Swan Defined Risk Foreign Fund (SDJIX)
The investment seeks long term capital appreciation. The fund seeks to achieve its investment objective by primarily investing directly, or indirectly through ETFs, in: foreign equity securities including ADRs of any market capitalization, exchange-traded long-term put options on U.S. exchanges for hedging purposes, and buying and selling exchange-traded put and call options on various ETFs and foreign equity indices to generate additional returns.
Fund Info
US66538G2628
66538G262
Dec 28, 2015
$100,000
Expense Ratio
SDJIX has a high expense ratio of 1.44%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Swan Defined Risk Foreign Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Swan Defined Risk Foreign Fund had a return of 4.32% year-to-date (YTD) and 3.09% in the last 12 months.
SDJIX
4.32%
3.34%
-1.54%
3.09%
0.86%
N/A
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of SDJIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.53% | 4.32% | |||||||||||
| 2024 | -0.52% | 1.55% | 1.94% | -2.10% | 3.07% | -1.19% | 2.21% | 0.79% | 0.88% | -3.38% | -0.90% | -2.38% | -0.26% |
| 2023 | 4.62% | -2.63% | 1.94% | 2.12% | -3.21% | 3.22% | 2.28% | -3.35% | -2.63% | -1.73% | 4.06% | 3.93% | 8.39% |
| 2022 | -2.67% | -1.27% | -0.96% | -3.34% | -0.22% | -2.57% | 2.41% | -2.47% | -4.48% | 3.49% | 6.98% | -1.20% | -6.67% |
| 2021 | 0.28% | 0.74% | 0.65% | 0.64% | 2.73% | -1.42% | 0.45% | 1.16% | -2.12% | 1.90% | -3.28% | -9.40% | -7.96% |
| 2020 | -1.09% | -5.12% | -3.49% | 3.29% | 2.12% | 2.28% | 0.20% | 1.52% | -0.60% | -2.31% | 7.30% | 3.10% | 6.79% |
| 2019 | 2.70% | 1.01% | 1.00% | 1.58% | -4.09% | 4.17% | -1.56% | -1.59% | 1.61% | 2.18% | 0.58% | -1.52% | 5.94% |
| 2018 | 1.37% | -4.50% | -0.47% | 0.95% | -1.22% | -0.85% | 1.34% | -1.04% | 0.19% | -5.33% | 0.50% | -2.32% | -11.05% |
| 2017 | 1.12% | 0.70% | 1.89% | 1.47% | 2.51% | -0.09% | 1.98% | 0.83% | 1.56% | 0.99% | 0.54% | -1.67% | 12.40% |
| 2016 | -1.40% | -0.91% | 2.15% | 1.40% | 0.40% | -2.86% | 1.22% | 0.70% | 0.70% | -1.19% | -1.30% | 0.79% | -0.42% |
| 2015 | -0.10% | -0.10% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SDJIX is 16, meaning it’s performing worse than 84% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Swan Defined Risk Foreign Fund (SDJIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Swan Defined Risk Foreign Fund provided a 1.88% dividend yield over the last twelve months, with an annual payout of $0.19 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.19 | $0.19 | $0.15 | $0.00 | $0.17 | $0.02 | $0.14 | $0.12 | $0.10 | $0.10 |
Dividend yield | 1.88% | 1.96% | 1.56% | 0.00% | 1.69% | 0.22% | 1.36% | 1.21% | 0.95% | 0.99% |
Monthly Dividends
The table displays the monthly dividend distributions for Swan Defined Risk Foreign 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2023 | $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 |
| 2022 | $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 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2016 | $0.10 | $0.10 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Swan Defined Risk Foreign 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 Swan Defined Risk Foreign Fund was 26.63%, occurring on Sep 27, 2022. The portfolio has not yet recovered.
The current Swan Defined Risk Foreign Fund drawdown is 9.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.63% | Sep 8, 2021 | 266 | Sep 27, 2022 | — | — | — |
| -23.56% | Jan 29, 2018 | 541 | Mar 23, 2020 | 202 | Jan 8, 2021 | 743 |
| -5% | Dec 31, 2015 | 29 | Feb 11, 2016 | 23 | Mar 16, 2016 | 52 |
| -4.79% | Apr 21, 2016 | 54 | Jul 7, 2016 | 173 | Mar 15, 2017 | 227 |
| -3.53% | Jun 15, 2021 | 24 | Jul 19, 2021 | 32 | Sep 1, 2021 | 56 |
Volatility
Volatility Chart
The current Swan Defined Risk Foreign Fund volatility is 2.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.