IUTIX vs. ^TNX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia U.S. Treasury Index Fund (IUTIX) and Treasury Yield 10 Years (^TNX).

IUTIX is managed by Columbia. It was launched on Jun 3, 1991.

Performance

IUTIX vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Treasury Index Fund (IUTIX) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

IUTIX vs. ^TNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUTIX Columbia U.S. Treasury Index Fund	-0.41%	6.03%	-0.01%	3.80%	-12.74%	-2.59%	7.71%	6.70%	0.60%	2.20%
^TNX Treasury Yield 10 Years	4.30%	-8.97%	18.29%	-0.34%	156.55%	64.89%	-52.21%	-28.56%	11.68%	-1.68%

Returns By Period

In the year-to-date period, IUTIX achieves a -0.41% return, which is significantly lower than ^TNX's 4.30% return. Over the past 10 years, IUTIX has underperformed ^TNX with an annualized return of 0.75%, while ^TNX has yielded a comparatively higher 9.25% annualized return.

IUTIX

• 1D: 0.51%
• 1M: -2.18%
• YTD: -0.41%
• 6M: 0.40%
• 1Y: 2.66%
• 3Y*: 2.02%
• 5Y*: -0.54%
• 10Y*: 0.75%

^TNX

• 1D: -2.21%
• 1M: 9.59%
• YTD: 4.30%
• 6M: 4.68%
• 1Y: 2.26%
• 3Y*: 7.51%
• 5Y*: 19.99%
• 10Y*: 9.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IUTIX vs. ^TNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUTIX

IUTIX Risk / Return Rank: 36
IUTIX Sharpe Ratio Rank: 34
IUTIX Sortino Ratio Rank: 32
IUTIX Omega Ratio Rank: 23
IUTIX Calmar Ratio Rank: 57
IUTIX Martin Ratio Rank: 32

^TNX

^TNX Risk / Return Rank: 18
^TNX Sharpe Ratio Rank: 20
^TNX Sortino Ratio Rank: 19
^TNX Omega Ratio Rank: 19
^TNX Calmar Ratio Rank: 16
^TNX Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IUTIX vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Treasury Index Fund (IUTIX) and Treasury Yield 10 Years (^TNX). 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.

	IUTIX	^TNX	Difference
Sharpe ratio Return per unit of total volatility	0.79	0.11	+0.67
Sortino ratio Return per unit of downside risk	1.15	0.30	+0.86
Omega ratio Gain probability vs. loss probability	1.14	1.03	+0.10
Calmar ratio Return relative to maximum drawdown	1.37	-0.04	+1.41
Martin ratio Return relative to average drawdown	3.49	-0.07	+3.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUTIX vs. ^TNX - Sharpe Ratio Comparison

The current IUTIX Sharpe Ratio is 0.79, which is higher than the ^TNX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of IUTIX and ^TNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUTIX	^TNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	0.11	+0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	0.61	-0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	0.19	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	-0.02	+0.76

Correlation

The correlation between IUTIX and ^TNX is -0.91. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Drawdowns

IUTIX vs. ^TNX - Drawdown Comparison

The maximum IUTIX drawdown since its inception was -19.42%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for IUTIX and ^TNX.

Drawdown Indicators

	IUTIX	^TNX	Difference
Max Drawdown Largest peak-to-trough decline	-19.42%	-93.78%	+74.36%
Max Drawdown (1Y) Largest decline over 1 year	-2.79%	-13.99%	+11.20%
Max Drawdown (5Y) Largest decline over 5 years	-16.91%	-31.74%	+14.83%
Max Drawdown (10Y) Largest decline over 10 years	-19.42%	-84.57%	+65.15%
Current Drawdown Current decline from peak	-8.67%	-45.88%	+37.21%
Average Drawdown Average peak-to-trough decline	-3.48%	-51.38%	+47.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.09%	8.38%	-7.29%

Volatility

IUTIX vs. ^TNX - Volatility Comparison

The current volatility for Columbia U.S. Treasury Index Fund (IUTIX) is 1.43%, while Treasury Yield 10 Years (^TNX) has a volatility of 6.07%. This indicates that IUTIX experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUTIX	^TNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.43%	6.07%	-4.64%
Volatility (6M) Calculated over the trailing 6-month period	2.52%	10.61%	-8.09%
Volatility (1Y) Calculated over the trailing 1-year period	4.21%	17.91%	-13.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.79%	33.01%	-27.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.10%	48.19%	-43.09%