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Navigator Tactical Fixed Income Fund (NTBIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS66538B5782
CUSIP66538B578
IssuerNavigator Funds
Inception DateMar 26, 2014
CategoryNontraditional Bonds
Min. Investment$25,000
Asset ClassBond

Expense Ratio

NTBIX has a high expense ratio of 0.95%, indicating higher-than-average management fees.


Expense ratio chart for NTBIX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: NTBIX vs. LALDX, NTBIX vs. JPST, NTBIX vs. SGOV, NTBIX vs. KAMIX, NTBIX vs. STIP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Navigator Tactical Fixed Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.93%
11.47%
NTBIX (Navigator Tactical Fixed Income Fund)
Benchmark (^GSPC)

Returns By Period

Navigator Tactical Fixed Income Fund had a return of 7.01% year-to-date (YTD) and 12.23% in the last 12 months. Over the past 10 years, Navigator Tactical Fixed Income Fund had an annualized return of 4.94%, while the S&P 500 had an annualized return of 11.33%, indicating that Navigator Tactical Fixed Income Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.01%24.30%
1 month0.20%4.09%
6 months4.93%14.29%
1 year12.23%35.42%
5 years (annualized)4.54%13.95%
10 years (annualized)4.94%11.33%

Monthly Returns

The table below presents the monthly returns of NTBIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.41%0.41%1.35%-1.32%1.54%0.67%1.63%1.31%1.23%-0.70%7.01%
20233.22%-1.35%1.37%1.26%-0.10%1.53%1.03%0.00%-1.04%-0.63%2.12%2.81%10.57%
2022-2.01%-0.59%-0.24%-1.78%-0.20%-4.24%0.42%-1.78%0.22%-0.43%3.01%-1.30%-8.71%
2021-0.56%0.38%1.14%1.12%0.18%0.90%-0.09%0.73%-0.52%0.18%-0.73%1.49%4.28%
2020-0.10%-0.48%-3.45%4.34%2.81%-0.83%1.23%1.69%-1.57%-0.28%4.32%1.23%8.97%
20191.72%1.00%1.15%1.28%-1.65%0.78%-0.20%2.86%-1.92%0.59%0.68%1.36%7.82%
20180.00%-0.89%-0.14%0.50%0.10%0.08%1.60%0.59%0.72%-1.28%-0.90%-0.21%0.15%
20170.78%1.26%-0.06%0.87%0.76%-0.17%1.15%0.10%0.56%0.47%-0.28%0.34%5.92%
20162.48%0.74%3.75%2.43%0.49%1.04%1.67%1.36%0.68%-0.58%0.38%2.05%17.71%
20150.84%1.24%-0.29%0.67%0.31%-1.27%-0.52%-0.11%0.75%0.21%-1.36%-1.40%-0.97%
20140.10%0.50%0.80%0.82%-1.87%1.81%-2.23%-0.82%-0.10%-1.00%-2.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NTBIX is 90, placing it in the top 10% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of NTBIX is 9090
Combined Rank
The Sharpe Ratio Rank of NTBIX is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of NTBIX is 9090Sortino Ratio Rank
The Omega Ratio Rank of NTBIX is 9090Omega Ratio Rank
The Calmar Ratio Rank of NTBIX is 8383Calmar Ratio Rank
The Martin Ratio Rank of NTBIX is 9494Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Navigator Tactical Fixed Income Fund (NTBIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NTBIX
Sharpe ratio
The chart of Sharpe ratio for NTBIX, currently valued at 3.17, compared to the broader market0.002.004.003.17
Sortino ratio
The chart of Sortino ratio for NTBIX, currently valued at 4.87, compared to the broader market0.005.0010.004.87
Omega ratio
The chart of Omega ratio for NTBIX, currently valued at 1.70, compared to the broader market1.002.003.004.001.70
Calmar ratio
The chart of Calmar ratio for NTBIX, currently valued at 2.65, compared to the broader market0.005.0010.0015.0020.002.65
Martin ratio
The chart of Martin ratio for NTBIX, currently valued at 26.35, compared to the broader market0.0020.0040.0060.0080.00100.0026.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market0.005.0010.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.82, compared to the broader market0.005.0010.0015.0020.003.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.86, compared to the broader market0.0020.0040.0060.0080.00100.0018.86

Sharpe Ratio

The current Navigator Tactical Fixed Income Fund Sharpe ratio is 3.17. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Navigator Tactical Fixed Income Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.17
2.70
NTBIX (Navigator Tactical Fixed Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Navigator Tactical Fixed Income Fund provided a 5.82% dividend yield over the last twelve months, with an annual payout of $0.58 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.502014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.58$0.54$0.22$0.21$0.14$0.24$0.29$0.52$0.38$0.24$0.21

Dividend yield

5.82%5.49%2.37%2.03%1.34%2.33%2.92%5.15%3.68%2.62%2.17%

Monthly Dividends

The table displays the monthly dividend distributions for Navigator Tactical Fixed Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.41
2023$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.17$0.00$0.00$0.17$0.54
2022$0.00$0.00$0.03$0.00$0.00$0.01$0.00$0.00$0.05$0.00$0.00$0.14$0.22
2021$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.07$0.21
2020$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.14
2019$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.05$0.00$0.00$0.05$0.24
2018$0.00$0.00$0.02$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.07$0.29
2017$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.26$0.52
2016$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.38
2015$0.00$0.00$0.02$0.04$0.00$0.10$0.00$0.00$0.03$0.00$0.00$0.06$0.24
2014$0.07$0.00$0.00$0.10$0.00$0.00$0.03$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.50%
-1.40%
NTBIX (Navigator Tactical Fixed Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Navigator Tactical Fixed Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Navigator Tactical Fixed Income Fund was 11.44%, occurring on Nov 3, 2022. Recovery took 279 trading sessions.

The current Navigator Tactical Fixed Income Fund drawdown is 0.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.44%Dec 28, 2021216Nov 3, 2022279Dec 14, 2023495
-8%Feb 18, 202034Apr 3, 20204Apr 9, 202038
-5.33%Jul 7, 2014375Dec 29, 201549Mar 10, 2016424
-4.27%Jun 9, 202017Jul 1, 202091Nov 9, 2020108
-3.35%Apr 13, 20207Apr 21, 202024May 26, 202031

Volatility

Volatility Chart

The current Navigator Tactical Fixed Income Fund volatility is 0.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.79%
3.19%
NTBIX (Navigator Tactical Fixed Income Fund)
Benchmark (^GSPC)