SEBFX vs. DGFFX
Compare and contrast key facts about Saturna Sustainable Bond Fund (SEBFX) and Destinations Global Fixed Income Opportunities Fund (DGFFX).
SEBFX is managed by Saturna Sustainable Funds. It was launched on Mar 26, 2015. DGFFX is managed by Destinations Funds. It was launched on Mar 19, 2017.
Performance
SEBFX vs. DGFFX - Performance Comparison
Loading graphics...
SEBFX vs. DGFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEBFX Saturna Sustainable Bond Fund | -0.21% | 10.10% | -0.75% | 6.95% | -8.54% | -1.77% | 6.86% | 7.18% | -2.95% | 3.58% |
DGFFX Destinations Global Fixed Income Opportunities Fund | 0.68% | 5.84% | 8.04% | 7.82% | -6.09% | 4.91% | 3.59% | 6.64% | -0.35% | 3.57% |
Returns By Period
In the year-to-date period, SEBFX achieves a -0.21% return, which is significantly lower than DGFFX's 0.68% return.
SEBFX
- 1D
- 0.32%
- 1M
- -2.09%
- YTD
- -0.21%
- 6M
- 0.68%
- 1Y
- 7.09%
- 3Y*
- 4.37%
- 5Y*
- 1.23%
- 10Y*
- 2.16%
DGFFX
- 1D
- 0.22%
- 1M
- -0.66%
- YTD
- 0.68%
- 6M
- 1.32%
- 1Y
- 5.76%
- 3Y*
- 7.00%
- 5Y*
- 3.50%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SEBFX vs. DGFFX - Expense Ratio Comparison
SEBFX has a 0.65% expense ratio, which is lower than DGFFX's 0.99% expense ratio.
Return for Risk
SEBFX vs. DGFFX — Risk / Return Rank
SEBFX
DGFFX
SEBFX vs. DGFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saturna Sustainable Bond Fund (SEBFX) and Destinations Global Fixed Income Opportunities Fund (DGFFX). 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.
| SEBFX | DGFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 2.22 | -0.17 |
Sortino ratioReturn per unit of downside risk | 2.87 | 2.69 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.67 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.74 | +0.70 |
Martin ratioReturn relative to average drawdown | 10.29 | 7.61 | +2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SEBFX | DGFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.22 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 1.53 | -1.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.48 | -0.85 |
Correlation
The correlation between SEBFX and DGFFX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SEBFX vs. DGFFX - Dividend Comparison
SEBFX's dividend yield for the trailing twelve months is around 3.90%, less than DGFFX's 6.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SEBFX Saturna Sustainable Bond Fund | 3.90% | 3.89% | 3.28% | 3.68% | 0.65% | 2.61% | 0.89% | 2.60% | 3.05% | 2.75% | 2.61% |
DGFFX Destinations Global Fixed Income Opportunities Fund | 6.20% | 5.52% | 6.81% | 4.95% | 3.37% | 4.14% | 4.22% | 4.18% | 3.79% | 2.94% | 0.00% |
Drawdowns
SEBFX vs. DGFFX - Drawdown Comparison
The maximum SEBFX drawdown since its inception was -13.51%, which is greater than DGFFX's maximum drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for SEBFX and DGFFX.
Loading graphics...
Drawdown Indicators
| SEBFX | DGFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.51% | -12.69% | -0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -2.35% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -13.51% | -8.17% | -5.34% |
Max Drawdown (10Y)Largest decline over 10 years | -13.51% | — | — |
Current DrawdownCurrent decline from peak | -2.59% | -0.98% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -2.96% | -1.34% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.77% | -0.06% |
Volatility
SEBFX vs. DGFFX - Volatility Comparison
Saturna Sustainable Bond Fund (SEBFX) has a higher volatility of 1.69% compared to Destinations Global Fixed Income Opportunities Fund (DGFFX) at 0.78%. This indicates that SEBFX's price experiences larger fluctuations and is considered to be riskier than DGFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SEBFX | DGFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 0.78% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 1.43% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.57% | 3.31% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.92% | 2.38% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.60% | 2.60% | +1.00% |