NTBIX vs. STIP
Compare and contrast key facts about Navigator Tactical Fixed Income Fund (NTBIX) and iShares 0-5 Year TIPS Bond ETF (STIP).
NTBIX is managed by Navigator Funds. It was launched on Mar 26, 2014. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTBIX or STIP.
Key characteristics
| NTBIX | STIP | |
|---|---|---|
| YTD Return | 7.86% | 4.62% |
| 1Y Return | 13.97% | 6.65% |
| 3Y Return (Ann) | 2.92% | 2.08% |
| 5Y Return (Ann) | 4.70% | 3.54% |
| 10Y Return (Ann) | 5.03% | 2.40% |
| Sharpe Ratio | 3.32 | 3.09 |
| Sortino Ratio | 5.11 | 5.15 |
| Omega Ratio | 1.73 | 1.68 |
| Calmar Ratio | 2.80 | 3.65 |
| Martin Ratio | 27.98 | 25.30 |
| Ulcer Index | 0.46% | 0.25% |
| Daily Std Dev | 3.92% | 2.07% |
| Max Drawdown | -11.44% | -5.50% |
| Current Drawdown | 0.00% | -0.41% |
Correlation
The correlation between NTBIX and STIP is 0.25, 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. STIP - Performance Comparison
In the year-to-date period, NTBIX achieves a 7.86% return, which is significantly higher than STIP's 4.62% return. Over the past 10 years, NTBIX has outperformed STIP with an annualized return of 5.03%, while STIP has yielded a comparatively lower 2.40% annualized 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. STIP - Expense Ratio Comparison
NTBIX has a 0.95% expense ratio, which is higher than STIP's 0.06% expense ratio.
Risk-Adjusted Performance
NTBIX vs. STIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Navigator Tactical Fixed Income Fund (NTBIX) and iShares 0-5 Year TIPS Bond ETF (STIP). 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. STIP - Dividend Comparison
NTBIX's dividend yield for the trailing twelve months is around 5.78%, more than STIP's 2.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.45% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.43% | 1.59% | 0.89% | 0.00% | 0.75% | 0.31% |
Drawdowns
NTBIX vs. STIP - Drawdown Comparison
The maximum NTBIX drawdown since its inception was -11.44%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for NTBIX and STIP. For additional features, visit the drawdowns tool.
Volatility
NTBIX vs. STIP - Volatility Comparison
Navigator Tactical Fixed Income Fund (NTBIX) has a higher volatility of 0.90% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.45%. This indicates that NTBIX's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.