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SEACX vs. SCJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEACX vs. SCJIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SEACX achieves a -0.83% return, which is significantly lower than SCJIX's 2.08% return.


SEACX

1D
0.09%
1M
-0.93%
6M
-0.83%
YTD
-0.83%
1Y
1.42%
3Y*
3.42%
5Y*
-0.28%
10Y*
0.93%
ALL TIME*
2.24%

SCJIX

1D
1.37%
1M
-1.10%
6M
1.89%
YTD
2.08%
1Y
11.37%
3Y*
11.98%
5Y*
8.46%
10Y*
ALL TIME*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SEACX vs. SCJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEACX
Crossmark Steward Select Bond Fund
-0.83%6.50%1.43%5.54%-11.55%-2.01%4.97%6.96%-0.12%0.25%
SCJIX
Crossmark Steward Covered Call Income Fund
2.08%13.28%16.96%19.43%-12.28%21.59%6.97%20.76%-3.65%-0.40%

Correlation

The correlation between SEACX and SCJIX is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.17

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2017

0.06

Over the past year, SEACX and SCJIX have become more correlated (0.34) than their long-term average of 0.06, meaning their price movements have been converging.

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Return for Risk

SEACX vs. SCJIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SEACX
SEACX Risk / Return Rank: 1515
Overall Rank
SEACX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SEACX Sortino Ratio Rank: 1515
Sortino Ratio Rank
SEACX Omega Ratio Rank: 1414
Omega Ratio Rank
SEACX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SEACX Martin Ratio Rank: 1414
Martin Ratio Rank

SCJIX
SCJIX Risk / Return Rank: 3232
Overall Rank
SCJIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SCJIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SCJIX Omega Ratio Rank: 3636
Omega Ratio Rank
SCJIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SCJIX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SEACX vs. SCJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Select Bond Fund (SEACX) 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.

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.


SEACXSCJIXDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.11

1.20

-0.10

Calmar ratioReturn relative to maximum drawdown

0.86

1.16

-0.30

Martin ratioReturn relative to average drawdown

2.02

4.82

-2.80

SEACX vs. SCJIX - Sharpe Ratio Comparison

The current SEACX Sharpe Ratio is 0.63, which is lower than the SCJIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SEACX and SCJIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SEACX vs. SCJIX - Drawdown Comparison

The maximum SEACX drawdown since its inception was -16.96%, smaller than the maximum SCJIX drawdown of -29.38%. Use the drawdown chart below to compare losses from any high point for SEACX and SCJIX.


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Drawdown Indicators


SEACXSCJIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.96%

-29.38%

+12.42%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-8.52%

+5.86%

Max Drawdown (3Y)

Largest decline over 3 years

-3.90%

-15.56%

+11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

-18.12%

+1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-16.96%

Current Drawdown

Current decline from peak

-2.32%

-2.17%

-0.15%

Average Drawdown

Average peak-to-trough decline

-2.39%

-3.58%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

2.05%

-0.92%

Volatility

SEACX vs. SCJIX - Volatility Comparison

The current volatility for Crossmark Steward Select Bond Fund (SEACX) is 0.92%, while Crossmark Steward Covered Call Income Fund (SCJIX) has a volatility of 3.12%. This indicates that SEACX experiences smaller price fluctuations and is considered to be less risky 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


SEACXSCJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

3.12%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

7.83%

-5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

9.28%

-5.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

12.60%

-7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.92%

14.83%

-10.91%

SEACX vs. SCJIX - Expense Ratio Comparison

SEACX has a 0.72% expense ratio, which is lower than SCJIX's 1.00% expense ratio.


Dividends

SEACX vs. SCJIX - Dividend Comparison

SEACX's dividend yield for the trailing twelve months is around 3.44%, less than SCJIX's 8.83% yield.


PositionTTM20252024202320222021202020192018201720162015
SCJIX
Crossmark Steward Covered Call Income Fund
8.83%9.18%12.61%8.45%9.53%25.39%15.45%7.00%10.68%0.00%0.00%0.00%
SEACX
Crossmark Steward Select Bond Fund
3.44%2.72%2.78%2.06%1.67%1.41%1.86%2.26%2.22%1.98%2.18%2.30%

Frequently Asked Questions


SEACX and SCJIX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCJIX has higher volatility (3.12%) compared to SEACX (0.92%). In terms of maximum drawdown, SEACX dropped -16.96% vs SCJIX's -29.38%.

SCJIX currently has the higher Sharpe Ratio (1.07 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SEACX and SCJIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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