NUSIX vs. STIP
Compare and contrast key facts about Navigator Ultra Short Term Bond Fund (NUSIX) and iShares 0-5 Year TIPS Bond ETF (STIP).
NUSIX is managed by Navigator Funds. It was launched on Mar 21, 2019. 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: NUSIX or STIP.
Performance
NUSIX vs. STIP - Performance Comparison
Returns By Period
In the year-to-date period, NUSIX achieves a 4.87% return, which is significantly higher than STIP's 4.40% return.
NUSIX
4.87%
0.30%
2.66%
5.69%
2.74%
N/A
STIP
4.40%
-0.30%
2.89%
6.03%
3.49%
2.38%
Key characteristics
| NUSIX | STIP | |
|---|---|---|
| Sharpe Ratio | 8.74 | 3.04 |
| Sortino Ratio | 354.80 | 5.08 |
| Omega Ratio | 355.80 | 1.67 |
| Calmar Ratio | 364.62 | 4.49 |
| Martin Ratio | 4,092.82 | 23.03 |
| Ulcer Index | 0.00% | 0.27% |
| Daily Std Dev | 0.65% | 2.03% |
| Max Drawdown | -2.69% | -5.50% |
| Current Drawdown | 0.00% | -0.63% |
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NUSIX vs. STIP - Expense Ratio Comparison
NUSIX has a 0.71% expense ratio, which is higher than STIP's 0.06% expense ratio.
Correlation
The correlation between NUSIX and STIP is 0.12, 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. STIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Navigator Ultra Short Term Bond Fund (NUSIX) 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
NUSIX vs. STIP - Dividend Comparison
NUSIX's dividend yield for the trailing twelve months is around 5.63%, more than STIP's 2.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.46% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.43% | 1.59% | 0.89% | 0.00% | 0.75% | 0.31% |
Drawdowns
NUSIX vs. STIP - Drawdown Comparison
The maximum NUSIX drawdown since its inception was -2.69%, smaller than the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for NUSIX and STIP. For additional features, visit the drawdowns tool.
Volatility
NUSIX vs. STIP - Volatility Comparison
The current volatility for Navigator Ultra Short Term Bond Fund (NUSIX) is 0.16%, while iShares 0-5 Year TIPS Bond ETF (STIP) has a volatility of 0.48%. This indicates that NUSIX experiences smaller price fluctuations and is considered to be less risky than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.