SGHIX vs. GBFFX
Compare and contrast key facts about Sextant Global High Income Fund (SGHIX) and GMO Benchmark-Free Fund (GBFFX).
SGHIX is managed by Sextant Mutual Funds. It was launched on Mar 29, 2012. GBFFX is managed by GMO. It was launched on Jun 14, 2011.
Performance
SGHIX vs. GBFFX - Performance Comparison
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SGHIX vs. GBFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGHIX Sextant Global High Income Fund | 1.23% | 18.52% | 3.12% | 10.05% | -7.80% | 10.61% | -2.72% | 11.47% | -1.22% | 15.44% |
GBFFX GMO Benchmark-Free Fund | 5.76% | 24.07% | 0.40% | 15.24% | -3.36% | 4.38% | -3.35% | 13.79% | -7.12% | 17.06% |
Returns By Period
In the year-to-date period, SGHIX achieves a 1.23% return, which is significantly lower than GBFFX's 5.76% return. Both investments have delivered pretty close results over the past 10 years, with SGHIX having a 7.05% annualized return and GBFFX not far behind at 6.70%.
SGHIX
- 1D
- 0.00%
- 1M
- -6.29%
- YTD
- 1.23%
- 6M
- 3.64%
- 1Y
- 12.63%
- 3Y*
- 10.31%
- 5Y*
- 6.12%
- 10Y*
- 7.05%
GBFFX
- 1D
- 1.05%
- 1M
- -2.94%
- YTD
- 5.76%
- 6M
- 12.11%
- 1Y
- 24.44%
- 3Y*
- 13.80%
- 5Y*
- 7.51%
- 10Y*
- 6.70%
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SGHIX vs. GBFFX - Expense Ratio Comparison
SGHIX has a 0.75% expense ratio, which is higher than GBFFX's 0.35% expense ratio.
Return for Risk
SGHIX vs. GBFFX — Risk / Return Rank
SGHIX
GBFFX
SGHIX vs. GBFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sextant Global High Income Fund (SGHIX) and GMO Benchmark-Free Fund (GBFFX). 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.
| SGHIX | GBFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 3.08 | -1.68 |
Sortino ratioReturn per unit of downside risk | 1.88 | 4.08 | -2.20 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.63 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 3.94 | -2.39 |
Martin ratioReturn relative to average drawdown | 7.28 | 15.49 | -8.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGHIX | GBFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 3.08 | -1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.94 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.74 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.65 | -0.11 |
Correlation
The correlation between SGHIX and GBFFX is 0.80, 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
SGHIX vs. GBFFX - Dividend Comparison
SGHIX's dividend yield for the trailing twelve months is around 5.01%, more than GBFFX's 4.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGHIX Sextant Global High Income Fund | 5.01% | 3.92% | 3.13% | 4.21% | 3.51% | 1.97% | 3.56% | 8.54% | 3.75% | 2.82% | 4.51% | 4.35% |
GBFFX GMO Benchmark-Free Fund | 4.84% | 5.11% | 1.81% | 5.72% | 5.48% | 4.60% | 3.32% | 4.00% | 3.92% | 2.90% | 2.72% | 6.67% |
Drawdowns
SGHIX vs. GBFFX - Drawdown Comparison
The maximum SGHIX drawdown since its inception was -26.67%, roughly equal to the maximum GBFFX drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for SGHIX and GBFFX.
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Drawdown Indicators
| SGHIX | GBFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -26.62% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -6.04% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -17.65% | -15.91% | -1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -24.00% | -26.62% | +2.62% |
Current DrawdownCurrent decline from peak | -6.80% | -3.58% | -3.22% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -4.42% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.56% | +0.06% |
Volatility
SGHIX vs. GBFFX - Volatility Comparison
Sextant Global High Income Fund (SGHIX) and GMO Benchmark-Free Fund (GBFFX) have volatilities of 3.50% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGHIX | GBFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 3.36% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 5.39% | 5.27% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.56% | 7.98% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.31% | 8.02% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.42% | 9.07% | +0.35% |