SEECX vs. SGISX

Last updated Jun 23, 2026

SEECX (Crossmark Steward Values-Focused Large Cap Enhanced Index Fund) and SGISX (Crossmark Steward Global Equity Income Fund) are both mutual funds - SEECX is a Large Cap Blend Equities fund managed by Crossmark Steward Funds, while SGISX is a Global Equities fund managed by Crossmark Steward Funds. Over the past 10 years, SEECX returned 14.06%/yr vs 11.37%/yr for SGISX. Their correlation of 0.90 suggests significant overlap in exposure. SEECX charges 0.58%/yr vs 0.99%/yr for SGISX.

Performance

SEECX vs. SGISX - 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 Global Equity Income Fund (SGISX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SEECX having a 9.92% return and SGISX slightly lower at 9.81%. Over the past 10 years, SEECX has outperformed SGISX with an annualized return of 14.06%, while SGISX has yielded a comparatively lower 11.37% annualized return.

SEECX

• 1D: 1.12%
• 1M: 0.62%
• YTD: 9.92%
• 6M: 9.41%
• 1Y: 25.26%
• 3Y*: 19.97%
• 5Y*: 13.29%
• 10Y*: 14.06%

SGISX

• 1D: 0.20%
• 1M: 1.73%
• YTD: 9.81%
• 6M: 8.94%
• 1Y: 23.16%
• 3Y*: 16.81%
• 5Y*: 9.93%
• 10Y*: 11.37%

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

SEECX vs. SGISX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEECX Crossmark Steward Values-Focused Large Cap Enhanced Index Fund	9.92%	16.88%	23.50%	25.34%	-19.71%	30.59%	12.83%	29.49%	-6.99%	21.34%
SGISX Crossmark Steward Global Equity Income Fund	9.81%	21.79%	9.34%	15.60%	-11.27%	19.46%	8.55%	24.76%	-7.78%	22.36%

Correlation

The correlation between SEECX and SGISX is 0.78, 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012	0.90

The correlation between SEECX and SGISX shifts across timeframes, from 0.78 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SEECX vs. SGISX — Risk / Return Rank

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

SEECX

SEECX Risk / Return Rank: 56
SEECX Sharpe Ratio Rank: 55
SEECX Sortino Ratio Rank: 50
SEECX Omega Ratio Rank: 52
SEECX Calmar Ratio Rank: 56
SEECX Martin Ratio Rank: 66

SGISX

SGISX Risk / Return Rank: 45
SGISX Sharpe Ratio Rank: 40
SGISX Sortino Ratio Rank: 37
SGISX Omega Ratio Rank: 38
SGISX Calmar Ratio Rank: 58
SGISX Martin Ratio Rank: 53

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. SGISX - 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 Global Equity Income Fund (SGISX). 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.

	SEECX	SGISX	Difference
Sharpe ratio: Return per unit of total volatility	2.01	1.71	+0.30
Sortino ratio: Return per unit of downside risk	2.72	2.37	+0.35
Omega ratio: Gain probability vs. loss probability	1.36	1.30	+0.06
Calmar ratio: Return relative to maximum drawdown	2.76	2.78	-0.02
Martin ratio: Return relative to average drawdown	12.09	10.18	+1.90

SEECX vs. SGISX - Sharpe Ratio Comparison

The current SEECX Sharpe Ratio is 2.01, which is comparable to the SGISX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of SEECX and SGISX, 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

SEECX vs. SGISX - Drawdown Comparison

The maximum SEECX drawdown since its inception was -58.09%, which is greater than SGISX's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for SEECX and SGISX.

Drawdown Indicators

	SEECX	SGISX	Difference
Max Drawdown Largest peak-to-trough decline	-58.09%	-35.59%	-22.50%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-8.16%	-0.95%
Max Drawdown (3Y) Largest decline over 3 years	-18.72%	-14.71%	-4.01%
Max Drawdown (5Y) Largest decline over 5 years	-42.66%	-21.76%	-20.90%
Max Drawdown (10Y) Largest decline over 10 years	-42.66%	-35.59%	-7.07%
Current Drawdown Current decline from peak	-1.39%	-3.85%	+2.46%
Average Drawdown Average peak-to-trough decline	-9.62%	-3.75%	-5.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	2.23%	-0.15%

Volatility

SEECX vs. SGISX - Volatility Comparison

The current volatility for Crossmark Steward Values-Focused Large Cap Enhanced Index Fund (SEECX) is 4.80%, while Crossmark Steward Global Equity Income Fund (SGISX) has a volatility of 5.63%. This indicates that SEECX experiences smaller price fluctuations and is considered to be less risky than SGISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEECX	SGISX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	5.63%	-0.83%
Volatility (6M) Calculated over the trailing 6-month period	9.94%	10.36%	-0.42%
Volatility (1Y) Calculated over the trailing 1-year period	12.51%	13.27%	-0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.58%	15.10%	+10.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.99%	16.72%	+6.27%

SEECX vs. SGISX - Expense Ratio Comparison

SEECX has a 0.58% expense ratio, which is lower than SGISX's 0.99% expense ratio.

Dividends

SEECX vs. SGISX - Dividend Comparison

SEECX's dividend yield for the trailing twelve months is around 3.28%, less than SGISX's 5.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SEECX Crossmark Steward Values-Focused Large Cap Enhanced Index Fund	3.28%	3.61%	8.47%	3.77%	50.97%	32.80%	9.47%	2.23%	5.64%	1.18%	0.94%	18.68%
SGISX Crossmark Steward Global Equity Income Fund	5.94%	6.35%	5.08%	2.67%	8.68%	16.69%	2.43%	7.94%	10.59%	7.58%	6.99%	8.32%

Frequently Asked Questions

Can I hold both SEECX and SGISX in my portfolio?

SEECX and SGISX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEECX or SGISX?

SGISX has higher volatility (5.63%) compared to SEECX (4.80%). In terms of maximum drawdown, SEECX dropped -58.09% vs SGISX's -35.59%.

Which has better risk-adjusted returns?

SEECX currently has the higher Sharpe Ratio (2.01 vs 1.71), 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.