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IUTIX vs. FBLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUTIX vs. FBLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Treasury Index Fund (IUTIX) and Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX). The values are adjusted to include any dividend payments, if applicable.

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IUTIX vs. FBLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FBLTX
Fidelity SAI Long-Term Treasury Bond Index Fund
-0.10%4.39%-8.05%2.71%-31.84%-4.89%18.27%14.36%-1.24%9.06%

Returns By Period

In the year-to-date period, IUTIX achieves a -0.41% return, which is significantly lower than FBLTX's -0.10% return. Over the past 10 years, IUTIX has outperformed FBLTX with an annualized return of 0.75%, while FBLTX has yielded a comparatively lower -1.45% 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%

FBLTX

1D
1.37%
1M
-4.30%
YTD
-0.10%
6M
-1.00%
1Y
-0.57%
3Y*
-2.77%
5Y*
-5.77%
10Y*
-1.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUTIX vs. FBLTX - Expense Ratio Comparison

IUTIX has a 0.16% expense ratio, which is higher than FBLTX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IUTIX vs. FBLTX — Risk / Return Rank

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

IUTIX
IUTIX Risk / Return Rank: 3636
Overall Rank
IUTIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IUTIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
IUTIX Omega Ratio Rank: 2323
Omega Ratio Rank
IUTIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
IUTIX Martin Ratio Rank: 3232
Martin Ratio Rank

FBLTX
FBLTX Risk / Return Rank: 77
Overall Rank
FBLTX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FBLTX Sortino Ratio Rank: 66
Sortino Ratio Rank
FBLTX Omega Ratio Rank: 66
Omega Ratio Rank
FBLTX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FBLTX Martin Ratio Rank: 88
Martin Ratio Rank
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. FBLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Treasury Index Fund (IUTIX) and Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX). 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.


IUTIXFBLTXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.07

+0.72

Sortino ratio

Return per unit of downside risk

1.15

0.17

+0.98

Omega ratio

Gain probability vs. loss probability

1.14

1.02

+0.12

Calmar ratio

Return relative to maximum drawdown

1.37

0.19

+1.18

Martin ratio

Return relative to average drawdown

3.49

0.41

+3.09

IUTIX vs. FBLTX - Sharpe Ratio Comparison

The current IUTIX Sharpe Ratio is 0.79, which is higher than the FBLTX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of IUTIX and FBLTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUTIXFBLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.07

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.37

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

-0.10

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

-0.05

+0.79

Correlation

The correlation between IUTIX and FBLTX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IUTIX vs. FBLTX - Dividend Comparison

IUTIX's dividend yield for the trailing twelve months is around 3.36%, less than FBLTX's 3.74% yield.


TTM20252024202320222021202020192018201720162015
IUTIX
Columbia U.S. Treasury Index Fund
3.36%3.61%2.85%2.40%1.56%1.30%2.14%2.06%1.94%1.54%1.74%2.00%
FBLTX
Fidelity SAI Long-Term Treasury Bond Index Fund
3.74%4.04%3.60%3.29%2.25%1.81%6.73%2.39%2.87%2.68%3.70%0.39%

Drawdowns

IUTIX vs. FBLTX - Drawdown Comparison

The maximum IUTIX drawdown since its inception was -19.42%, smaller than the maximum FBLTX drawdown of -49.06%. Use the drawdown chart below to compare losses from any high point for IUTIX and FBLTX.


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Drawdown Indicators


IUTIXFBLTXDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-49.06%

+29.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-9.51%

+6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-44.19%

+27.28%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-49.06%

+29.64%

Current Drawdown

Current decline from peak

-8.67%

-41.02%

+32.35%

Average Drawdown

Average peak-to-trough decline

-3.48%

-20.65%

+17.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

4.47%

-3.38%

Volatility

IUTIX vs. FBLTX - Volatility Comparison

The current volatility for Columbia U.S. Treasury Index Fund (IUTIX) is 1.43%, while Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX) has a volatility of 3.80%. This indicates that IUTIX experiences smaller price fluctuations and is considered to be less risky than FBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUTIXFBLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

3.80%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

6.63%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

11.51%

-7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

15.72%

-9.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.10%

14.62%

-9.52%