Protective covers that have magnets in them (and most of them have at least one) interfere with your phone magnetic sensor and renders it useless. Do *not* use them if you rely on GPS apps for serious navigations. Compass calibration won't work. The compass will stop pointing to the right direction. I have used a lot of them and found that all of them have this issue. The only one that has less effect is the official S-View cover from Samsung, but even this one will cause wrong readings even after compass calibration.
Hope that helps.
Hope that helps.