Not a fuse or serious problem. The owners manual, page 85 has directions to set the compass by 'Calibration'
...vehicle crosses multiple zones. A correct zone setting will eliminate this error. Refer to Compass zone/calibration adjustment.
Compass zone/calibration adjustment
Perform this adjustment in an open area free from steel structures and high voltage lines. For optimum calibration, turn off all electrical accessories (heater/air conditioning, wipers, etc.) and make sure all vehicle doors are shut.
1. Turn ignition to the RUN position.
2. Start the engine.
3. Press the INFO button repeatedly until the Compass and Odometer are displayed. (Do not select Trip, DTE, or AFE. The top of the message center must be blank). Note: If the compass displays ?CAL 000000.0 mi? instead of heading information, the compass will need to be calibrated. Slowly drive the vehicle in a circle (less than 3 mph [5 km/h]) until the ?CAL? indicator changes to display compass heading. This may take up to 3 circles to complete calibration.
4. Determine your magnetic zone by referring to the zone map