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SGHIX vs. VFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGHIX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant Global High Income Fund (SGHIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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SGHIX vs. VFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
-7.06%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Returns By Period

In the year-to-date period, SGHIX achieves a 1.23% return, which is significantly higher than VFIAX's -7.06% return. Over the past 10 years, SGHIX has underperformed VFIAX with an annualized return of 7.05%, while VFIAX has yielded a comparatively higher 13.71% annualized return.


SGHIX

1D
0.00%
1M
-6.80%
YTD
1.23%
6M
4.08%
1Y
12.94%
3Y*
10.31%
5Y*
6.12%
10Y*
7.05%

VFIAX

1D
-0.39%
1M
-7.69%
YTD
-7.06%
6M
-4.61%
1Y
14.41%
3Y*
17.14%
5Y*
11.37%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGHIX vs. VFIAX - Expense Ratio Comparison

SGHIX has a 0.75% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


Return for Risk

SGHIX vs. VFIAX — Risk / Return Rank

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

SGHIX
SGHIX Risk / Return Rank: 7474
Overall Rank
SGHIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SGHIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SGHIX Omega Ratio Rank: 7272
Omega Ratio Rank
SGHIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SGHIX Martin Ratio Rank: 7676
Martin Ratio Rank

VFIAX
VFIAX Risk / Return Rank: 4646
Overall Rank
VFIAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 5050
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 5353
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.

SGHIX vs. VFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Global High Income Fund (SGHIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


SGHIXVFIAXDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.84

+0.57

Sortino ratio

Return per unit of downside risk

1.88

1.30

+0.58

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

1.55

1.06

+0.50

Martin ratio

Return relative to average drawdown

7.28

5.13

+2.15

SGHIX vs. VFIAX - Sharpe Ratio Comparison

The current SGHIX Sharpe Ratio is 1.40, which is higher than the VFIAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SGHIX and VFIAX, 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


SGHIXVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.84

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.68

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.76

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.43

+0.11

Correlation

The correlation between SGHIX and VFIAX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SGHIX vs. VFIAX - Dividend Comparison

SGHIX's dividend yield for the trailing twelve months is around 5.01%, more than VFIAX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.22%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%

Drawdowns

SGHIX vs. VFIAX - Drawdown Comparison

The maximum SGHIX drawdown since its inception was -26.67%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SGHIX and VFIAX.


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Drawdown Indicators


SGHIXVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.67%

-55.20%

+28.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.85%

-12.12%

+5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-24.53%

+6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-24.00%

-33.83%

+9.83%

Current Drawdown

Current decline from peak

-6.80%

-8.90%

+2.10%

Average Drawdown

Average peak-to-trough decline

-4.77%

-9.46%

+4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.49%

-0.87%

Volatility

SGHIX vs. VFIAX - Volatility Comparison

The current volatility for Sextant Global High Income Fund (SGHIX) is 3.50%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 4.24%. This indicates that SGHIX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGHIXVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

4.24%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

5.39%

9.08%

-3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

8.56%

18.13%

-9.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

16.86%

-8.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.42%

18.03%

-8.61%