NTBIX vs. KAMIX
Compare and contrast key facts about Navigator Tactical Fixed Income Fund (NTBIX) and Kensington Managed Income Fund (KAMIX).
NTBIX is managed by Navigator Funds. It was launched on Mar 26, 2014. KAMIX is managed by Advisors Preferred. It was launched on May 30, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTBIX or KAMIX.
Key characteristics
| NTBIX | KAMIX | |
|---|---|---|
| YTD Return | 7.54% | 4.23% |
| 1Y Return | 12.79% | 8.99% |
| 3Y Return (Ann) | 2.92% | -0.54% |
| 5Y Return (Ann) | 4.66% | 2.33% |
| Sharpe Ratio | 3.46 | 2.56 |
| Sortino Ratio | 5.48 | 4.00 |
| Omega Ratio | 1.77 | 1.55 |
| Calmar Ratio | 3.34 | 0.88 |
| Martin Ratio | 28.26 | 10.76 |
| Ulcer Index | 0.47% | 0.83% |
| Daily Std Dev | 3.81% | 3.47% |
| Max Drawdown | -11.44% | -10.92% |
| Current Drawdown | -0.30% | -1.99% |
Correlation
The correlation between NTBIX and KAMIX 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
NTBIX vs. KAMIX - Performance Comparison
In the year-to-date period, NTBIX achieves a 7.54% return, which is significantly higher than KAMIX's 4.23% 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. KAMIX - Expense Ratio Comparison
NTBIX has a 0.95% expense ratio, which is lower than KAMIX's 1.36% expense ratio.
Risk-Adjusted Performance
NTBIX vs. KAMIX - Risk-Adjusted Performance 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.
Dividends
NTBIX vs. KAMIX - Dividend Comparison
NTBIX's dividend yield for the trailing twelve months is around 5.79%, more than KAMIX's 4.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
NTBIX vs. KAMIX - Drawdown Comparison
The maximum NTBIX drawdown since its inception was -11.44%, roughly equal to the maximum KAMIX drawdown of -10.92%. Use the drawdown chart below to compare losses from any high point for NTBIX and KAMIX. For additional features, visit the drawdowns tool.
Volatility
NTBIX vs. KAMIX - Volatility Comparison
Navigator Tactical Fixed Income Fund (NTBIX) and Kensington Managed Income Fund (KAMIX) have volatilities of 0.89% and 0.85%, 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.