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NTBIX vs. KAMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NTBIX vs. KAMIX - Performance Comparison

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

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NTBIX vs. KAMIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
NTBIX
Navigator Tactical Fixed Income Fund
-0.71%2.98%7.67%10.57%-1.59%
KAMIX
Kensington Managed Income Fund
-0.58%4.32%4.38%3.96%-2.13%

Returns By Period

In the year-to-date period, NTBIX achieves a -0.71% return, which is significantly lower than KAMIX's -0.58% return.


NTBIX

1D
0.74%
1M
-1.01%
YTD
-0.71%
6M
0.61%
1Y
1.19%
3Y*
5.65%
5Y*
2.72%
10Y*
4.46%

KAMIX

1D
0.74%
1M
-1.39%
YTD
-0.58%
6M
0.30%
1Y
3.82%
3Y*
4.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NTBIX vs. KAMIX - Expense Ratio Comparison

NTBIX has a 0.95% expense ratio, which is lower than KAMIX's 1.36% expense ratio.


Return for Risk

NTBIX vs. KAMIX — Risk / Return Rank

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

NTBIX
NTBIX Risk / Return Rank: 1010
Overall Rank
NTBIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
NTBIX Sortino Ratio Rank: 99
Sortino Ratio Rank
NTBIX Omega Ratio Rank: 1111
Omega Ratio Rank
NTBIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
NTBIX Martin Ratio Rank: 99
Martin Ratio Rank

KAMIX
KAMIX Risk / Return Rank: 5454
Overall Rank
KAMIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
KAMIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
KAMIX Omega Ratio Rank: 6565
Omega Ratio Rank
KAMIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
KAMIX Martin Ratio Rank: 3434
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. KAMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Navigator Tactical Fixed Income Fund (NTBIX) and Kensington Managed Income Fund (KAMIX). 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.


NTBIXKAMIXDifference

Sharpe ratio

Return per unit of total volatility

0.39

1.16

-0.77

Sortino ratio

Return per unit of downside risk

0.51

1.50

-0.99

Omega ratio

Gain probability vs. loss probability

1.09

1.26

-0.17

Calmar ratio

Return relative to maximum drawdown

0.29

1.57

-1.28

Martin ratio

Return relative to average drawdown

0.74

4.13

-3.39

NTBIX vs. KAMIX - Sharpe Ratio Comparison

The current NTBIX Sharpe Ratio is 0.39, which is lower than the KAMIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of NTBIX and KAMIX, 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


NTBIXKAMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

1.16

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.68

+0.23

Correlation

The correlation between NTBIX and KAMIX is 0.68, 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.


Dividends

NTBIX vs. KAMIX - Dividend Comparison

NTBIX's dividend yield for the trailing twelve months is around 4.64%, less than KAMIX's 5.73% yield.


TTM20252024202320222021202020192018201720162015
NTBIX
Navigator Tactical Fixed Income Fund
4.64%5.02%6.33%5.49%2.37%6.72%5.68%2.36%3.01%4.35%6.20%2.61%
KAMIX
Kensington Managed Income Fund
5.73%4.57%5.60%4.15%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NTBIX vs. KAMIX - Drawdown Comparison

The maximum NTBIX drawdown since its inception was -11.44%, which is greater than KAMIX's maximum drawdown of -6.11%. Use the drawdown chart below to compare losses from any high point for NTBIX and KAMIX.


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Drawdown Indicators


NTBIXKAMIXDifference

Max Drawdown

Largest peak-to-trough decline

-11.44%

-6.11%

-5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-2.57%

-2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-11.44%

Max Drawdown (10Y)

Largest decline over 10 years

-11.44%

Current Drawdown

Current decline from peak

-1.32%

-1.69%

+0.37%

Average Drawdown

Average peak-to-trough decline

-1.79%

-2.24%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

0.98%

+0.91%

Volatility

NTBIX vs. KAMIX - Volatility Comparison

The current volatility for Navigator Tactical Fixed Income Fund (NTBIX) is 1.55%, while Kensington Managed Income Fund (KAMIX) has a volatility of 1.68%. This indicates that NTBIX experiences smaller price fluctuations and is considered to be less risky than KAMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTBIXKAMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.68%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

2.31%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.60%

3.51%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.74%

3.82%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

3.82%

+1.26%