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GINX vs. MSCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GINX and MSCI is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

GINX vs. MSCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Enhanced Global Income ETF (GINX) and MSCI Inc. (MSCI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.09%
2.29%
GINX
MSCI

Key characteristics

Daily Std Dev

GINX:

12.62%

MSCI:

25.98%

Max Drawdown

GINX:

-8.19%

MSCI:

-69.06%

Current Drawdown

GINX:

0.00%

MSCI:

-11.89%

Returns By Period

In the year-to-date period, GINX achieves a 6.02% return, which is significantly higher than MSCI's -3.97% return.


GINX

YTD

6.02%

1M

2.00%

6M

5.09%

1Y

N/A

5Y*

N/A

10Y*

N/A

MSCI

YTD

-3.97%

1M

-6.68%

6M

2.29%

1Y

4.60%

5Y*

14.34%

10Y*

27.31%

*Annualized

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Risk-Adjusted Performance

GINX vs. MSCI — Risk-Adjusted Performance Rank

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

GINX

MSCI
The Risk-Adjusted Performance Rank of MSCI is 4646
Overall Rank
The Sharpe Ratio Rank of MSCI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of MSCI is 3939
Sortino Ratio Rank
The Omega Ratio Rank of MSCI is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MSCI is 4949
Calmar Ratio Rank
The Martin Ratio Rank of MSCI is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GINX vs. MSCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Global Income ETF (GINX) and MSCI Inc. (MSCI). 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.


Sharpe ratio
No data
GINX
MSCI


Chart placeholderNot enough data

Dividends

GINX vs. MSCI - Dividend Comparison

GINX's dividend yield for the trailing twelve months is around 2.81%, more than MSCI's 1.15% yield.


TTM20242023202220212020201920182017201620152014
GINX
SGI Enhanced Global Income ETF
2.81%2.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSCI
MSCI Inc.
1.15%1.07%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%0.38%

Drawdowns

GINX vs. MSCI - Drawdown Comparison

The maximum GINX drawdown since its inception was -8.19%, smaller than the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for GINX and MSCI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-9.41%
GINX
MSCI

Volatility

GINX vs. MSCI - Volatility Comparison

The current volatility for SGI Enhanced Global Income ETF (GINX) is 2.57%, while MSCI Inc. (MSCI) has a volatility of 6.95%. This indicates that GINX experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.57%
6.95%
GINX
MSCI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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