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TCSGX vs. FUAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCSGX vs. FUAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Daily Income Trust Short-Duration Government Fund (TCSGX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). The values are adjusted to include any dividend payments, if applicable.

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TCSGX vs. FUAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCSGX
SEI Daily Income Trust Short-Duration Government Fund
-0.05%5.20%4.15%3.64%-4.49%-1.21%3.61%3.22%0.89%0.05%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
-0.36%8.00%0.40%4.08%-13.06%-3.19%8.86%7.25%1.25%-0.35%

Returns By Period

In the year-to-date period, TCSGX achieves a -0.05% return, which is significantly higher than FUAMX's -0.36% return.


TCSGX

1D
0.00%
1M
-0.68%
YTD
-0.05%
6M
0.97%
1Y
3.47%
3Y*
3.79%
5Y*
1.40%
10Y*
1.52%

FUAMX

1D
0.10%
1M
-1.81%
YTD
-0.36%
6M
0.24%
1Y
3.60%
3Y*
2.83%
5Y*
-0.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCSGX vs. FUAMX - Expense Ratio Comparison

TCSGX has a 0.48% expense ratio, which is higher than FUAMX's 0.03% expense ratio.


Return for Risk

TCSGX vs. FUAMX — Risk / Return Rank

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

TCSGX
TCSGX Risk / Return Rank: 9292
Overall Rank
TCSGX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TCSGX Sortino Ratio Rank: 9595
Sortino Ratio Rank
TCSGX Omega Ratio Rank: 9191
Omega Ratio Rank
TCSGX Calmar Ratio Rank: 9292
Calmar Ratio Rank
TCSGX Martin Ratio Rank: 9494
Martin Ratio Rank

FUAMX
FUAMX Risk / Return Rank: 3737
Overall Rank
FUAMX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FUAMX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FUAMX Omega Ratio Rank: 2323
Omega Ratio Rank
FUAMX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FUAMX Martin Ratio Rank: 3737
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.

TCSGX vs. FUAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Daily Income Trust Short-Duration Government Fund (TCSGX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). 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.


TCSGXFUAMXDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.79

+1.08

Sortino ratio

Return per unit of downside risk

3.17

1.18

+1.99

Omega ratio

Gain probability vs. loss probability

1.43

1.14

+0.29

Calmar ratio

Return relative to maximum drawdown

3.05

1.43

+1.63

Martin ratio

Return relative to average drawdown

12.75

4.04

+8.72

TCSGX vs. FUAMX - Sharpe Ratio Comparison

The current TCSGX Sharpe Ratio is 1.87, which is higher than the FUAMX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of TCSGX and FUAMX, 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


TCSGXFUAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.79

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.03

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

0.22

+1.32

Correlation

The correlation between TCSGX and FUAMX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TCSGX vs. FUAMX - Dividend Comparison

TCSGX's dividend yield for the trailing twelve months is around 3.02%, less than FUAMX's 3.35% yield.


TTM20252024202320222021202020192018201720162015
TCSGX
SEI Daily Income Trust Short-Duration Government Fund
3.02%3.27%2.74%2.24%0.87%0.70%1.34%1.90%1.96%1.62%1.11%0.88%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
3.35%3.52%3.58%2.20%1.24%1.76%2.90%2.16%2.23%0.49%0.00%0.00%

Drawdowns

TCSGX vs. FUAMX - Drawdown Comparison

The maximum TCSGX drawdown since its inception was -6.93%, smaller than the maximum FUAMX drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for TCSGX and FUAMX.


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Drawdown Indicators


TCSGXFUAMXDifference

Max Drawdown

Largest peak-to-trough decline

-6.93%

-20.25%

+13.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-3.10%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-6.78%

-18.27%

+11.49%

Max Drawdown (10Y)

Largest decline over 10 years

-6.93%

Current Drawdown

Current decline from peak

-0.87%

-6.78%

+5.91%

Average Drawdown

Average peak-to-trough decline

-0.72%

-7.33%

+6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

1.09%

-0.79%

Volatility

TCSGX vs. FUAMX - Volatility Comparison

The current volatility for SEI Daily Income Trust Short-Duration Government Fund (TCSGX) is 0.64%, while Fidelity Intermediate Treasury Bond Index Fund (FUAMX) has a volatility of 1.65%. This indicates that TCSGX experiences smaller price fluctuations and is considered to be less risky than FUAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCSGXFUAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

1.65%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

2.90%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

1.90%

4.88%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.17%

6.61%

-4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.78%

5.87%

-4.09%