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NTBIX vs. DFLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NTBIX vs. DFLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Navigator Tactical Fixed Income Fund (NTBIX) and DoubleLine Flexible Income Fund (DFLEX). The values are adjusted to include any dividend payments, if applicable.

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NTBIX vs. DFLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTBIX
Navigator Tactical Fixed Income Fund
-1.43%2.98%7.67%10.57%-8.71%4.28%8.96%7.82%0.15%3.29%
DFLEX
DoubleLine Flexible Income Fund
0.22%6.58%8.65%7.84%-8.48%3.79%2.93%7.21%0.10%5.27%

Returns By Period

In the year-to-date period, NTBIX achieves a -1.43% return, which is significantly lower than DFLEX's 0.22% return. Over the past 10 years, NTBIX has outperformed DFLEX with an annualized return of 4.38%, while DFLEX has yielded a comparatively lower 3.79% annualized return.


NTBIX

1D
0.02%
1M
-1.84%
YTD
-1.43%
6M
-0.03%
1Y
0.65%
3Y*
5.40%
5Y*
2.65%
10Y*
4.38%

DFLEX

1D
0.11%
1M
-0.80%
YTD
0.22%
6M
1.54%
1Y
5.12%
3Y*
7.13%
5Y*
3.19%
10Y*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NTBIX vs. DFLEX - Expense Ratio Comparison

NTBIX has a 0.95% expense ratio, which is higher than DFLEX's 0.74% expense ratio.


Return for Risk

NTBIX vs. DFLEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NTBIX
NTBIX Risk / Return Rank: 88
Overall Rank
NTBIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NTBIX Sortino Ratio Rank: 77
Sortino Ratio Rank
NTBIX Omega Ratio Rank: 88
Omega Ratio Rank
NTBIX Calmar Ratio Rank: 88
Calmar Ratio Rank
NTBIX Martin Ratio Rank: 88
Martin Ratio Rank

DFLEX
DFLEX Risk / Return Rank: 9898
Overall Rank
DFLEX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFLEX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFLEX Omega Ratio Rank: 9898
Omega Ratio Rank
DFLEX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFLEX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTBIX vs. DFLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Navigator Tactical Fixed Income Fund (NTBIX) and DoubleLine Flexible Income Fund (DFLEX). 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.


NTBIXDFLEXDifference

Sharpe ratio

Return per unit of total volatility

0.19

3.69

-3.50

Sortino ratio

Return per unit of downside risk

0.25

6.09

-5.84

Omega ratio

Gain probability vs. loss probability

1.04

2.08

-1.03

Calmar ratio

Return relative to maximum drawdown

0.10

4.58

-4.48

Martin ratio

Return relative to average drawdown

0.26

20.46

-20.20

NTBIX vs. DFLEX - Sharpe Ratio Comparison

The current NTBIX Sharpe Ratio is 0.19, which is lower than the DFLEX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of NTBIX and DFLEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NTBIXDFLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

3.69

-3.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

1.67

-1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

1.39

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

1.35

-0.46

Correlation

The correlation between NTBIX and DFLEX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NTBIX vs. DFLEX - Dividend Comparison

NTBIX's dividend yield for the trailing twelve months is around 4.68%, less than DFLEX's 5.14% yield.


TTM20252024202320222021202020192018201720162015
NTBIX
Navigator Tactical Fixed Income Fund
4.68%5.02%6.33%5.49%2.37%6.72%5.68%2.36%3.01%4.35%6.20%2.61%
DFLEX
DoubleLine Flexible Income Fund
5.14%5.68%6.05%5.95%4.72%3.86%3.96%4.46%4.46%3.82%3.75%4.32%

Drawdowns

NTBIX vs. DFLEX - Drawdown Comparison

The maximum NTBIX drawdown since its inception was -11.44%, smaller than the maximum DFLEX drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for NTBIX and DFLEX.


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Drawdown Indicators


NTBIXDFLEXDifference

Max Drawdown

Largest peak-to-trough decline

-11.44%

-17.29%

+5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-1.15%

-3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-11.44%

-11.00%

-0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-11.44%

-17.29%

+5.85%

Current Drawdown

Current decline from peak

-2.04%

-0.80%

-1.24%

Average Drawdown

Average peak-to-trough decline

-1.79%

-1.58%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

0.26%

+1.62%

Volatility

NTBIX vs. DFLEX - Volatility Comparison

Navigator Tactical Fixed Income Fund (NTBIX) has a higher volatility of 1.31% compared to DoubleLine Flexible Income Fund (DFLEX) at 0.56%. This indicates that NTBIX's price experiences larger fluctuations and is considered to be riskier than DFLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTBIXDFLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.56%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

0.91%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

1.40%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

1.92%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

2.73%

+2.35%