Correlation
The correlation between NAVFX and SPY is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
NAVFX vs. SPY
Compare and contrast key facts about Sector Rotation Fund (NAVFX) and SPDR S&P 500 ETF (SPY).
NAVFX is managed by Nottingham. It was launched on Dec 30, 2009. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NAVFX or SPY.
Performance
NAVFX vs. SPY - Performance Comparison
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Key characteristics
NAVFX:
0.60
SPY:
0.70
NAVFX:
0.91
SPY:
1.02
NAVFX:
1.14
SPY:
1.15
NAVFX:
0.56
SPY:
0.68
NAVFX:
2.07
SPY:
2.57
NAVFX:
5.52%
SPY:
4.93%
NAVFX:
20.61%
SPY:
20.42%
NAVFX:
-30.79%
SPY:
-55.19%
NAVFX:
-4.38%
SPY:
-3.55%
Returns By Period
In the year-to-date period, NAVFX achieves a 1.11% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, NAVFX has underperformed SPY with an annualized return of 8.49%, while SPY has yielded a comparatively higher 12.73% annualized return.
NAVFX
1.11%
6.58%
-2.47%
11.56%
12.84%
11.64%
8.49%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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NAVFX vs. SPY - Expense Ratio Comparison
NAVFX has a 1.97% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
NAVFX vs. SPY — Risk-Adjusted Performance Rank
NAVFX
SPY
NAVFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sector Rotation Fund (NAVFX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
NAVFX vs. SPY - Dividend Comparison
NAVFX's dividend yield for the trailing twelve months is around 6.95%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAVFX Sector Rotation Fund | 6.95% | 7.02% | 1.66% | 7.79% | 5.16% | 1.15% | 8.54% | 10.05% | 9.49% | 2.96% | 3.13% | 18.96% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
NAVFX vs. SPY - Drawdown Comparison
The maximum NAVFX drawdown since its inception was -30.79%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NAVFX and SPY.
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Volatility
NAVFX vs. SPY - Volatility Comparison
Sector Rotation Fund (NAVFX) has a higher volatility of 5.21% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that NAVFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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