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SCJIX vs. GIDHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCJIX vs. GIDHX - Performance Comparison

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

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SCJIX vs. GIDHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

In the year-to-date period, SCJIX achieves a -7.52% return, which is significantly lower than GIDHX's 1.85% return.


SCJIX

1D
-0.13%
1M
-5.47%
YTD
-7.52%
6M
-3.64%
1Y
8.31%
3Y*
11.36%
5Y*
8.11%
10Y*

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

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SCJIX vs. GIDHX - Expense Ratio Comparison

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


Return for Risk

SCJIX vs. GIDHX — Risk / Return Rank

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

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

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
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.

SCJIX vs. GIDHX - Risk-Adjusted Trends Comparison

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


SCJIXGIDHXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.38

-0.77

Sortino ratio

Return per unit of downside risk

0.97

1.93

-0.95

Omega ratio

Gain probability vs. loss probability

1.16

1.28

-0.12

Calmar ratio

Return relative to maximum drawdown

0.64

1.75

-1.10

Martin ratio

Return relative to average drawdown

2.92

8.70

-5.78

SCJIX vs. GIDHX - Sharpe Ratio Comparison

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


SCJIXGIDHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.38

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.45

+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

0.56

0.32

+0.23

Correlation

The correlation between SCJIX and GIDHX 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

SCJIX vs. GIDHX - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

SCJIX vs. GIDHX - Drawdown Comparison

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


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Drawdown Indicators


SCJIXGIDHXDifference

Max Drawdown

Largest peak-to-trough decline

-29.38%

-36.19%

+6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-10.38%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.12%

-28.46%

+10.34%

Max Drawdown (10Y)

Largest decline over 10 years

-36.19%

Current Drawdown

Current decline from peak

-8.52%

-7.10%

-1.42%

Average Drawdown

Average peak-to-trough decline

-3.67%

-8.24%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.35%

-0.03%

Volatility

SCJIX vs. GIDHX - Volatility Comparison

The current volatility for Crossmark Steward Covered Call Income Fund (SCJIX) is 3.67%, while Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) has a volatility of 6.47%. This indicates that SCJIX experiences smaller price fluctuations and is considered to be less risky than GIDHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCJIXGIDHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

6.47%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

6.54%

9.54%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

15.61%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

14.61%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

15.37%

-0.39%