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GIDHX vs. SCJIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIDHX vs. SCJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) and Crossmark Steward Covered Call Income Fund (SCJIX). The values are adjusted to include any dividend payments, if applicable.

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GIDHX vs. SCJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIDHX
Goldman Sachs International Equity Dividend and Premium Fund
1.85%28.92%-2.17%16.16%-13.41%9.36%1.20%14.82%-12.96%0.53%
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, GIDHX achieves a 1.85% return, which is significantly higher than SCJIX's -7.52% return.


GIDHX

1D
0.43%
1M
-7.00%
YTD
1.85%
6M
6.09%
1Y
22.13%
3Y*
11.82%
5Y*
6.57%
10Y*
6.26%

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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GIDHX vs. SCJIX - Expense Ratio Comparison

GIDHX has a 0.89% expense ratio, which is lower than SCJIX's 1.00% expense ratio.


Return for Risk

GIDHX vs. SCJIX — Risk / Return Rank

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

GIDHX
GIDHX Risk / Return Rank: 7878
Overall Rank
GIDHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GIDHX Sortino Ratio Rank: 7777
Sortino Ratio Rank
GIDHX Omega Ratio Rank: 7575
Omega Ratio Rank
GIDHX Calmar Ratio Rank: 7575
Calmar Ratio Rank
GIDHX Martin Ratio Rank: 8585
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.

GIDHX vs. SCJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) 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.


GIDHXSCJIXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.61

+0.77

Sortino ratio

Return per unit of downside risk

1.93

0.97

+0.95

Omega ratio

Gain probability vs. loss probability

1.28

1.16

+0.12

Calmar ratio

Return relative to maximum drawdown

1.75

0.64

+1.10

Martin ratio

Return relative to average drawdown

8.70

2.92

+5.78

GIDHX vs. SCJIX - Sharpe Ratio Comparison

The current GIDHX Sharpe Ratio is 1.38, which is higher than the SCJIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of GIDHX 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


GIDHXSCJIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.61

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.65

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.56

-0.23

Correlation

The correlation between GIDHX and SCJIX is 0.74, 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

GIDHX vs. SCJIX - Dividend Comparison

GIDHX's dividend yield for the trailing twelve months is around 2.86%, less than SCJIX's 10.71% yield.


TTM20252024202320222021202020192018201720162015
GIDHX
Goldman Sachs International Equity Dividend and Premium Fund
2.86%2.58%3.27%3.56%0.58%3.09%2.65%3.24%3.42%2.54%3.08%4.13%
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

GIDHX vs. SCJIX - Drawdown Comparison

The maximum GIDHX drawdown since its inception was -36.19%, which is greater than SCJIX's maximum drawdown of -29.38%. Use the drawdown chart below to compare losses from any high point for GIDHX and SCJIX.


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Drawdown Indicators


GIDHXSCJIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.19%

-29.38%

-6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-10.52%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-28.46%

-18.12%

-10.34%

Max Drawdown (10Y)

Largest decline over 10 years

-36.19%

Current Drawdown

Current decline from peak

-7.10%

-8.52%

+1.42%

Average Drawdown

Average peak-to-trough decline

-8.24%

-3.67%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.32%

+0.03%

Volatility

GIDHX vs. SCJIX - Volatility Comparison

Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) has a higher volatility of 6.47% compared to Crossmark Steward Covered Call Income Fund (SCJIX) at 3.67%. This indicates that GIDHX'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


GIDHXSCJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

3.67%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

6.54%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

14.38%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

12.47%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.37%

14.98%

+0.39%