SEBFX vs. SEEFX

Last updated Jun 6, 2026

SEBFX (Saturna Sustainable Bond Fund) and SEEFX (Saturna Sustainable Equity Fund) are both mutual funds - SEBFX is a Global Bonds fund managed by Saturna Sustainable Funds, while SEEFX is a Global Equities fund managed by Saturna Sustainable Funds. At a 0.38 correlation, their price movements are largely independent. SEBFX charges 0.65%/yr vs 0.75%/yr for SEEFX.

Performance

SEBFX vs. SEEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saturna Sustainable Bond Fund (SEBFX) and Saturna Sustainable Equity Fund (SEEFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SEBFX

• 1D: 0.00%
• 1M: -0.10%
• YTD: 1.59%
• 6M: 2.08%
• 1Y: 6.34%
• 3Y*: 4.96%
• 5Y*: 1.18%
• 10Y*: 2.25%

SEEFX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SEBFX vs. SEEFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEBFX Saturna Sustainable Bond Fund	1.59%	10.10%	-0.75%	6.95%	-8.54%	-1.77%	6.86%	7.18%	-2.95%	5.90%
SEEFX Saturna Sustainable Equity Fund	-6.40%	18.55%	9.61%	18.83%	-21.41%	11.29%	24.39%	30.96%	-5.76%	23.76%

Correlation

The correlation between SEBFX and SEEFX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.38

The correlation between SEBFX and SEEFX shifts across timeframes, from 0.38 (all time) to 0.48 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SEBFX vs. SEEFX — Risk / Return Rank

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

SEBFX

SEBFX Risk / Return Rank: 42
SEBFX Sharpe Ratio Rank: 44
SEBFX Sortino Ratio Rank: 44
SEBFX Omega Ratio Rank: 51
SEBFX Calmar Ratio Rank: 35
SEBFX Martin Ratio Rank: 35

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.

SEBFX vs. SEEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saturna Sustainable Bond Fund (SEBFX) and Saturna Sustainable Equity Fund (SEEFX). 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	SEEFX	Difference
Sharpe ratio: Return per unit of total volatility	1.88	—	—
Sortino ratio: Return per unit of downside risk	2.70	—	—
Omega ratio: Gain probability vs. loss probability	1.38	—	—
Calmar ratio: Return relative to maximum drawdown	2.16	—	—
Martin ratio: Return relative to average drawdown	7.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SEBFX	SEEFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	—	—

Drawdowns

Drawdown Indicators

	SEBFX	SEEFX	Difference
Max Drawdown Largest peak-to-trough decline	-13.51%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-3.01%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-5.51%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.51%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-13.51%	—	—
Current Drawdown Current decline from peak	-0.83%	—	—
Average Drawdown Average peak-to-trough decline	-2.93%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	—	—

Volatility

Volatility by Period

	SEBFX	SEEFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.45%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.92%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.62%	—	—

SEBFX vs. SEEFX - Expense Ratio Comparison

SEBFX has a 0.65% expense ratio, which is lower than SEEFX's 0.75% expense ratio.

Dividends

SEBFX vs. SEEFX - Dividend Comparison

SEBFX's dividend yield for the trailing twelve months is around 3.83%, less than SEEFX's 37.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
SEBFX Saturna Sustainable Bond Fund	3.83%	3.89%	3.28%	3.68%	0.65%	2.61%	0.89%	2.60%	3.05%	2.75%	2.61%
SEEFX Saturna Sustainable Equity Fund	37.97%	0.98%	0.49%	0.99%	0.94%	0.62%	0.34%	0.50%	0.89%	0.77%	0.57%

Frequently Asked Questions

Can I hold both SEBFX and SEEFX in my portfolio?

SEBFX and SEEFX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.