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SEECX vs. SCJIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEECX vs. SCJIX - Performance Comparison

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

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SEECX vs. SCJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-0.36%
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%

Returns By Period

The year-to-date returns for both stocks are quite close, with SEECX having a -7.41% return and SCJIX slightly lower at -7.52%.


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%

SCJIX

1D
-0.13%
1M
-5.47%
YTD
-7.52%
6M
-3.64%
1Y
8.31%
3Y*
11.36%
5Y*
8.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEECX vs. SCJIX - Expense Ratio Comparison

SEECX has a 0.58% expense ratio, which is lower than SCJIX's 1.00% expense ratio.


Return for Risk

SEECX vs. SCJIX — Risk / Return Rank

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

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

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
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.

SEECX vs. SCJIX - Risk-Adjusted Trends Comparison

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


SEECXSCJIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.61

+0.16

Sortino ratio

Return per unit of downside risk

1.22

0.97

+0.24

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

0.96

0.64

+0.32

Martin ratio

Return relative to average drawdown

4.56

2.92

+1.64

SEECX vs. SCJIX - Sharpe Ratio Comparison

The current SEECX Sharpe Ratio is 0.77, which is comparable to the SCJIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of SEECX and SCJIX, 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


SEECXSCJIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.61

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.65

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.56

-0.11

Correlation

The correlation between SEECX and SCJIX is 0.96, 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

SEECX vs. SCJIX - Dividend Comparison

SEECX's dividend yield for the trailing twelve months is around 3.90%, less than SCJIX's 10.71% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

SEECX vs. SCJIX - Drawdown Comparison

The maximum SEECX drawdown since its inception was -58.09%, which is greater than SCJIX's maximum drawdown of -29.38%. Use the drawdown chart below to compare losses from any high point for SEECX and SCJIX.


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Drawdown Indicators


SEECXSCJIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.09%

-29.38%

-28.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-10.52%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-42.66%

-18.12%

-24.54%

Max Drawdown (10Y)

Largest decline over 10 years

-42.66%

Current Drawdown

Current decline from peak

-9.11%

-8.52%

-0.59%

Average Drawdown

Average peak-to-trough decline

-9.71%

-3.67%

-6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.32%

+0.25%

Volatility

SEECX vs. SCJIX - Volatility Comparison

Crossmark Steward Values-Focused Large Cap Enhanced Index Fund (SEECX) has a higher volatility of 4.22% compared to Crossmark Steward Covered Call Income Fund (SCJIX) at 3.67%. This indicates that SEECX's price experiences larger fluctuations and is considered to be riskier 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


SEECXSCJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

3.67%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

6.54%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

14.38%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.51%

12.47%

+13.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

14.98%

+7.96%