KAMIX vs. NTBIX
Compare and contrast key facts about Kensington Managed Income Fund (KAMIX) and Navigator Tactical Fixed Income Fund (NTBIX).
KAMIX is managed by Advisors Preferred. It was launched on May 30, 2019. NTBIX is managed by Navigator Funds. It was launched on Mar 26, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KAMIX or NTBIX.
Key characteristics
| KAMIX | NTBIX | |
|---|---|---|
| YTD Return | 4.23% | 7.54% |
| 1Y Return | 8.99% | 12.79% |
| 3Y Return (Ann) | -0.54% | 2.92% |
| 5Y Return (Ann) | 2.33% | 4.66% |
| Sharpe Ratio | 2.56 | 3.46 |
| Sortino Ratio | 4.00 | 5.48 |
| Omega Ratio | 1.55 | 1.77 |
| Calmar Ratio | 0.88 | 3.34 |
| Martin Ratio | 10.76 | 28.26 |
| Ulcer Index | 0.83% | 0.47% |
| Daily Std Dev | 3.47% | 3.81% |
| Max Drawdown | -10.92% | -11.44% |
| Current Drawdown | -1.99% | -0.30% |
Correlation
The correlation between KAMIX and NTBIX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
KAMIX vs. NTBIX - Performance Comparison
In the year-to-date period, KAMIX achieves a 4.23% return, which is significantly lower than NTBIX's 7.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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KAMIX vs. NTBIX - Expense Ratio Comparison
KAMIX has a 1.36% expense ratio, which is higher than NTBIX's 0.95% expense ratio.
Risk-Adjusted Performance
KAMIX vs. NTBIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kensington Managed Income Fund (KAMIX) and Navigator Tactical Fixed Income Fund (NTBIX). 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.
Dividends
KAMIX vs. NTBIX - Dividend Comparison
KAMIX's dividend yield for the trailing twelve months is around 4.81%, less than NTBIX's 5.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
KAMIX Kensington Managed Income Fund | 4.81% | 4.15% | 0.75% | 2.51% | 2.01% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTBIX Navigator Tactical Fixed Income Fund | 5.79% | 5.49% | 2.37% | 2.03% | 1.34% | 2.33% | 2.92% | 5.15% | 3.68% | 2.62% | 2.17% |
Drawdowns
KAMIX vs. NTBIX - Drawdown Comparison
The maximum KAMIX drawdown since its inception was -10.92%, roughly equal to the maximum NTBIX drawdown of -11.44%. Use the drawdown chart below to compare losses from any high point for KAMIX and NTBIX. For additional features, visit the drawdowns tool.
Volatility
KAMIX vs. NTBIX - Volatility Comparison
Kensington Managed Income Fund (KAMIX) and Navigator Tactical Fixed Income Fund (NTBIX) have volatilities of 0.85% and 0.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.