SEACX vs. TSDLX

Last updated Aug 5, 2026

SEACX (Crossmark Steward Select Bond Fund) and TSDLX (T. Rowe Price Short Duration Income Fund) are both Short-Term Bond funds. Over the past 5 years, SEACX returned -0.30%/yr vs 4.55%/yr for TSDLX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. SEACX charges 0.72%/yr vs 0.40%/yr for TSDLX.

Performance

SEACX vs. TSDLX - Performance Comparison

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

Returns By Period

In the year-to-date period, SEACX achieves a -0.79% return, which is significantly lower than TSDLX's 1.35% return.

SEACX

• 1D: 0.23%
• 1M: -0.89%
• 6M: -0.74%
• YTD: -0.79%
• 1Y: 1.38%
• 3Y*: 3.56%
• 5Y*: -0.30%
• 10Y*: 0.96%
• ALL TIME*: 2.24%

TSDLX

• 1D: 0.11%
• 1M: -0.21%
• 6M: 1.07%
• YTD: 1.35%
• 1Y: 3.73%
• 3Y*: 8.32%
• 5Y*: 4.55%
• 10Y*: —
• ALL TIME*: 4.25%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SEACX Crossmark Steward Select Bond Fund	$0.00	$0.00	$0.00
TSDLX T. Rowe Price Short Duration Income Fund	$0.00	$0.00	$0.00

SEACX vs. TSDLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SEACX Crossmark Steward Select Bond Fund	-0.79%	6.50%	1.43%	5.54%	-11.55%	-2.01%	0.23%
TSDLX T. Rowe Price Short Duration Income Fund	1.35%	7.65%	10.89%	9.91%	-5.69%	0.77%	0.10%

Correlation

The correlation between SEACX and TSDLX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.67
Correlation (3Y) Balances recent behavior with more history.	0.66
Correlation (5Y) Shows whether the relationship held over a longer period.	0.69
Correlation (All Time) Calculated using the full available price history since Dec 8, 2020	0.66

The correlation between SEACX and TSDLX has been stable across timeframes, ranging from 0.66 to 0.69 - a consistent structural relationship.

Return for Risk

SEACX vs. TSDLX — Risk / Return Rank

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

SEACX

SEACX Risk / Return Rank: 9
SEACX Sharpe Ratio Rank: 9
SEACX Sortino Ratio Rank: 8
SEACX Omega Ratio Rank: 8
SEACX Calmar Ratio Rank: 10
SEACX Martin Ratio Rank: 9

TSDLX

TSDLX Risk / Return Rank: 90
TSDLX Sharpe Ratio Rank: 85
TSDLX Sortino Ratio Rank: 96
TSDLX Omega Ratio Rank: 95
TSDLX Calmar Ratio Rank: 84
TSDLX Martin Ratio Rank: 89

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. TSDLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Select Bond Fund (SEACX) and T. Rowe Price Short Duration Income Fund (TSDLX). 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.

	SEACX	TSDLX	Difference
Sharpe ratio: Return per unit of total volatility	0.42	2.13	-1.72
Sortino ratio: Return per unit of downside risk	0.61	4.04	-3.42
Omega ratio: Gain probability vs. loss probability	1.07	1.55	-0.48
Calmar ratio: Return relative to maximum drawdown	0.55	3.06	-2.51
Martin ratio: Return relative to average drawdown	1.28	12.69	-11.41

SEACX vs. TSDLX - Sharpe Ratio Comparison

The current SEACX Sharpe Ratio is 0.42, which is lower than the TSDLX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SEACX and TSDLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SEACX vs. TSDLX - Drawdown Comparison

The maximum SEACX drawdown since its inception was -16.96%, which is greater than TSDLX's maximum drawdown of -7.86%. Use the drawdown chart below to compare losses from any high point for SEACX and TSDLX.

Drawdown Indicators

	SEACX	TSDLX	Difference
Max Drawdown Largest peak-to-trough decline	-16.96%	-7.86%	-9.10%
Max Drawdown (1Y) Largest decline over 1 year	-2.66%	-1.26%	-1.40%
Max Drawdown (3Y) Largest decline over 3 years	-3.90%	-1.26%	-2.64%
Max Drawdown (5Y) Largest decline over 5 years	-16.10%	-7.86%	-8.24%
Max Drawdown (10Y) Largest decline over 10 years	-16.96%	—	—
Current Drawdown Current decline from peak	-2.28%	-0.32%	-1.96%
Average Drawdown Average peak-to-trough decline	-2.39%	-1.47%	-0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.15%	0.30%	+0.85%

Volatility

SEACX vs. TSDLX - Volatility Comparison

Crossmark Steward Select Bond Fund (SEACX) has a higher volatility of 0.95% compared to T. Rowe Price Short Duration Income Fund (TSDLX) at 0.43%. This indicates that SEACX's price experiences larger fluctuations and is considered to be riskier than TSDLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEACX	TSDLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.95%	0.43%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	2.79%	1.39%	+1.40%
Volatility (1Y) Calculated over the trailing 1-year period	3.54%	1.81%	+1.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.87%	2.46%	+2.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.92%	2.33%	+1.59%

SEACX vs. TSDLX - Expense Ratio Comparison

SEACX has a 0.72% expense ratio, which is higher than TSDLX's 0.40% expense ratio.

Dividends

SEACX vs. TSDLX - Dividend Comparison

SEACX's dividend yield for the trailing twelve months is around 3.44%, less than TSDLX's 4.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
TSDLX T. Rowe Price Short Duration Income Fund	4.65%	6.06%	9.64%	7.72%	1.82%	1.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SEACX and TSDLX in my portfolio?

SEACX and TSDLX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEACX or TSDLX?

SEACX has higher volatility (0.95%) compared to TSDLX (0.43%). In terms of maximum drawdown, SEACX dropped -16.96% vs TSDLX's -7.86%.

Which has better risk-adjusted returns?

TSDLX currently has the higher Sharpe Ratio (2.13 vs 0.42), 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.