SGHIX vs. VGSTX
Compare and contrast key facts about Sextant Global High Income Fund (SGHIX) and Vanguard STAR Fund (VGSTX).
SGHIX is managed by Sextant Mutual Funds. It was launched on Mar 29, 2012. VGSTX is managed by Vanguard. It was launched on Mar 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGHIX or VGSTX.
Performance
SGHIX vs. VGSTX - Performance Comparison
Returns By Period
In the year-to-date period, SGHIX achieves a 5.64% return, which is significantly lower than VGSTX's 9.97% return. Over the past 10 years, SGHIX has underperformed VGSTX with an annualized return of 3.66%, while VGSTX has yielded a comparatively higher 7.41% annualized return.
SGHIX
5.64%
-2.25%
0.37%
11.89%
3.32%
3.66%
VGSTX
9.97%
-1.38%
4.18%
17.15%
7.68%
7.41%
Key characteristics
| SGHIX | VGSTX | |
|---|---|---|
| Sharpe Ratio | 1.72 | 2.04 |
| Sortino Ratio | 2.40 | 2.90 |
| Omega Ratio | 1.31 | 1.37 |
| Calmar Ratio | 1.85 | 1.50 |
| Martin Ratio | 8.67 | 12.76 |
| Ulcer Index | 1.42% | 1.39% |
| Daily Std Dev | 7.20% | 8.71% |
| Max Drawdown | -26.67% | -38.62% |
| Current Drawdown | -3.55% | -1.75% |
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SGHIX vs. VGSTX - Expense Ratio Comparison
SGHIX has a 0.75% expense ratio, which is higher than VGSTX's 0.31% expense ratio.
Correlation
The correlation between SGHIX and VGSTX is 0.78, 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.
Risk-Adjusted Performance
SGHIX vs. VGSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sextant Global High Income Fund (SGHIX) and Vanguard STAR Fund (VGSTX). 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.
Dividends
SGHIX vs. VGSTX - Dividend Comparison
SGHIX's dividend yield for the trailing twelve months is around 3.99%, more than VGSTX's 2.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGHIX Sextant Global High Income Fund | 3.99% | 4.21% | 3.51% | 1.97% | 3.56% | 3.74% | 3.75% | 2.82% | 4.51% | 6.04% | 4.74% | 3.66% |
VGSTX Vanguard STAR Fund | 2.23% | 2.21% | 2.08% | 1.36% | 1.42% | 2.11% | 2.52% | 1.85% | 2.08% | 2.09% | 2.18% | 1.82% |
Drawdowns
SGHIX vs. VGSTX - Drawdown Comparison
The maximum SGHIX drawdown since its inception was -26.67%, smaller than the maximum VGSTX drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for SGHIX and VGSTX. For additional features, visit the drawdowns tool.
Volatility
SGHIX vs. VGSTX - Volatility Comparison
The current volatility for Sextant Global High Income Fund (SGHIX) is 2.23%, while Vanguard STAR Fund (VGSTX) has a volatility of 2.39%. This indicates that SGHIX experiences smaller price fluctuations and is considered to be less risky than VGSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.