PortfoliosLab logoPortfoliosLab logo
SEACX vs. SEECX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEACX vs. SEECX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Steward Select Bond Fund (SEACX) and Crossmark Steward Values-Focused Large Cap Enhanced Index Fund (SEECX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SEACX vs. SEECX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEACX
Crossmark Steward Select Bond Fund
-0.67%6.50%1.43%5.54%-11.55%-2.01%4.97%6.96%-0.12%2.24%
SEECX
Crossmark Steward Values-Focused Large Cap Enhanced Index Fund
-7.41%16.88%23.50%25.34%-19.71%30.59%12.83%29.49%-6.99%21.34%

Returns By Period

In the year-to-date period, SEACX achieves a -0.67% return, which is significantly higher than SEECX's -7.41% return. Over the past 10 years, SEACX has underperformed SEECX with an annualized return of 1.15%, while SEECX has yielded a comparatively higher 12.20% annualized return.


SEACX

1D
0.54%
1M
-2.10%
YTD
-0.67%
6M
0.19%
1Y
3.84%
3Y*
3.33%
5Y*
0.22%
10Y*
1.15%

SEECX

1D
-0.42%
1M
-7.67%
YTD
-7.41%
6M
-5.58%
1Y
13.31%
3Y*
15.99%
5Y*
10.64%
10Y*
12.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SEACX vs. SEECX - Expense Ratio Comparison

SEACX has a 0.72% expense ratio, which is higher than SEECX's 0.58% expense ratio.


Return for Risk

SEACX vs. SEECX — Risk / Return Rank

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

SEACX
SEACX Risk / Return Rank: 5555
Overall Rank
SEACX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SEACX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SEACX Omega Ratio Rank: 3737
Omega Ratio Rank
SEACX Calmar Ratio Rank: 7474
Calmar Ratio Rank
SEACX Martin Ratio Rank: 6161
Martin Ratio Rank

SEECX
SEECX Risk / Return Rank: 3939
Overall Rank
SEECX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SEECX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SEECX Omega Ratio Rank: 4242
Omega Ratio Rank
SEECX Calmar Ratio Rank: 3535
Calmar Ratio Rank
SEECX Martin Ratio Rank: 4545
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.

SEACX vs. SEECX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Select Bond Fund (SEACX) and Crossmark Steward Values-Focused Large Cap Enhanced Index Fund (SEECX). 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.


SEACXSEECXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.77

+0.22

Sortino ratio

Return per unit of downside risk

1.44

1.22

+0.22

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.73

0.96

+0.77

Martin ratio

Return relative to average drawdown

5.83

4.56

+1.27

SEACX vs. SEECX - Sharpe Ratio Comparison

The current SEACX Sharpe Ratio is 1.00, which is comparable to the SEECX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SEACX and SEECX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SEACXSEECXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.77

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.42

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.53

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.44

+0.22

Correlation

The correlation between SEACX and SEECX is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SEACX vs. SEECX - Dividend Comparison

SEACX's dividend yield for the trailing twelve months is around 3.36%, less than SEECX's 3.90% yield.


TTM20252024202320222021202020192018201720162015
SEACX
Crossmark Steward Select Bond Fund
3.36%2.72%2.78%2.06%1.67%1.41%1.86%2.26%2.22%1.98%2.18%2.30%
SEECX
Crossmark Steward Values-Focused Large Cap Enhanced Index Fund
3.90%3.61%8.47%3.77%50.97%32.80%9.47%2.23%5.64%1.18%0.94%18.68%

Drawdowns

SEACX vs. SEECX - Drawdown Comparison

The maximum SEACX drawdown since its inception was -16.96%, smaller than the maximum SEECX drawdown of -58.09%. Use the drawdown chart below to compare losses from any high point for SEACX and SEECX.


Loading graphics...

Drawdown Indicators


SEACXSEECXDifference

Max Drawdown

Largest peak-to-trough decline

-16.96%

-58.09%

+41.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-12.18%

+9.56%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-42.66%

+26.32%

Max Drawdown (10Y)

Largest decline over 10 years

-16.96%

-42.66%

+25.70%

Current Drawdown

Current decline from peak

-2.17%

-9.11%

+6.94%

Average Drawdown

Average peak-to-trough decline

-2.41%

-9.71%

+7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

2.57%

-1.79%

Volatility

SEACX vs. SEECX - Volatility Comparison

The current volatility for Crossmark Steward Select Bond Fund (SEACX) is 1.62%, while Crossmark Steward Values-Focused Large Cap Enhanced Index Fund (SEECX) has a volatility of 4.22%. This indicates that SEACX experiences smaller price fluctuations and is considered to be less risky than SEECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SEACXSEECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

4.22%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

9.09%

-6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

18.16%

-14.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

25.51%

-20.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.88%

22.94%

-19.06%