IUTIX vs. CDDYX
IUTIX (Columbia U.S. Treasury Index Fund) and CDDYX (Columbia Dividend Income Fund Institutional 3 Class) are both mutual funds - IUTIX is a Government Bonds fund managed by Columbia, while CDDYX is a Large Cap Value Equities fund managed by Columbia. Over the past 10 years, IUTIX returned 0.69%/yr vs 12.75%/yr for CDDYX. At a correlation of -0.14, they often move in opposite directions. IUTIX charges 0.16%/yr vs 0.55%/yr for CDDYX.
Performance
IUTIX vs. CDDYX - Performance Comparison
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Returns By Period
In the year-to-date period, IUTIX achieves a 0.03% return, which is significantly lower than CDDYX's 8.90% return. Over the past 10 years, IUTIX has underperformed CDDYX with an annualized return of 0.69%, while CDDYX has yielded a comparatively higher 12.75% annualized return.
IUTIX
- 1D
- 0.31%
- 1M
- 0.94%
- YTD
- 0.03%
- 6M
- 0.44%
- 1Y
- 3.22%
- 3Y*
- 2.64%
- 5Y*
- -0.80%
- 10Y*
- 0.69%
CDDYX
- 1D
- -0.11%
- 1M
- 0.39%
- YTD
- 8.90%
- 6M
- 8.26%
- 1Y
- 20.51%
- 3Y*
- 15.99%
- 5Y*
- 11.63%
- 10Y*
- 12.75%
IUTIX vs. CDDYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUTIX Columbia U.S. Treasury Index Fund | 0.03% | 6.03% | -0.01% | 3.80% | -12.74% | -2.59% | 7.71% | 6.70% | 0.60% | 2.20% |
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 8.90% | 15.95% | 15.17% | 10.65% | -4.84% | 26.43% | 7.92% | 28.74% | -4.27% | 20.34% |
Correlation
The correlation between IUTIX and CDDYX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012 | -0.14 |
The correlation between IUTIX and CDDYX shifts across timeframes, from -0.14 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IUTIX vs. CDDYX — Risk / Return Rank
IUTIX
CDDYX
IUTIX vs. CDDYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Treasury Index Fund (IUTIX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). 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.
| IUTIX | CDDYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.42 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.93 | -2.80 |
| Martin ratioReturn relative to average drawdown | 3.09 | 14.84 | -11.75 |
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Drawdowns
IUTIX vs. CDDYX - Drawdown Comparison
The maximum IUTIX drawdown since its inception was -19.42%, smaller than the maximum CDDYX drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for IUTIX and CDDYX.
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Drawdown Indicators
| IUTIX | CDDYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -32.74% | +13.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -5.51% | +2.36% |
Max Drawdown (3Y)Largest decline over 3 years | -5.42% | -12.99% | +7.57% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -16.91% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | -32.74% | +13.32% |
Current DrawdownCurrent decline from peak | -8.26% | -1.04% | -7.22% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -2.76% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 1.46% | -0.31% |
Volatility
IUTIX vs. CDDYX - Volatility Comparison
The current volatility for Columbia U.S. Treasury Index Fund (IUTIX) is 1.18%, while Columbia Dividend Income Fund Institutional 3 Class (CDDYX) has a volatility of 2.65%. This indicates that IUTIX experiences smaller price fluctuations and is considered to be less risky than CDDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUTIX | CDDYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 2.65% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 6.89% | -4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.74% | 9.17% | -5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.81% | 13.27% | -7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.11% | 15.69% | -10.58% |
IUTIX vs. CDDYX - Expense Ratio Comparison
IUTIX has a 0.16% expense ratio, which is lower than CDDYX's 0.55% expense ratio.
Dividends
IUTIX vs. CDDYX - Dividend Comparison
IUTIX's dividend yield for the trailing twelve months is around 3.72%, less than CDDYX's 4.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 4.94% | 5.33% | 5.99% | 4.96% | 3.90% | 2.93% | 1.85% | 3.28% | 7.65% | 4.03% | 3.84% | 8.35% |
IUTIX Columbia U.S. Treasury Index Fund | 3.72% | 3.61% | 2.85% | 2.40% | 1.56% | 1.30% | 2.14% | 2.06% | 1.94% | 1.54% | 1.74% | 2.00% |
Frequently Asked Questions
IUTIX and CDDYX 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.
CDDYX has higher volatility (2.65%) compared to IUTIX (1.18%). In terms of maximum drawdown, IUTIX dropped -19.42% vs CDDYX's -32.74%.
CDDYX currently has the higher Sharpe Ratio (2.36 vs 0.95), 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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