SCORX vs. SGHIX

Last updated Jun 23, 2026

SCORX (Sextant Core Fund) and SGHIX (Sextant Global High Income Fund) are both mutual funds - SCORX is a Diversified Portfolio fund managed by Sextant Mutual Funds, while SGHIX is a Global Allocation fund managed by Sextant Mutual Funds. A 0.76 correlation means they provide meaningful diversification when combined. SCORX charges 0.90%/yr vs 0.75%/yr for SGHIX.

Performance

SCORX vs. SGHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant Core Fund (SCORX) and Sextant Global High Income Fund (SGHIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SCORX

• 1D: 0.50%
• 1M: 1.32%
• YTD: 7.88%
• 6M: 7.94%
• 1Y: 18.62%
• 3Y*: 12.21%
• 5Y*: 7.45%
• 10Y*: 8.15%

SGHIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SCORX vs. SGHIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCORX Sextant Core Fund	7.88%	14.20%	9.80%	9.85%	-10.39%	12.12%	10.37%	20.01%	-4.61%	14.58%
SGHIX Sextant Global High Income Fund	1.23%	18.52%	3.12%	10.05%	-7.80%	10.61%	-2.72%	11.47%	-1.22%	15.44%

Correlation

The correlation between SCORX and SGHIX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.76

The correlation between SCORX and SGHIX shifts across timeframes, from 0.63 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SCORX vs. SGHIX — Risk / Return Rank

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

SCORX

SCORX Risk / Return Rank: 51
SCORX Sharpe Ratio Rank: 49
SCORX Sortino Ratio Rank: 47
SCORX Omega Ratio Rank: 48
SCORX Calmar Ratio Rank: 56
SCORX Martin Ratio Rank: 53

SGHIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SCORX vs. SGHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Core Fund (SCORX) and Sextant Global High Income Fund (SGHIX). 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.

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.

	SCORX	SGHIX	Difference
Sharpe ratio: Return per unit of total volatility	1.90	—	—
Sortino ratio: Return per unit of downside risk	2.65	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	2.76	—	—
Martin ratio: Return relative to average drawdown	10.08	—	—

Drawdowns

Drawdown Indicators

	SCORX	SGHIX	Difference
Max Drawdown Largest peak-to-trough decline	-32.34%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-6.62%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-9.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-21.10%	—	—
Current Drawdown Current decline from peak	-1.33%	—	—
Average Drawdown Average peak-to-trough decline	-4.28%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	—	—

Volatility

Volatility by Period

	SCORX	SGHIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.21%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.61%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.41%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.84%	—	—

SCORX vs. SGHIX - Expense Ratio Comparison

SCORX has a 0.90% expense ratio, which is higher than SGHIX's 0.75% expense ratio.

Dividends

SCORX vs. SGHIX - Dividend Comparison

SCORX's dividend yield for the trailing twelve months is around 1.99%, less than SGHIX's 5.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCORX Sextant Core Fund	1.99%	2.14%	2.78%	1.61%	1.51%	3.13%	1.42%	5.99%	1.43%	1.36%	1.48%	4.95%
SGHIX Sextant Global High Income Fund	5.01%	3.92%	3.13%	4.21%	3.51%	1.97%	3.56%	8.54%	3.75%	2.82%	4.51%	4.35%

Frequently Asked Questions

Can I hold both SCORX and SGHIX in my portfolio?

SCORX and SGHIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.