NTBIX vs. SGOV
Compare and contrast key facts about Navigator Tactical Fixed Income Fund (NTBIX) and iShares 0-3 Month Treasury Bond ETF (SGOV).
NTBIX is managed by Navigator Funds. It was launched on Mar 26, 2014. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Bill Index. It was launched on May 26, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTBIX or SGOV.
Performance
NTBIX vs. SGOV - Performance Comparison
Returns By Period
In the year-to-date period, NTBIX achieves a 7.65% return, which is significantly higher than SGOV's 4.78% return.
NTBIX
7.65%
0.80%
5.13%
11.14%
4.68%
5.00%
SGOV
4.78%
0.41%
2.55%
5.34%
N/A
N/A
Key characteristics
| NTBIX | SGOV | |
|---|---|---|
| Sharpe Ratio | 3.06 | 21.75 |
| Sortino Ratio | 4.70 | 522.74 |
| Omega Ratio | 1.66 | 523.74 |
| Calmar Ratio | 4.42 | 536.49 |
| Martin Ratio | 23.76 | 8,516.56 |
| Ulcer Index | 0.47% | 0.00% |
| Daily Std Dev | 3.64% | 0.25% |
| Max Drawdown | -11.44% | -0.03% |
| Current Drawdown | -0.20% | 0.00% |
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NTBIX vs. SGOV - Expense Ratio Comparison
NTBIX has a 0.95% expense ratio, which is higher than SGOV's 0.03% expense ratio.
Correlation
The correlation between NTBIX and SGOV is 0.05, 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.
Risk-Adjusted Performance
NTBIX vs. SGOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Navigator Tactical Fixed Income Fund (NTBIX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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. SGOV - Dividend Comparison
NTBIX's dividend yield for the trailing twelve months is around 5.79%, more than SGOV's 5.23% 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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.23% | 4.87% | 1.45% | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NTBIX vs. SGOV - Drawdown Comparison
The maximum NTBIX drawdown since its inception was -11.44%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for NTBIX and SGOV. For additional features, visit the drawdowns tool.
Volatility
NTBIX vs. SGOV - Volatility Comparison
Navigator Tactical Fixed Income Fund (NTBIX) has a higher volatility of 0.69% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.08%. This indicates that NTBIX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.