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SBIFX vs. SSGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBIFX vs. SSGFX - Performance Comparison

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

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SBIFX vs. SSGFX - 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%
SSGFX
Sextant Growth Fund
-10.08%16.01%24.45%28.25%-25.30%22.79%30.49%36.39%0.46%16.80%

Returns By Period

In the year-to-date period, SBIFX achieves a -0.81% return, which is significantly higher than SSGFX's -10.08% return. Over the past 10 years, SBIFX has underperformed SSGFX with an annualized return of 1.28%, while SSGFX has yielded a comparatively higher 12.51% 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%

SSGFX

1D
-0.70%
1M
-8.24%
YTD
-10.08%
6M
-10.14%
1Y
14.53%
3Y*
15.07%
5Y*
8.63%
10Y*
12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBIFX vs. SSGFX - Expense Ratio Comparison

SBIFX has a 0.65% expense ratio, which is lower than SSGFX's 0.74% expense ratio.


Return for Risk

SBIFX vs. SSGFX — 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

SSGFX
SSGFX Risk / Return Rank: 3434
Overall Rank
SSGFX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SSGFX Sortino Ratio Rank: 4040
Sortino Ratio Rank
SSGFX Omega Ratio Rank: 3838
Omega Ratio Rank
SSGFX Calmar Ratio Rank: 2929
Calmar Ratio Rank
SSGFX Martin Ratio Rank: 2727
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. SSGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Bond Income Fund (SBIFX) and Sextant Growth Fund (SSGFX). 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.


SBIFXSSGFXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.77

-0.12

Sortino ratio

Return per unit of downside risk

0.95

1.26

-0.31

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

1.01

0.84

+0.17

Martin ratio

Return relative to average drawdown

2.76

2.93

-0.17

SBIFX vs. SSGFX - Sharpe Ratio Comparison

The current SBIFX Sharpe Ratio is 0.65, which is comparable to the SSGFX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SBIFX and SSGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SBIFXSSGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.77

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.46

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.65

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.47

+0.13

Correlation

The correlation between SBIFX and SSGFX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SBIFX vs. SSGFX - Dividend Comparison

SBIFX's dividend yield for the trailing twelve months is around 3.54%, more than SSGFX's 1.83% 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%
SSGFX
Sextant Growth Fund
1.83%1.64%2.19%0.00%2.59%8.85%0.58%2.83%5.10%0.63%3.65%8.92%

Drawdowns

SBIFX vs. SSGFX - Drawdown Comparison

The maximum SBIFX drawdown since its inception was -24.98%, smaller than the maximum SSGFX drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for SBIFX and SSGFX.


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Drawdown Indicators


SBIFXSSGFXDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-51.52%

+26.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-14.13%

+10.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

-30.06%

+6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-24.98%

-30.23%

+5.25%

Current Drawdown

Current decline from peak

-11.04%

-14.13%

+3.09%

Average Drawdown

Average peak-to-trough decline

-4.06%

-10.16%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

4.06%

-2.82%

Volatility

SBIFX vs. SSGFX - Volatility Comparison

The current volatility for Sextant Bond Income Fund (SBIFX) is 1.66%, while Sextant Growth Fund (SSGFX) has a volatility of 4.83%. This indicates that SBIFX experiences smaller price fluctuations and is considered to be less risky than SSGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBIFXSSGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

4.83%

-3.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

10.45%

-7.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.68%

19.52%

-13.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.61%

18.83%

-11.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.64%

19.38%

-12.74%