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ISIN
US92046L6920
CUSIP
92046L692
Issuer
SMI Funds
Inception Date
Dec 1, 2005
Min. Investment
$500
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

SMIFX Performance Chart

Sound Mind Investing Fund (SMIFX) is up 15.9% since the beginning of the year. SMIFX is currently trading at $11 per share. Investors who bought $1,000 worth of SMIFX shares 5 years ago would now be looking at an investment worth $1,388.


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S&P 500 Index

Returns By Period

Sound Mind Investing Fund (SMIFX) has returned 15.94% so far this year and 21.32% over the past 12 months. Over the last ten years, SMIFX has returned 9.47% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Sound Mind Investing Fund

1D
0.90%
1M
0.54%
YTD
15.94%
6M
15.05%
1Y
21.32%
3Y*
12.51%
5Y*
6.77%
10Y*
9.47%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMIFX Monthly Returns History

Based on dividend-adjusted daily data since Dec 7, 2005, SMIFX's average daily return is +0.04%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +15.3%, while the worst month was Oct 2008 at -17.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SMIFX closed higher 52% of trading days. The best single day was Dec 30, 2021 with a return of +46.5%, while the worst single day was Dec 31, 2021 at -32.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.04%3.68%-4.66%7.53%2.09%-0.18%15.94%
20254.36%-3.50%-4.83%0.00%3.60%1.84%-1.10%2.84%2.86%-1.73%-1.07%0.31%3.16%
20240.47%5.12%2.88%-4.19%5.72%1.38%3.04%1.02%1.81%-2.67%6.70%-4.99%16.65%
20232.17%-0.95%-0.36%0.84%-0.48%2.51%2.68%-2.61%-4.66%-3.05%5.54%3.91%5.17%
2022-6.97%1.05%3.94%-3.46%3.35%-7.93%0.85%-0.60%-2.30%2.97%1.81%-1.18%-8.93%
20212.73%1.61%0.40%3.08%2.60%-0.75%-1.50%2.52%-3.42%5.24%-3.07%1.58%11.15%

Benchmark Metrics

Sound Mind Investing Fund has an annualized alpha of 0.18%, beta of 0.84, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since December 07, 2005.

  • This fund participated in 94.32% of S&P 500 Index downside but only 85.33% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.18%
Beta
0.84
0.55
Upside Capture
85.33%
Downside Capture
94.32%

Expense Ratio

SMIFX has a high expense ratio of 1.19%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SMIFX ranks 45 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SMIFX Risk / Return Rank: 4545
Overall Rank
SMIFX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SMIFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
SMIFX Omega Ratio Rank: 4040
Omega Ratio Rank
SMIFX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SMIFX Martin Ratio Rank: 4646
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 Sound Mind Investing Fund (SMIFX) 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.


SMIFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

2.89

2.78

+0.10

Martin ratioReturn relative to average drawdown

9.12

12.44

-3.32

Dividends

Dividend History

Sound Mind Investing Fund provided a 4.60% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


0.00%10.00%20.00%30.00%40.00%50.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.52$0.52$0.13$0.15$0.08$4.30$0.00$0.05$2.20$1.17$0.00$1.51

Dividend yield

4.60%5.33%1.28%1.73%0.97%46.86%0.00%0.48%26.02%10.06%0.00%14.94%

Monthly Dividends

The table displays the monthly dividend distributions for Sound Mind Investing 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$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$0.52$0.52
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
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$0.08$0.08
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.30$4.30

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 Sound Mind Investing 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 Sound Mind Investing Fund was 54.33%, occurring on Mar 9, 2009. Recovery took 988 trading sessions.

The current Sound Mind Investing Fund drawdown is 9.47%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.33%Mar 2009
1y 4mo3y 11mo
5y 3moNov 2007 - Feb 2013
2023 bear market2023
-41.36%Oct 2023
1y 9mo
4y 5moDec 2021 - now
COVID crash2020
-34.74%Mar 2020
1mo 2d6mo 20d
7mo 22dFeb 2020 - Oct 2020
Rate-hike selloffLate 2018
-22.93%Dec 2018
3mo 26d1y 1mo
1y 5moAug 2018 - Feb 2020
2016 correction2016
-19.47%Feb 2016
2y 1mo11mo 19d
3y 1moDec 2013 - Jan 2017

Drawdown Indicators


SMIFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.33%

-56.78%

+2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.42%

-9.10%

+1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-19.98%

-18.90%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-41.36%

-25.43%

-15.93%

Max Drawdown (10Y)

Largest decline over 10 years

-41.36%

-33.92%

-7.44%

Current Drawdown

Current decline from peak

-9.47%

-1.80%

-7.67%

Average Drawdown

Average peak-to-trough decline

-14.27%

-10.71%

-3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.03%

+0.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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