NTBIX vs. JPST
Compare and contrast key facts about Navigator Tactical Fixed Income Fund (NTBIX) and JPMorgan Ultra-Short Income ETF (JPST).
NTBIX is managed by Navigator Funds. It was launched on Mar 26, 2014. JPST is an actively managed fund by JPMorgan Chase. It was launched on May 17, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTBIX or JPST.
Key characteristics
| NTBIX | JPST | |
|---|---|---|
| YTD Return | 7.86% | 4.91% |
| 1Y Return | 13.97% | 6.19% |
| 3Y Return (Ann) | 2.92% | 3.69% |
| 5Y Return (Ann) | 4.70% | 2.75% |
| Sharpe Ratio | 3.32 | 11.73 |
| Sortino Ratio | 5.11 | 29.69 |
| Omega Ratio | 1.73 | 6.69 |
| Calmar Ratio | 2.80 | 62.59 |
| Martin Ratio | 27.98 | 366.04 |
| Ulcer Index | 0.46% | 0.02% |
| Daily Std Dev | 3.92% | 0.53% |
| Max Drawdown | -11.44% | -3.28% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between NTBIX and JPST is 0.18, 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.
Performance
NTBIX vs. JPST - Performance Comparison
In the year-to-date period, NTBIX achieves a 7.86% return, which is significantly higher than JPST's 4.91% 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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NTBIX vs. JPST - Expense Ratio Comparison
NTBIX has a 0.95% expense ratio, which is higher than JPST's 0.18% expense ratio.
Risk-Adjusted Performance
NTBIX vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Navigator Tactical Fixed Income Fund (NTBIX) and JPMorgan Ultra-Short Income ETF (JPST). 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
NTBIX vs. JPST - Dividend Comparison
NTBIX's dividend yield for the trailing twelve months is around 5.78%, more than JPST's 5.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
NTBIX Navigator Tactical Fixed Income Fund | 5.78% | 5.49% | 2.37% | 2.03% | 1.34% | 2.33% | 2.92% | 5.15% | 3.68% | 2.62% | 2.17% |
JPST JPMorgan Ultra-Short Income ETF | 5.26% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% |
Drawdowns
NTBIX vs. JPST - Drawdown Comparison
The maximum NTBIX drawdown since its inception was -11.44%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for NTBIX and JPST. For additional features, visit the drawdowns tool.
Volatility
NTBIX vs. JPST - Volatility Comparison
Navigator Tactical Fixed Income Fund (NTBIX) has a higher volatility of 0.90% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.15%. This indicates that NTBIX's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.