PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Sextant Global High Income Fund (SGHIX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Jun 5, 2026

The fund invests at least 80% of its net assets in a globally diversified portfolio of income-producing debt and equity securities, including preferred stocks, depositary receipts, and high yield bonds ("junk bonds"). The fund normally invests its assets no more than 50% in common stocks, no more than 50% in securities of U.S. issuers, no more than 50% in bonds rated A3 or higher, no more than 33% in securities of emerging market issuers.

Sharpe ratio is not yet available for SGHIX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares Sextant Global High Income Fund's Sharpe Ratio with other mutual funds in the Global Allocation category across multiple time periods, showing how SGHIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TIBAXThornburg Investment Income Builder Fund4.68
GBFFXGMO Benchmark-Free Fund4.25
GIMFXGMO Implementation Fund4.13
GBMFXGMO Benchmark-Free Allocation Fund4.11
HRLYXHartford Real Asset Fund3.70
SAWMXSA Worldwide Moderate Growth Fund3.64
PGAIXPIMCO Global Core Asset Allocation Fund3.58
WARAXAllspring Absolute Return Fund3.48
GBATXGMO Strategic Opportunities Allocation Fund3.45
GMWAXGMO Global Asset Allocation Fund3.40
SGHIXSextant Global High Income Fund—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SGHIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SGHIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does SGHIX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio