- ISIN
- US7492551889
- CUSIP
- 749255188
- Issuer
- Bogle
- Inception Date
- Oct 1, 1999
- Category
- Small Cap Blend Equities
- Min. Investment
- $10,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
BOGIX Performance Chart
SGI Small Cap Core Fund (BOGIX) is up 26.9% since the beginning of the year. BOGIX is currently trading at $38 per share. Investors who bought $1,000 worth of BOGIX shares 5 years ago would now be looking at an investment worth $1,543.
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Returns By Period
SGI Small Cap Core Fund (BOGIX) has returned 26.86% so far this year and 43.34% over the past 12 months. Over the last ten years, BOGIX has returned 12.13% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SGI Small Cap Core Fund
- 1D
- 1.88%
- 1M
- 5.25%
- YTD
- 26.86%
- 6M
- 24.05%
- 1Y
- 43.34%
- 3Y*
- 17.25%
- 5Y*
- 9.06%
- 10Y*
- 12.13%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
BOGIX Monthly Returns History
Based on dividend-adjusted daily data since Sep 30, 1999, BOGIX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 60% of months were positive and 40% were negative. The best month was Feb 2000 with a return of +17.8%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, BOGIX closed higher 53% of trading days. The best single day was Dec 9, 2021 with a return of +35.5%, while the worst single day was Dec 10, 2021 at -27.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.01% | 4.02% | -4.16% | 13.79% | 1.36% | 5.08% | 26.86% | ||||||
| 2025 | 4.06% | -5.77% | -5.07% | -2.16% | 5.17% | 4.00% | 0.78% | 8.18% | -0.21% | -1.32% | 1.09% | 0.81% | 8.99% |
| 2024 | -1.61% | 3.06% | 4.06% | -6.98% | 4.78% | -2.47% | 9.85% | -1.88% | 1.24% | -3.00% | 8.86% | -8.82% | 5.38% |
| 2023 | 9.05% | 1.23% | -4.92% | -1.58% | -2.32% | 10.86% | 4.43% | -4.48% | -4.98% | -6.31% | 8.50% | 12.42% | 21.14% |
| 2022 | -7.03% | 0.79% | 0.07% | -6.23% | 2.94% | -8.43% | 10.72% | -2.67% | -9.44% | 10.99% | 3.08% | -6.24% | -13.23% |
| 2021 | 6.79% | 5.98% | 2.14% | 2.44% | 1.53% | 1.07% | -1.97% | -0.36% | -2.64% | 3.03% | -4.41% | 4.50% | 18.94% |
Benchmark Metrics
SGI Small Cap Core Fund has an annualized alpha of 3.90%, beta of 1.07, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since September 30, 1999.
- This fund captured 127.54% of S&P 500 Index gains and 109.99% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 3.90% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.07 and R2 of 0.65, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.90%
- Beta
- 1.07
- R²
- 0.65
- Upside Capture
- 127.54%
- Downside Capture
- 109.99%
Expense Ratio
BOGIX has a high expense ratio of 1.29%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
BOGIX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SGI Small Cap Core Fund (BOGIX) and compare them to S&P 500 Index.
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.
| BOGIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.96 | 2.78 | +2.17 |
| Martin ratioReturn relative to average drawdown | 15.73 | 12.44 | +3.29 |
Dividends
Dividend History
SGI Small Cap Core Fund provided a 8.58% dividend yield over the last twelve months, with an annual payout of $3.30 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.30 | $3.30 | $0.67 | $0.00 | $0.15 | $10.04 | $1.70 | $0.09 | $3.77 | $3.34 | $0.00 | $4.08 |
Dividend yield | 8.58% | 10.88% | 2.17% | 0.00% | 0.63% | 35.13% | 5.23% | 0.30% | 16.52% | 10.69% | 0.00% | 16.50% |
Monthly Dividends
The table displays the monthly dividend distributions for SGI Small Cap Core Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.30 | $3.30 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.67 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $10.04 | $10.04 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SGI Small Cap Core Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SGI Small Cap Core Fund was 68.37%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -68.37%Mar 2009 | 1y 8mo | 3y 10mo | 5y 5moJul 2007 - Jan 2013 |
COVID crash2020 | -46.66%Mar 2020 | 1y 6mo | 8mo 3d | 2y 2moSep 2018 - Nov 2020 |
Bear market2022 | -40.26%Sep 2022 | 9mo 20d | 3y 6mo | 4y 4moDec 2021 - Apr 2026 |
2016 bear market2016 | -32.16%Feb 2016 | 10mo 1d | 9mo 15d | 1y 7moApr 2015 - Nov 2016 |
Dot-com crash2000–2002 | -32.13%Oct 2002 | 5mo 25d | 10mo 14d | 1y 4moApr 2002 - Aug 2003 |
Drawdown Indicators
| BOGIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.37% | -56.78% | -11.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.72% | -9.10% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -25.08% | -18.90% | -6.18% |
Max Drawdown (5Y)Largest decline over 5 years | -40.26% | -25.43% | -14.83% |
Max Drawdown (10Y)Largest decline over 10 years | -46.66% | -33.92% | -12.74% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -14.24% | -10.71% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.03% | +0.72% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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