TCSGX vs. FUTBX
Compare and contrast key facts about SEI Daily Income Trust Short-Duration Government Fund (TCSGX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX).
TCSGX is managed by SEI. It was launched on Feb 16, 1987. FUTBX is managed by Fidelity. It was launched on Mar 1, 2016.
Performance
TCSGX vs. FUTBX - Performance Comparison
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TCSGX vs. FUTBX - 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% | 0.55% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | -0.12% | 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, TCSGX achieves a -0.05% return, which is significantly higher than FUTBX's -0.12% 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%
FUTBX
- 1D
- 0.11%
- 1M
- -1.57%
- YTD
- -0.12%
- 6M
- 0.39%
- 1Y
- 2.74%
- 3Y*
- 2.50%
- 5Y*
- -0.35%
- 10Y*
- —
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TCSGX vs. FUTBX - Expense Ratio Comparison
TCSGX has a 0.48% expense ratio, which is higher than FUTBX's 0.03% expense ratio.
Return for Risk
TCSGX vs. FUTBX — Risk / Return Rank
TCSGX
FUTBX
TCSGX vs. FUTBX - 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 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.
| TCSGX | FUTBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 0.71 | +1.16 |
Sortino ratioReturn per unit of downside risk | 3.17 | 1.03 | +2.14 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.12 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 3.05 | 1.48 | +1.58 |
Martin ratioReturn relative to average drawdown | 12.75 | 3.72 | +9.03 |
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 | FUTBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.71 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | -0.06 | +0.71 |
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 | 0.25 | +1.29 |
Correlation
The correlation between TCSGX and FUTBX is 0.64, 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. FUTBX - Dividend Comparison
TCSGX's dividend yield for the trailing twelve months is around 3.02%, less than FUTBX's 3.30% 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% |
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
TCSGX vs. FUTBX - Drawdown Comparison
The maximum TCSGX drawdown since its inception was -6.93%, smaller than the maximum FUTBX drawdown of -19.69%. Use the drawdown chart below to compare losses from any high point for TCSGX and FUTBX.
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Drawdown Indicators
| TCSGX | FUTBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.93% | -19.69% | +12.76% |
Max Drawdown (1Y)Largest decline over 1 year | -1.26% | -2.71% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -6.78% | -17.03% | +10.25% |
Max Drawdown (10Y)Largest decline over 10 years | -6.93% | — | — |
Current DrawdownCurrent decline from peak | -0.87% | -7.79% | +6.92% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -6.94% | +6.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 1.08% | -0.78% |
Volatility
TCSGX vs. FUTBX - Volatility Comparison
The current volatility for SEI Daily Income Trust Short-Duration Government Fund (TCSGX) is 0.64%, while Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) has a volatility of 1.43%. This indicates that TCSGX 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
| TCSGX | FUTBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 1.43% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 1.23% | 2.54% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.90% | 4.24% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.17% | 5.79% | -3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.78% | 5.17% | -3.39% |