IUTIX vs. FUTBX
Compare and contrast key facts about Columbia U.S. Treasury Index Fund (IUTIX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX).
IUTIX is managed by Columbia. It was launched on Jun 3, 1991. FUTBX is managed by Fidelity. It was launched on Mar 1, 2016.
Performance
IUTIX vs. FUTBX - Performance Comparison
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IUTIX vs. FUTBX - 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% | 2.29% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | -0.23% | 6.12% | 0.70% | 4.19% | -13.00% | -2.54% | 7.76% | 7.30% | 0.95% | 2.28% |
Returns By Period
In the year-to-date period, IUTIX achieves a -0.41% return, which is significantly lower than FUTBX's -0.23% 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%
FUTBX
- 1D
- 0.46%
- 1M
- -2.12%
- YTD
- -0.23%
- 6M
- 0.50%
- 1Y
- 2.86%
- 3Y*
- 2.46%
- 5Y*
- -0.31%
- 10Y*
- —
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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%.
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.
| IUTIX | FUTBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.79 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.14 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.43 | -0.07 |
Martin ratioReturn relative to average drawdown | 3.49 | 3.64 | -0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUTIX | FUTBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.79 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | -0.05 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.25 | +0.49 |
Correlation
The correlation between IUTIX and FUTBX is 0.95, 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. FUTBX - Dividend Comparison
IUTIX's dividend yield for the trailing twelve months is around 3.36%, more than FUTBX's 3.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 3.30% | 3.43% | 2.90% | 2.12% | 1.12% | 0.86% | 4.54% | 2.75% | 2.05% | 1.65% | 0.00% | 0.00% |
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 | -2.79% | -2.71% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -17.03% | +0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | — | — |
Current DrawdownCurrent decline from peak | -8.67% | -7.89% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -6.94% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 1.07% | +0.02% |
Volatility
IUTIX vs. FUTBX - Volatility Comparison
Columbia U.S. Treasury Index Fund (IUTIX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) have volatilities of 1.43% and 1.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 1.43% | 1.46% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 2.54% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 4.25% | -0.04% |
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 | 5.10% | 5.17% | -0.07% |