TNBMX vs. SEBFX
Compare and contrast key facts about T. Rowe Price International Bond Fund (USD Hedged) (TNBMX) and Saturna Sustainable Bond Fund (SEBFX).
TNBMX is managed by T. Rowe Price. It was launched on Sep 11, 2017. SEBFX is managed by Saturna Sustainable Funds. It was launched on Mar 26, 2015.
Performance
TNBMX vs. SEBFX - Performance Comparison
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TNBMX vs. SEBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TNBMX T. Rowe Price International Bond Fund (USD Hedged) | -0.20% | 6.87% | 3.84% | 10.32% | -12.30% | -1.63% | 5.73% | 10.77% | 1.72% | 1.35% |
SEBFX Saturna Sustainable Bond Fund | -0.21% | 10.10% | -0.75% | 6.95% | -8.54% | -1.77% | 6.86% | 7.18% | -2.95% | -0.75% |
Returns By Period
The year-to-date returns for both stocks are quite close, with TNBMX having a -0.20% return and SEBFX slightly lower at -0.21%.
TNBMX
- 1D
- 0.24%
- 1M
- -1.97%
- YTD
- -0.20%
- 6M
- 1.34%
- 1Y
- 6.09%
- 3Y*
- 5.79%
- 5Y*
- 1.41%
- 10Y*
- —
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%
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TNBMX vs. SEBFX - Expense Ratio Comparison
TNBMX has a 0.53% expense ratio, which is lower than SEBFX's 0.65% expense ratio.
Return for Risk
TNBMX vs. SEBFX — Risk / Return Rank
TNBMX
SEBFX
TNBMX vs. SEBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Bond Fund (USD Hedged) (TNBMX) and Saturna Sustainable Bond Fund (SEBFX). 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.
| TNBMX | SEBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.32 | 2.06 | +0.26 |
Sortino ratioReturn per unit of downside risk | 3.57 | 2.87 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.41 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.85 | 2.43 | +0.42 |
Martin ratioReturn relative to average drawdown | 12.61 | 10.29 | +2.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TNBMX | SEBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.06 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.32 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.63 | +0.23 |
Correlation
The correlation between TNBMX and SEBFX is 0.46, 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
TNBMX vs. SEBFX - Dividend Comparison
TNBMX's dividend yield for the trailing twelve months is around 6.71%, more than SEBFX's 3.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TNBMX T. Rowe Price International Bond Fund (USD Hedged) | 6.71% | 6.29% | 3.15% | 2.85% | 10.20% | 2.84% | 1.90% | 4.65% | 8.20% | 0.64% | 0.00% |
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% |
Drawdowns
TNBMX vs. SEBFX - Drawdown Comparison
The maximum TNBMX drawdown since its inception was -15.78%, which is greater than SEBFX's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for TNBMX and SEBFX.
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Drawdown Indicators
| TNBMX | SEBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.78% | -13.51% | -2.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -3.01% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -15.48% | -13.51% | -1.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.51% | — |
Current DrawdownCurrent decline from peak | -2.09% | -2.59% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -2.96% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 0.71% | -0.19% |
Volatility
TNBMX vs. SEBFX - Volatility Comparison
The current volatility for T. Rowe Price International Bond Fund (USD Hedged) (TNBMX) is 1.15%, while Saturna Sustainable Bond Fund (SEBFX) has a volatility of 1.69%. This indicates that TNBMX experiences smaller price fluctuations and is considered to be less risky than SEBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TNBMX | SEBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 1.69% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 2.60% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.71% | 3.57% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.60% | 3.92% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.33% | 3.60% | -0.27% |