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CII vs. SCJIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CII vs. SCJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Enhanced Large Cap Core Fund (CII) and Crossmark Steward Covered Call Income Fund (SCJIX). The values are adjusted to include any dividend payments, if applicable.

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CII vs. SCJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CII
BlackRock Enhanced Large Cap Core Fund
-8.35%37.78%12.70%18.47%-13.21%34.26%8.11%30.46%-8.60%0.31%
SCJIX
Crossmark Steward Covered Call Income Fund
-7.52%13.28%16.96%19.43%-12.28%21.59%6.97%20.76%-3.65%-0.40%

Returns By Period

In the year-to-date period, CII achieves a -8.35% return, which is significantly lower than SCJIX's -7.52% return.


CII

1D
2.24%
1M
-6.83%
YTD
-8.35%
6M
3.68%
1Y
34.51%
3Y*
16.55%
5Y*
11.62%
10Y*
13.13%

SCJIX

1D
-0.13%
1M
-5.47%
YTD
-7.52%
6M
-3.64%
1Y
8.31%
3Y*
11.36%
5Y*
8.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CII vs. SCJIX - Expense Ratio Comparison

CII has a 0.91% expense ratio, which is lower than SCJIX's 1.00% expense ratio.


Return for Risk

CII vs. SCJIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CII
CII Risk / Return Rank: 8989
Overall Rank
CII Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CII Sortino Ratio Rank: 8888
Sortino Ratio Rank
CII Omega Ratio Rank: 8686
Omega Ratio Rank
CII Calmar Ratio Rank: 9393
Calmar Ratio Rank
CII Martin Ratio Rank: 9292
Martin Ratio Rank

SCJIX
SCJIX Risk / Return Rank: 2727
Overall Rank
SCJIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SCJIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
SCJIX Omega Ratio Rank: 3434
Omega Ratio Rank
SCJIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SCJIX Martin Ratio Rank: 2727
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.

CII vs. SCJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and Crossmark Steward Covered Call Income Fund (SCJIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CIISCJIXDifference

Sharpe ratio

Return per unit of total volatility

1.73

0.61

+1.12

Sortino ratio

Return per unit of downside risk

2.41

0.97

+1.43

Omega ratio

Gain probability vs. loss probability

1.36

1.16

+0.19

Calmar ratio

Return relative to maximum drawdown

2.92

0.64

+2.28

Martin ratio

Return relative to average drawdown

10.81

2.92

+7.90

CII vs. SCJIX - Sharpe Ratio Comparison

The current CII Sharpe Ratio is 1.73, which is higher than the SCJIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CII and SCJIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CIISCJIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

0.61

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.65

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.56

-0.07

Correlation

The correlation between CII and SCJIX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CII vs. SCJIX - Dividend Comparison

CII's dividend yield for the trailing twelve months is around 18.51%, more than SCJIX's 10.71% yield.


TTM20252024202320222021202020192018201720162015
CII
BlackRock Enhanced Large Cap Core Fund
18.51%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%
SCJIX
Crossmark Steward Covered Call Income Fund
10.71%9.18%12.61%8.45%9.53%25.39%15.45%7.00%10.68%0.00%0.00%0.00%

Drawdowns

CII vs. SCJIX - Drawdown Comparison

The maximum CII drawdown since its inception was -56.43%, which is greater than SCJIX's maximum drawdown of -29.38%. Use the drawdown chart below to compare losses from any high point for CII and SCJIX.


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Drawdown Indicators


CIISCJIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.43%

-29.38%

-27.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-10.52%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

-18.12%

-4.20%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-9.51%

-8.52%

-0.99%

Average Drawdown

Average peak-to-trough decline

-6.21%

-3.67%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.32%

+0.86%

Volatility

CII vs. SCJIX - Volatility Comparison

BlackRock Enhanced Large Cap Core Fund (CII) has a higher volatility of 7.33% compared to Crossmark Steward Covered Call Income Fund (SCJIX) at 3.67%. This indicates that CII's price experiences larger fluctuations and is considered to be riskier than SCJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIISCJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

3.67%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

6.54%

+6.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

14.38%

+5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

12.47%

+4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

14.98%

+3.47%