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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Saturna Sustainable Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Saturna Sustainable Bond Fund (SEBFX) has returned -0.53% so far this year and 6.98% over the past 12 months. Over the last ten years, SEBFX has returned 2.13% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Saturna Sustainable Bond Fund
- 1D
- 0.11%
- 1M
- -2.90%
- YTD
- -0.53%
- 6M
- 0.46%
- 1Y
- 6.98%
- 3Y*
- 4.26%
- 5Y*
- 1.23%
- 10Y*
- 2.13%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 4, 2016, SEBFX's average daily return is +0.01%, while the average monthly return is +0.19%. At this rate, your investment would double in approximately 30.4 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +3.6%, while the worst month was Sep 2022 at -3.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SEBFX closed higher 43% of trading days. The best single day was Nov 14, 2023 with a return of +1.2%, while the worst single day was Mar 18, 2020 at -2.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.49% | 0.94% | -2.90% | -0.53% | |||||||||
| 2025 | 0.79% | 1.01% | 0.55% | 1.43% | 0.65% | 2.16% | -0.53% | 1.59% | 1.04% | 0.00% | 0.62% | 0.38% | 10.10% |
| 2024 | -0.43% | -0.33% | 0.87% | -1.73% | 1.54% | -0.98% | 0.98% | 0.87% | 1.29% | -1.91% | 0.00% | -0.86% | -0.75% |
| 2023 | 2.34% | -1.64% | 1.88% | 0.65% | -0.86% | 1.42% | 0.86% | -1.39% | -1.95% | -1.21% | 3.57% | 3.26% | 6.95% |
| 2022 | -1.62% | -0.93% | -1.04% | -2.42% | 0.32% | -2.36% | 1.21% | -1.09% | -2.97% | -0.00% | 2.15% | -0.03% | -8.54% |
| 2021 | -0.38% | -0.88% | -0.49% | 1.19% | 0.90% | -0.29% | 0.39% | -0.10% | -0.97% | -0.49% | -1.38% | 0.75% | -1.77% |
Benchmark Metrics
Saturna Sustainable Bond Fund has an annualized alpha of 1.55%, beta of 0.06, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.
- This fund participated in 21.28% of S&P 500 Index downside but only 15.64% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.06 may look defensive, but with R² of 0.08 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.08 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.55%
- Beta
- 0.06
- R²
- 0.08
- Upside Capture
- 15.64%
- Downside Capture
- 21.28%
Expense Ratio
SEBFX has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SEBFX ranks 90 for risk / return — in the top 90% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Saturna Sustainable Bond Fund (SEBFX) and compare them to a chosen benchmark (S&P 500 Index).
| SEBFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 0.90 | +1.07 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.39 | +1.36 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.40 | +0.96 |
Martin ratioReturn relative to average drawdown | 10.25 | 6.61 | +3.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SEBFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Saturna Sustainable Bond Fund provided a 3.91% dividend yield over the last twelve months, with an annual payout of $0.37 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.37 | $0.37 | $0.29 | $0.34 | $0.06 | $0.26 | $0.09 | $0.25 | $0.28 | $0.27 | $0.25 |
Dividend yield | 3.91% | 3.89% | 3.28% | 3.68% | 0.65% | 2.61% | 0.89% | 2.60% | 3.05% | 2.75% | 2.61% |
Monthly Dividends
The table displays the monthly dividend distributions for Saturna Sustainable Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2021 | $0.01 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.26 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Saturna Sustainable Bond 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 Saturna Sustainable Bond Fund was 13.51%, occurring on Oct 24, 2022. Recovery took 667 trading sessions.
The current Saturna Sustainable Bond Fund drawdown is 2.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.51% | Jun 11, 2021 | 346 | Oct 24, 2022 | 667 | Jun 24, 2025 | 1013 |
| -7.46% | Mar 9, 2020 | 9 | Mar 19, 2020 | 73 | Jul 2, 2020 | 82 |
| -4.79% | Feb 2, 2018 | 226 | Dec 26, 2018 | 108 | Jun 3, 2019 | 334 |
| -3.65% | Nov 9, 2016 | 33 | Dec 27, 2016 | 75 | Apr 17, 2017 | 108 |
| -3.01% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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