- ISIN
- US8040968815
- CUSIP
- 804096881
- Inception Date
- Mar 26, 2015
- Category
- Global Bonds
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
SEBFX Performance Chart
Saturna Sustainable Bond Fund (SEBFX) is up 1.6% since the beginning of the year. SEBFX is currently trading at $10 per share. Investors who bought $1,000 worth of SEBFX shares 5 years ago would now be looking at an investment worth $1,060.
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Returns By Period
Saturna Sustainable Bond Fund (SEBFX) has returned 1.59% so far this year and 6.34% over the past 12 months.
Saturna Sustainable Bond Fund
- 1D
- 0.00%
- 1M
- -0.10%
- YTD
- 1.59%
- 6M
- 2.08%
- 1Y
- 6.34%
- 3Y*
- 4.96%
- 5Y*
- 1.18%
- 10Y*
- 2.25%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.25%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SEBFX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, SEBFX's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 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% | -2.59% | 1.49% | 0.42% | -0.10% | 1.59% | ||||||
| 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 2.52%, beta of 0.16, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.
- This fund participated in 23.48% of S&P 500 Index downside but only 22.65% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R2 of 0.32 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 0.32 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.52%
- Beta
- 0.16
- R²
- 0.32
- Upside Capture
- 22.65%
- Downside Capture
- 23.48%
Expense Ratio
SEBFX has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SEBFX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Saturna Sustainable Bond Fund (SEBFX) and compare them to S&P 500 Index.
| SEBFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.38 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | — | — |
| Martin ratioReturn relative to average drawdown | 7.57 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Saturna Sustainable Bond Fund provided a 3.83% 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 | 3.83% | 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 | $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 0.83%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -13.51%Oct 2022 | 1y 4mo | 2y 8mo | 4y 14dJun 2021 - Jun 2025 |
COVID crash2020 | -7.46%Mar 2020 | 10d | 3mo 15d | 3mo 25dMar 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -4.79%Dec 2018 | 10mo 27d | 5mo 9d | 1y 4moFeb 2018 - Jun 2019 |
2016 pullback2016 | -3.65%Dec 2016 | 1mo 18d | 3mo 21d | 5mo 9dNov 2016 - Apr 2017 |
2026 pullback2026 | -3.01%Mar 2026 | 25d | — | 3mo 6dMar 2026 - now |
Drawdown Indicators
| SEBFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.51% | -9.10% | -4.41% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -5.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -13.51% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -2.97% | +2.14% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -1.13% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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