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SBIFX vs. SSIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBIFX vs. SSIFX - Performance Comparison

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

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SBIFX vs. SSIFX - 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%
SSIFX
Sextant International Fund
3.30%22.73%1.26%24.82%-22.62%17.45%15.09%26.86%-3.92%25.45%

Returns By Period

In the year-to-date period, SBIFX achieves a -0.81% return, which is significantly lower than SSIFX's 3.30% return. Over the past 10 years, SBIFX has underperformed SSIFX with an annualized return of 1.28%, while SSIFX has yielded a comparatively higher 10.45% annualized return.


SBIFX

1D
0.00%
1M
-2.23%
YTD
-0.81%
6M
-0.35%
1Y
2.87%
3Y*
2.67%
5Y*
-0.90%
10Y*
1.28%

SSIFX

1D
3.51%
1M
-8.19%
YTD
3.30%
6M
3.44%
1Y
31.13%
3Y*
12.83%
5Y*
7.78%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBIFX vs. SSIFX - Expense Ratio Comparison

SBIFX has a 0.65% expense ratio, which is lower than SSIFX's 1.27% expense ratio.


Return for Risk

SBIFX vs. SSIFX — Risk / Return Rank

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

SBIFX
SBIFX Risk / Return Rank: 2020
Overall Rank
SBIFX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SBIFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SBIFX Omega Ratio Rank: 1414
Omega Ratio Rank
SBIFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
SBIFX Martin Ratio Rank: 2020
Martin Ratio Rank

SSIFX
SSIFX Risk / Return Rank: 7777
Overall Rank
SSIFX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SSIFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
SSIFX Omega Ratio Rank: 6868
Omega Ratio Rank
SSIFX Calmar Ratio Rank: 8585
Calmar Ratio Rank
SSIFX Martin Ratio Rank: 7676
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. SSIFX - Risk-Adjusted Trends Comparison

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


SBIFXSSIFXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.43

-0.78

Sortino ratio

Return per unit of downside risk

0.95

2.09

-1.14

Omega ratio

Gain probability vs. loss probability

1.12

1.27

-0.16

Calmar ratio

Return relative to maximum drawdown

1.01

2.27

-1.26

Martin ratio

Return relative to average drawdown

2.76

8.01

-5.25

SBIFX vs. SSIFX - Sharpe Ratio Comparison

The current SBIFX Sharpe Ratio is 0.65, which is lower than the SSIFX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SBIFX and SSIFX, 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


SBIFXSSIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.43

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.42

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.59

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.45

+0.15

Correlation

The correlation between SBIFX and SSIFX is -0.11. 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. SSIFX - Dividend Comparison

SBIFX's dividend yield for the trailing twelve months is around 3.54%, less than SSIFX's 15.59% 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%
SSIFX
Sextant International Fund
15.59%15.83%0.54%0.34%0.00%8.32%0.36%3.57%8.03%8.94%1.30%1.86%

Drawdowns

SBIFX vs. SSIFX - Drawdown Comparison

The maximum SBIFX drawdown since its inception was -24.98%, smaller than the maximum SSIFX drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for SBIFX and SSIFX.


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Drawdown Indicators


SBIFXSSIFXDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-56.24%

+31.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-12.38%

+8.99%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

-34.21%

+10.57%

Max Drawdown (10Y)

Largest decline over 10 years

-24.98%

-34.21%

+9.23%

Current Drawdown

Current decline from peak

-11.04%

-9.30%

-1.74%

Average Drawdown

Average peak-to-trough decline

-4.06%

-11.88%

+7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

3.51%

-2.27%

Volatility

SBIFX vs. SSIFX - Volatility Comparison

The current volatility for Sextant Bond Income Fund (SBIFX) is 1.66%, while Sextant International Fund (SSIFX) has a volatility of 8.22%. This indicates that SBIFX experiences smaller price fluctuations and is considered to be less risky than SSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBIFXSSIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

8.22%

-6.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

15.28%

-12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

5.68%

22.10%

-16.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.61%

18.52%

-10.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.64%

17.81%

-11.17%