ISTB vs. NUSIX
ISTB (iShares Core 1-5 Year USD Bond ETF) and NUSIX (Navigator Ultra Short Term Bond Fund) are both funds - ISTB is a Short-Term Bond fund tracking the BBG US Universal 1-5 Year Index (USD), while NUSIX is a Ultrashort Bond fund managed by Navigator Funds. Over the past 5 years, ISTB returned 1.85%/yr vs 3.68%/yr for NUSIX. At a 0.15 correlation, their price movements are largely independent. ISTB charges 0.06%/yr vs 0.71%/yr for NUSIX.
Performance
ISTB vs. NUSIX - Performance Comparison
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Returns By Period
In the year-to-date period, ISTB achieves a 0.49% return, which is significantly lower than NUSIX's 1.56% return.
ISTB
- 1D
- -0.08%
- 1M
- 0.15%
- YTD
- 0.49%
- 6M
- 0.71%
- 1Y
- 4.19%
- 3Y*
- 4.95%
- 5Y*
- 1.85%
- 10Y*
- 2.27%
NUSIX
- 1D
- 0.00%
- 1M
- 0.40%
- YTD
- 1.56%
- 6M
- 1.88%
- 1Y
- 4.27%
- 3Y*
- 5.04%
- 5Y*
- 3.68%
- 10Y*
- —
ISTB vs. NUSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ISTB iShares Core 1-5 Year USD Bond ETF | 0.49% | 6.36% | 4.37% | 5.56% | -6.08% | -0.71% | 4.75% | 3.28% |
NUSIX Navigator Ultra Short Term Bond Fund | 1.56% | 4.63% | 5.54% | 5.64% | 1.14% | 0.36% | 1.49% | 1.60% |
Correlation
The correlation between ISTB and NUSIX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.15 |
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Return for Risk
ISTB vs. NUSIX — Risk / Return Rank
ISTB
NUSIX
ISTB vs. NUSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 1-5 Year USD Bond ETF (ISTB) and Navigator Ultra Short Term Bond Fund (NUSIX). 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.
| ISTB | NUSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.54 | ||
| Sortino ratioReturn per unit of downside risk | -25.32 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 18.90 | -17.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 43.25 | -39.91 |
| Martin ratioReturn relative to average drawdown | 12.72 | 337.91 | -325.19 |
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
| ISTB | NUSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 6.91 | -4.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 4.83 | -4.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 3.74 | -2.90 |
Drawdowns
ISTB vs. NUSIX - Drawdown Comparison
The maximum ISTB drawdown since its inception was -9.34%, which is greater than NUSIX's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for ISTB and NUSIX.
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Drawdown Indicators
| ISTB | NUSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.34% | -2.69% | -6.65% |
Max Drawdown (1Y)Largest decline over 1 year | -1.26% | -0.10% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -1.36% | -0.10% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -9.34% | -0.80% | -8.54% |
Max Drawdown (10Y)Largest decline over 10 years | -9.34% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | 0.00% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -0.08% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 0.01% | +0.32% |
Volatility
ISTB vs. NUSIX - Volatility Comparison
iShares Core 1-5 Year USD Bond ETF (ISTB) has a higher volatility of 0.54% compared to Navigator Ultra Short Term Bond Fund (NUSIX) at 0.18%. This indicates that ISTB's price experiences larger fluctuations and is considered to be riskier than NUSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISTB | NUSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.54% | 0.18% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 1.28% | 0.43% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.77% | 0.63% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.79% | 0.77% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.51% | 0.83% | +1.68% |
ISTB vs. NUSIX - Expense Ratio Comparison
ISTB has a 0.06% expense ratio, which is lower than NUSIX's 0.71% expense ratio.
Dividends
ISTB vs. NUSIX - Dividend Comparison
ISTB's dividend yield for the trailing twelve months is around 4.25%, more than NUSIX's 4.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISTB iShares Core 1-5 Year USD Bond ETF | 4.25% | 4.12% | 3.83% | 2.97% | 2.01% | 1.69% | 2.20% | 2.75% | 2.57% | 2.06% | 1.90% | 1.58% |
NUSIX Navigator Ultra Short Term Bond Fund | 4.16% | 4.25% | 5.23% | 4.92% | 1.74% | 0.66% | 1.08% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ISTB and NUSIX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISTB has higher volatility (0.54%) compared to NUSIX (0.18%). In terms of maximum drawdown, ISTB dropped -9.34% vs NUSIX's -2.69%.
NUSIX currently has the higher Sharpe Ratio (6.91 vs 2.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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