NUSIX vs. TFLO
Compare and contrast key facts about Navigator Ultra Short Term Bond Fund (NUSIX) and iShares Treasury Floating Rate Bond ETF (TFLO).
NUSIX is managed by Navigator Funds. It was launched on Mar 21, 2019. TFLO is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Treasury Floating Rate Index. It was launched on Feb 3, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUSIX or TFLO.
Performance
NUSIX vs. TFLO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with NUSIX having a 4.87% return and TFLO slightly lower at 4.69%.
NUSIX
4.87%
0.30%
2.66%
5.69%
2.74%
N/A
TFLO
4.69%
0.43%
2.46%
5.29%
2.47%
1.85%
Key characteristics
| NUSIX | TFLO | |
|---|---|---|
| Sharpe Ratio | 8.74 | 16.40 |
| Sortino Ratio | 354.80 | 66.99 |
| Omega Ratio | 355.80 | 17.83 |
| Calmar Ratio | 364.62 | 207.33 |
| Martin Ratio | 4,092.82 | 1,020.07 |
| Ulcer Index | 0.00% | 0.01% |
| Daily Std Dev | 0.65% | 0.32% |
| Max Drawdown | -2.69% | -5.01% |
| Current Drawdown | 0.00% | 0.00% |
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NUSIX vs. TFLO - Expense Ratio Comparison
NUSIX has a 0.71% expense ratio, which is higher than TFLO's 0.15% expense ratio.
Correlation
The correlation between NUSIX and TFLO is 0.11, 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. TFLO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Navigator Ultra Short Term Bond Fund (NUSIX) and iShares Treasury Floating Rate Bond ETF (TFLO). 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. TFLO - Dividend Comparison
NUSIX's dividend yield for the trailing twelve months is around 5.63%, more than TFLO's 5.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TFLO iShares Treasury Floating Rate Bond ETF | 5.34% | 4.89% | 1.67% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.30% | 0.15% | 0.08% |
Drawdowns
NUSIX vs. TFLO - Drawdown Comparison
The maximum NUSIX drawdown since its inception was -2.69%, smaller than the maximum TFLO drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for NUSIX and TFLO. For additional features, visit the drawdowns tool.
Volatility
NUSIX vs. TFLO - Volatility Comparison
Navigator Ultra Short Term Bond Fund (NUSIX) has a higher volatility of 0.16% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. This indicates that NUSIX's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.