VCIFX vs. SEBFX
VCIFX (Vertical Capital Income Fund) and SEBFX (Saturna Sustainable Bond Fund) are both Global Bonds funds. Over the past 10 years, VCIFX returned 0.67%/yr vs 2.21%/yr for SEBFX. A 0.72 correlation means they provide meaningful diversification when combined. VCIFX charges 0.69%/yr vs 0.65%/yr for SEBFX.
Performance
VCIFX vs. SEBFX - Performance Comparison
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Returns By Period
In the year-to-date period, VCIFX achieves a -0.74% return, which is significantly lower than SEBFX's 1.81% return. Over the past 10 years, VCIFX has underperformed SEBFX with an annualized return of 0.67%, while SEBFX has yielded a comparatively higher 2.21% annualized return.
VCIFX
- 1D
- 0.19%
- 1M
- -1.03%
- 6M
- -0.74%
- YTD
- -0.74%
- 1Y
- 2.97%
- 3Y*
- 3.30%
- 5Y*
- -1.55%
- 10Y*
- 0.67%
SEBFX
- 1D
- 0.21%
- 1M
- -0.21%
- 6M
- 1.16%
- YTD
- 1.81%
- 1Y
- 5.33%
- 3Y*
- 4.28%
- 5Y*
- 1.30%
- 10Y*
- 2.21%
VCIFX vs. SEBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCIFX Vertical Capital Income Fund | -0.74% | 9.15% | -1.00% | 5.96% | -16.21% | -5.85% | 10.46% | 9.56% | -3.14% | 8.10% |
SEBFX Saturna Sustainable Bond Fund | 1.81% | 10.10% | -0.75% | 6.95% | -8.54% | -1.77% | 6.86% | 7.18% | -2.95% | 5.90% |
Correlation
The correlation between VCIFX and SEBFX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.72 |
The correlation between VCIFX and SEBFX has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.
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Return for Risk
VCIFX vs. SEBFX — Risk / Return Rank
VCIFX
SEBFX
VCIFX vs. SEBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertical Capital Income Fund (VCIFX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VCIFX | SEBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.81 | -1.08 |
| Martin ratioReturn relative to average drawdown | 1.93 | 6.03 | -4.10 |
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Drawdowns
VCIFX vs. SEBFX - Drawdown Comparison
The maximum VCIFX drawdown since its inception was -29.13%, which is greater than SEBFX's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for VCIFX and SEBFX.
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Drawdown Indicators
| VCIFX | SEBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.13% | -13.51% | -15.62% |
Max Drawdown (1Y)Largest decline over 1 year | -4.19% | -3.01% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -7.75% | -5.51% | -2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -25.58% | -13.26% | -12.32% |
Max Drawdown (10Y)Largest decline over 10 years | -27.38% | -13.51% | -13.87% |
Current DrawdownCurrent decline from peak | -12.70% | -0.62% | -12.08% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -2.91% | -11.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 0.90% | +0.69% |
Volatility
VCIFX vs. SEBFX - Volatility Comparison
Vertical Capital Income Fund (VCIFX) has a higher volatility of 1.09% compared to Saturna Sustainable Bond Fund (SEBFX) at 0.88%. This indicates that VCIFX's price experiences larger fluctuations and is considered to be riskier 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
| VCIFX | SEBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 0.88% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.74% | 2.97% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.64% | 3.53% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 3.93% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.73% | 3.62% | +2.11% |
VCIFX vs. SEBFX - Expense Ratio Comparison
VCIFX has a 0.69% expense ratio, which is higher than SEBFX's 0.65% expense ratio.
Dividends
VCIFX vs. SEBFX - Dividend Comparison
VCIFX's dividend yield for the trailing twelve months is around 1.82%, less than SEBFX's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SEBFX Saturna Sustainable Bond Fund | 3.82% | 3.89% | 3.28% | 3.68% | 0.65% | 2.61% | 0.89% | 2.60% | 3.05% | 2.75% | 2.61% |
VCIFX Vertical Capital Income Fund | 1.82% | 0.00% | 0.00% | 3.53% | 3.64% | 4.00% | 1.76% | 2.32% | 0.93% | 0.00% | 0.00% |
Frequently Asked Questions
VCIFX and SEBFX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCIFX has higher volatility (1.09%) compared to SEBFX (0.88%). In terms of maximum drawdown, VCIFX dropped -29.13% vs SEBFX's -13.51%.
SEBFX currently has the higher Sharpe Ratio (1.55 vs 0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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