawdown Comparison
The maximum DEBTX drawdown since its inception was -19.21%, which is greater than CFNTX's maximum drawdown of -16.08%. Use the drawdown chart below to compare losses from any high point for DEBTX and CFNTX.
Loading charts...
Drawdown Indicators
| DEBTX | CFNTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.21% | -16.08% | -3.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.03% | -2.70% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -4.86% | -5.28% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -12.18% | -9.91% | -2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -19.21% | -9.99% | -9.22% |
Current DrawdownCurrent decline from peak | -0.49% | -2.42% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -2.09% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 0.80% | -0.31% |
Volatility
DEBTX vs. CFNTX - Volatility Comparison
The current volatility for Shelton Tactical Credit Fund (DEBTX) is 0.73%, while Green California Tax-Free Income Fund (CFNTX) has a volatility of 1.00%. This indicates that DEBTX experiences smaller price fluctuations and is considered to be less risky than CFNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DEBTX | CFNTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 1.00% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.19% | 2.42% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.10% | 2.78% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.16% | 3.32% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.11% | 3.20% | +43.91% |
DEBTX vs. CFNTX - Expense Ratio Comparison
DEBTX has a 1.97% expense ratio, which is higher than CFNTX's 0.76% expense ratio.
Dividends
DEBTX vs. CFNTX - Dividend Comparison
DEBTX's dividend yield for the trailing twelve months is around 5.51%, more than CFNTX's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFNTX Green California Tax-Free Income Fund | 2.64% | 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 | 5.51% | 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
DEBTX and CFNTX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFNTX has higher volatility (1.00%) compared to DEBTX (0.73%). In terms of maximum drawdown, DEBTX dropped -19.21% vs CFNTX's -16.08%.
CFNTX currently has the higher Sharpe Ratio (1.61 vs 1.42), 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 DEBTX and CFNTX
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