TCSGX vs. FUMBX
Compare and contrast key facts about SEI Daily Income Trust Short-Duration Government Fund (TCSGX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX).
TCSGX is managed by SEI. It was launched on Feb 16, 1987. FUMBX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Barclays 1-5 Year U.S. Treasury Index. It was launched on Dec 20, 2005.
Performance
TCSGX vs. FUMBX - Performance Comparison
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TCSGX vs. FUMBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | -0.10% | 5.83% | 3.25% | 4.47% | -5.84% | -1.38% | 4.22% | 4.19% | 1.47% | -0.33% |
Returns By Period
In the year-to-date period, TCSGX achieves a -0.05% return, which is significantly higher than FUMBX's -0.10% 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%
FUMBX
- 1D
- 0.10%
- 1M
- -0.77%
- YTD
- -0.10%
- 6M
- 0.85%
- 1Y
- 3.55%
- 3Y*
- 3.80%
- 5Y*
- 1.31%
- 10Y*
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TCSGX vs. FUMBX - Expense Ratio Comparison
TCSGX has a 0.48% expense ratio, which is higher than FUMBX's 0.03% expense ratio.
Return for Risk
TCSGX vs. FUMBX — Risk / Return Rank
TCSGX
FUMBX
TCSGX vs. FUMBX - 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 Short-Term Treasury Bond Index Fund (FUMBX). 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.
| TCSGX | FUMBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.55 | +0.32 |
Sortino ratioReturn per unit of downside risk | 3.17 | 2.43 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.05 | 2.52 | +0.53 |
Martin ratioReturn relative to average drawdown | 12.75 | 8.74 | +4.01 |
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
| TCSGX | FUMBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.55 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.45 | +0.20 |
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 | 0.73 | +0.82 |
Correlation
The correlation between TCSGX and FUMBX is 0.77, 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
TCSGX vs. FUMBX - Dividend Comparison
TCSGX's dividend yield for the trailing twelve months is around 3.02%, less than FUMBX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | 3.41% | 3.51% | 2.91% | 1.64% | 0.86% | 1.15% | 1.41% | 1.88% | 1.64% | 0.34% | 0.00% | 0.00% |
Drawdowns
TCSGX vs. FUMBX - Drawdown Comparison
The maximum TCSGX drawdown since its inception was -6.93%, smaller than the maximum FUMBX drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for TCSGX and FUMBX.
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Drawdown Indicators
| TCSGX | FUMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.93% | -8.83% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -1.26% | -1.54% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -6.78% | -8.60% | +1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -6.93% | — | — |
Current DrawdownCurrent decline from peak | -0.87% | -1.06% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -1.88% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 0.44% | -0.14% |
Volatility
TCSGX vs. FUMBX - Volatility Comparison
The current volatility for SEI Daily Income Trust Short-Duration Government Fund (TCSGX) is 0.64%, while Fidelity Short-Term Treasury Bond Index Fund (FUMBX) has a volatility of 0.74%. This indicates that TCSGX experiences smaller price fluctuations and is considered to be less risky than FUMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCSGX | FUMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 0.74% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 1.23% | 1.37% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.90% | 2.32% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.17% | 2.89% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.78% | 2.49% | -0.71% |