IUTIX vs. FUTBX
IUTIX (Columbia U.S. Treasury Index Fund) and FUTBX (Fidelity SAI U.S. Treasury Bond Index Fund) are both Government Bonds funds. Over the past 5 years, IUTIX returned -1.28%/yr vs -1.07%/yr for FUTBX. Their correlation of 0.94 means they have usually moved in the same direction. IUTIX charges 0.16%/yr vs 0.03%/yr for FUTBX.
Performance
IUTIX vs. FUTBX - Performance Comparison
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Returns By Period
In the year-to-date period, IUTIX achieves a -1.18% return, which is significantly lower than FUTBX's -0.94% return.
IUTIX
- 1D
- -0.31%
- 1M
- -1.32%
- 6M
- -1.00%
- YTD
- -1.18%
- 1Y
- 0.64%
- 3Y*
- 2.55%
- 5Y*
- -1.28%
- 10Y*
- 0.46%
- ALL TIME*
- 3.57%
FUTBX
- 1D
- -0.23%
- 1M
- -1.26%
- 6M
- -0.85%
- YTD
- -0.94%
- 1Y
- 0.79%
- 3Y*
- 3.00%
- 5Y*
- -1.07%
- 10Y*
- —
- ALL TIME*
- 1.16%
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 |
IUTIX vs. FUTBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUTIX Columbia U.S. Treasury Index Fund | -1.18% | 6.03% | -0.01% | 3.80% | -12.74% | -2.59% | 7.71% | 6.70% | 0.60% | 2.20% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | -0.94% | 6.12% | 0.70% | 4.19% | -13.00% | -2.54% | 7.76% | 7.30% | 0.95% | 2.28% |
Correlation
The correlation between IUTIX and FUTBX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.94 |
The correlation between IUTIX and FUTBX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
IUTIX vs. FUTBX — Risk / Return Rank
IUTIX
FUTBX
IUTIX vs. FUTBX - 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 U.S. Treasury Bond Index Fund (FUTBX). 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 | FUTBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.56 | -0.09 |
| Martin ratioReturn relative to average drawdown | 1.11 | 1.31 | -0.20 |
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Drawdowns
IUTIX vs. FUTBX - Drawdown Comparison
The maximum IUTIX drawdown since its inception was -19.42%, roughly equal to the maximum FUTBX drawdown of -19.69%. Use the drawdown chart below to compare losses from any high point for IUTIX and FUTBX.
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Drawdown Indicators
| IUTIX | FUTBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -19.69% | +0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -3.09% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -4.93% | -4.86% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -16.71% | -16.87% | +0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | — | — |
Current DrawdownCurrent decline from peak | -9.38% | -8.55% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -6.97% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 1.31% | 0.00% |
Volatility
IUTIX vs. FUTBX - Volatility Comparison
The current volatility for Columbia U.S. Treasury Index Fund (IUTIX) is 0.71%, while Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) has a volatility of 0.92%. This indicates that IUTIX experiences smaller price fluctuations and is considered to be less risky than FUTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUTIX | FUTBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 0.92% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.80% | 2.88% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.64% | 3.73% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.79% | 5.79% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.09% | 5.13% | -0.04% |
IUTIX vs. FUTBX - Expense Ratio Comparison
IUTIX has a 0.16% expense ratio, which is higher than FUTBX'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%.
Dividends
IUTIX vs. FUTBX - Dividend Comparison
IUTIX's dividend yield for the trailing twelve months is around 3.47%, which matches FUTBX's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 3.50% | 3.43% | 2.90% | 2.12% | 1.12% | 0.86% | 4.54% | 2.75% | 2.05% | 1.65% | 0.00% | 0.00% |
IUTIX Columbia U.S. Treasury Index Fund | 3.47% | 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 FUTBX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTBX has higher volatility (0.92%) compared to IUTIX (0.71%). In terms of maximum drawdown, IUTIX dropped -19.42% vs FUTBX's -19.69%.
FUTBX currently has the higher Sharpe Ratio (0.46 vs 0.41), 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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