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NUSIX vs. MINT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

NUSIX vs. MINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Navigator Ultra Short Term Bond Fund (NUSIX) and PIMCO Enhanced Short Maturity Strategy Fund (MINT). The values are adjusted to include any dividend payments, if applicable.

12.00%13.00%14.00%15.00%16.00%JuneJulyAugustSeptemberOctoberNovember
16.42%
15.04%
NUSIX
MINT

Returns By Period

In the year-to-date period, NUSIX achieves a 4.87% return, which is significantly lower than MINT's 5.24% return.


NUSIX

YTD

4.87%

1M

0.30%

6M

2.66%

1Y

5.69%

5Y (annualized)

2.74%

10Y (annualized)

N/A

MINT

YTD

5.24%

1M

0.44%

6M

2.74%

1Y

6.01%

5Y (annualized)

2.44%

10Y (annualized)

2.13%

Key characteristics


NUSIXMINT
Sharpe Ratio8.7413.68
Sortino Ratio354.8032.98
Omega Ratio355.809.88
Calmar Ratio364.6246.90
Martin Ratio4,092.82515.02
Ulcer Index0.00%0.01%
Daily Std Dev0.65%0.44%
Max Drawdown-2.69%-4.62%
Current Drawdown0.00%0.00%

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NUSIX vs. MINT - Expense Ratio Comparison

NUSIX has a 0.71% expense ratio, which is higher than MINT's 0.36% expense ratio.


NUSIX
Navigator Ultra Short Term Bond Fund
Expense ratio chart for NUSIX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for MINT: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Correlation

-0.50.00.51.00.3

The correlation between NUSIX and MINT 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.

Risk-Adjusted Performance

NUSIX vs. MINT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Navigator Ultra Short Term Bond Fund (NUSIX) and PIMCO Enhanced Short Maturity Strategy Fund (MINT). 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.


Sharpe ratio
The chart of Sharpe ratio for NUSIX, currently valued at 8.74, compared to the broader market0.002.004.008.7413.68
The chart of Sortino ratio for NUSIX, currently valued at 354.80, compared to the broader market0.005.0010.00354.8032.98
The chart of Omega ratio for NUSIX, currently valued at 355.80, compared to the broader market1.002.003.004.00355.809.88
The chart of Calmar ratio for NUSIX, currently valued at 364.62, compared to the broader market0.005.0010.0015.0020.0025.00364.6246.90
The chart of Martin ratio for NUSIX, currently valued at 4092.82, compared to the broader market0.0020.0040.0060.0080.00100.004,092.82515.02
NUSIX
MINT

The current NUSIX Sharpe Ratio is 8.74, which is lower than the MINT Sharpe Ratio of 13.68. The chart below compares the historical Sharpe Ratios of NUSIX and MINT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio8.0010.0012.0014.0016.0018.00JuneJulyAugustSeptemberOctoberNovember
8.74
13.68
NUSIX
MINT

Dividends

NUSIX vs. MINT - Dividend Comparison

NUSIX's dividend yield for the trailing twelve months is around 5.63%, more than MINT's 5.31% yield.


TTM20232022202120202019201820172016201520142013
NUSIX
Navigator Ultra Short Term Bond Fund
5.63%4.92%1.75%0.49%1.09%1.92%0.00%0.00%0.00%0.00%0.00%0.00%
MINT
PIMCO Enhanced Short Maturity Strategy Fund
5.31%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%0.80%0.88%

Drawdowns

NUSIX vs. MINT - Drawdown Comparison

The maximum NUSIX drawdown since its inception was -2.69%, smaller than the maximum MINT drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for NUSIX and MINT. For additional features, visit the drawdowns tool.


-0.12%-0.10%-0.08%-0.06%-0.04%-0.02%0.00%JuneJulyAugustSeptemberOctoberNovember00
NUSIX
MINT

Volatility

NUSIX vs. MINT - Volatility Comparison

Navigator Ultra Short Term Bond Fund (NUSIX) has a higher volatility of 0.16% compared to PIMCO Enhanced Short Maturity Strategy Fund (MINT) at 0.10%. This indicates that NUSIX's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.15%0.20%0.25%JuneJulyAugustSeptemberOctoberNovember
0.16%
0.10%
NUSIX
MINT