IUTIX vs. SHGTX
Compare and contrast key facts about Columbia U.S. Treasury Index Fund (IUTIX) and Columbia Seligman Global Technology Fund (SHGTX).
IUTIX is managed by Columbia. It was launched on Jun 3, 1991. SHGTX is managed by Columbia. It was launched on May 22, 1994.
Performance
IUTIX vs. SHGTX - Performance Comparison
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IUTIX vs. SHGTX - 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% |
SHGTX Columbia Seligman Global Technology Fund | -0.71% | 35.09% | 26.04% | 45.28% | -31.70% | 38.60% | 45.56% | 54.92% | -8.70% | 34.52% |
Returns By Period
In the year-to-date period, IUTIX achieves a -0.41% return, which is significantly higher than SHGTX's -0.71% return. Over the past 10 years, IUTIX has underperformed SHGTX with an annualized return of 0.75%, while SHGTX has yielded a comparatively higher 22.02% 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%
SHGTX
- 1D
- -2.88%
- 1M
- -9.71%
- YTD
- -0.71%
- 6M
- 4.16%
- 1Y
- 53.78%
- 3Y*
- 28.05%
- 5Y*
- 15.91%
- 10Y*
- 22.02%
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IUTIX vs. SHGTX - Expense Ratio Comparison
IUTIX has a 0.16% expense ratio, which is lower than SHGTX's 1.29% expense ratio.
Return for Risk
IUTIX vs. SHGTX — Risk / Return Rank
IUTIX
SHGTX
IUTIX vs. SHGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Treasury Index Fund (IUTIX) and Columbia Seligman Global Technology Fund (SHGTX). 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 | SHGTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.75 | -0.96 |
Sortino ratioReturn per unit of downside risk | 1.15 | 2.31 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.32 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 3.25 | -1.88 |
Martin ratioReturn relative to average drawdown | 3.49 | 12.21 | -8.71 |
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 | SHGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.75 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.59 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.83 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.59 | +0.14 |
Correlation
The correlation between IUTIX and SHGTX is -0.18. 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.
Dividends
IUTIX vs. SHGTX - Dividend Comparison
IUTIX's dividend yield for the trailing twelve months is around 3.36%, less than SHGTX's 8.51% 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% |
SHGTX Columbia Seligman Global Technology Fund | 8.51% | 8.45% | 14.04% | 6.22% | 3.94% | 11.77% | 9.92% | 10.26% | 12.75% | 7.25% | 8.13% | 8.09% |
Drawdowns
IUTIX vs. SHGTX - Drawdown Comparison
The maximum IUTIX drawdown since its inception was -19.42%, smaller than the maximum SHGTX drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for IUTIX and SHGTX.
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Drawdown Indicators
| IUTIX | SHGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -77.47% | +58.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -14.93% | +12.14% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -43.17% | +26.26% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | -43.17% | +23.75% |
Current DrawdownCurrent decline from peak | -8.67% | -12.38% | +3.71% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -25.07% | +21.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 3.97% | -2.88% |
Volatility
IUTIX vs. SHGTX - Volatility Comparison
The current volatility for Columbia U.S. Treasury Index Fund (IUTIX) is 1.43%, while Columbia Seligman Global Technology Fund (SHGTX) has a volatility of 9.43%. This indicates that IUTIX experiences smaller price fluctuations and is considered to be less risky than SHGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUTIX | SHGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 9.43% | -8.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 21.01% | -18.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 30.65% | -26.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.79% | 27.20% | -21.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.10% | 26.58% | -21.48% |