PortfoliosLab logoPortfoliosLab logo
SBIFX vs. DEEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBIFX vs. DEEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant Bond Income Fund (SBIFX) and Delaware Extended Duration Bond Fund (DEEIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SBIFX vs. DEEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBIFX
Sextant Bond Income Fund
-0.81%7.29%-0.05%5.30%-17.54%-2.37%8.83%10.24%-1.13%5.14%
DEEIX
Delaware Extended Duration Bond Fund
-1.82%6.26%-1.29%9.21%-26.47%-0.70%15.17%22.02%-7.69%12.61%

Returns By Period

In the year-to-date period, SBIFX achieves a -0.81% return, which is significantly higher than DEEIX's -1.82% return. Over the past 10 years, SBIFX has underperformed DEEIX with an annualized return of 1.28%, while DEEIX has yielded a comparatively higher 2.02% annualized return.


SBIFX

1D
0.00%
1M
-2.88%
YTD
-0.81%
6M
-0.12%
1Y
3.57%
3Y*
2.67%
5Y*
-0.90%
10Y*
1.28%

DEEIX

1D
0.96%
1M
-3.93%
YTD
-1.82%
6M
-2.36%
1Y
2.45%
3Y*
2.23%
5Y*
-2.26%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SBIFX vs. DEEIX - Expense Ratio Comparison

SBIFX has a 0.65% expense ratio, which is higher than DEEIX's 0.57% expense ratio.


Return for Risk

SBIFX vs. DEEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBIFX
SBIFX Risk / Return Rank: 2626
Overall Rank
SBIFX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SBIFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SBIFX Omega Ratio Rank: 1818
Omega Ratio Rank
SBIFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SBIFX Martin Ratio Rank: 2525
Martin Ratio Rank

DEEIX
DEEIX Risk / Return Rank: 1515
Overall Rank
DEEIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DEEIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
DEEIX Omega Ratio Rank: 1111
Omega Ratio Rank
DEEIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
DEEIX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBIFX vs. DEEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Bond Income Fund (SBIFX) and Delaware Extended Duration Bond Fund (DEEIX). 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.


SBIFXDEEIXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.38

+0.26

Sortino ratio

Return per unit of downside risk

0.95

0.58

+0.37

Omega ratio

Gain probability vs. loss probability

1.12

1.07

+0.04

Calmar ratio

Return relative to maximum drawdown

1.01

0.69

+0.31

Martin ratio

Return relative to average drawdown

2.76

1.65

+1.11

SBIFX vs. DEEIX - Sharpe Ratio Comparison

The current SBIFX Sharpe Ratio is 0.65, which is higher than the DEEIX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SBIFX and DEEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SBIFXDEEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.38

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.20

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.19

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.63

-0.02

Correlation

The correlation between SBIFX and DEEIX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SBIFX vs. DEEIX - Dividend Comparison

SBIFX's dividend yield for the trailing twelve months is around 3.54%, less than DEEIX's 4.78% yield.


TTM20252024202320222021202020192018201720162015
SBIFX
Sextant Bond Income Fund
3.54%3.57%3.19%2.60%2.14%2.33%2.39%2.86%3.22%3.04%2.92%3.30%
DEEIX
Delaware Extended Duration Bond Fund
4.78%5.05%4.90%3.95%4.35%7.87%10.28%4.79%4.56%3.74%3.75%4.62%

Drawdowns

SBIFX vs. DEEIX - Drawdown Comparison

The maximum SBIFX drawdown since its inception was -24.98%, smaller than the maximum DEEIX drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for SBIFX and DEEIX.


Loading graphics...

Drawdown Indicators


SBIFXDEEIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-34.48%

+9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-5.33%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

-34.48%

+10.84%

Max Drawdown (10Y)

Largest decline over 10 years

-24.98%

-34.48%

+9.50%

Current Drawdown

Current decline from peak

-11.04%

-18.98%

+7.94%

Average Drawdown

Average peak-to-trough decline

-4.06%

-6.37%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

2.25%

-1.01%

Volatility

SBIFX vs. DEEIX - Volatility Comparison

The current volatility for Sextant Bond Income Fund (SBIFX) is 1.66%, while Delaware Extended Duration Bond Fund (DEEIX) has a volatility of 3.26%. This indicates that SBIFX experiences smaller price fluctuations and is considered to be less risky than DEEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SBIFXDEEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

3.26%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

5.02%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

5.68%

8.76%

-3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.61%

11.61%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.64%

10.59%

-3.95%