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Crossmark Steward Large Cap Value Fund (SJVIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Inception Date
Nov 14, 2021
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Crossmark Steward Large Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Crossmark Steward Large Cap Value Fund (SJVIX) has returned -4.39% so far this year and 9.48% over the past 12 months.


Crossmark Steward Large Cap Value Fund

1D
-0.48%
1M
-6.63%
YTD
-4.39%
6M
-0.83%
1Y
9.48%
3Y*
14.27%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 25, 2022, SJVIX's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Oct 2022 with a return of +12.2%, while the worst month was Jun 2022 at -9.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SJVIX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 3, 2025 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.53%-0.13%-6.63%-4.39%
20253.74%0.03%-4.49%-2.71%4.28%4.18%-0.94%4.63%0.78%-0.65%2.89%1.46%13.50%
20241.66%3.41%6.30%-5.65%3.85%-0.29%5.35%2.67%1.84%-1.34%8.31%-5.71%21.19%
20234.54%-2.91%-1.61%0.09%-3.09%6.96%3.95%-2.74%-2.69%-3.24%8.62%5.75%13.30%
2022-0.74%1.33%-6.18%2.01%-9.37%5.95%-2.36%-8.30%12.19%7.54%-4.78%-4.94%

Benchmark Metrics

Crossmark Steward Large Cap Value Fund has an annualized alpha of 0.90%, beta of 0.85, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since February 28, 2022.

  • This fund participated in 95.29% of S&P 500 Index downside but only 92.84% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.85 and R² of 0.80, 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
0.90%
Beta
0.85
0.80
Upside Capture
92.84%
Downside Capture
95.29%

Expense Ratio

SJVIX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SJVIX ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SJVIX Risk / Return Rank: 2222
Overall Rank
SJVIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SJVIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SJVIX Omega Ratio Rank: 2222
Omega Ratio Rank
SJVIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SJVIX Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Crossmark Steward Large Cap Value Fund (SJVIX) and compare them to a chosen benchmark (S&P 500 Index).


SJVIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.90

-0.31

Sortino ratio

Return per unit of downside risk

0.93

1.39

-0.45

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

0.65

1.40

-0.75

Martin ratio

Return relative to average drawdown

2.63

6.61

-3.98

Explore SJVIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Crossmark Steward Large Cap Value Fund provided a 7.22% dividend yield over the last twelve months, with an annual payout of $2.08 per share.


2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$2.08$2.08$2.38$0.36$0.39

Dividend yield

7.22%6.91%8.41%1.44%1.72%

Monthly Dividends

The table displays the monthly dividend distributions for Crossmark Steward Large Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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$2.08$2.08
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.38$2.38
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2022$0.39$0.39

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 Crossmark Steward Large Cap Value 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 Crossmark Steward Large Cap Value Fund was 20.27%, occurring on Sep 26, 2022. Recovery took 304 trading sessions.

The current Crossmark Steward Large Cap Value Fund drawdown is 9.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.27%Mar 30, 2022124Sep 26, 2022304Dec 11, 2023428
-17.68%Nov 27, 202489Apr 8, 202559Jul 3, 2025148
-9.19%Feb 10, 202634Mar 30, 2026
-6.71%Apr 1, 202413Apr 17, 202460Jul 15, 202473
-6.62%Aug 1, 20243Aug 5, 202410Aug 19, 202413

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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