SGHIX vs. VGWLX
Compare and contrast key facts about Sextant Global High Income Fund (SGHIX) and Vanguard Global Wellington Fund Investor Shares (VGWLX).
SGHIX is managed by Sextant Mutual Funds. It was launched on Mar 29, 2012. VGWLX is managed by Vanguard. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGHIX or VGWLX.
Performance
SGHIX vs. VGWLX - Performance Comparison
Returns By Period
In the year-to-date period, SGHIX achieves a 5.64% return, which is significantly lower than VGWLX's 7.99% return.
SGHIX
5.64%
-2.25%
0.37%
11.89%
3.32%
3.66%
VGWLX
7.99%
-2.19%
2.58%
13.44%
7.07%
N/A
Key characteristics
| SGHIX | VGWLX | |
|---|---|---|
| Sharpe Ratio | 1.72 | 2.07 |
| Sortino Ratio | 2.40 | 2.88 |
| Omega Ratio | 1.31 | 1.38 |
| Calmar Ratio | 1.85 | 3.80 |
| Martin Ratio | 8.67 | 11.94 |
| Ulcer Index | 1.42% | 1.17% |
| Daily Std Dev | 7.20% | 6.76% |
| Max Drawdown | -26.67% | -25.28% |
| Current Drawdown | -3.55% | -2.19% |
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SGHIX vs. VGWLX - Expense Ratio Comparison
SGHIX has a 0.75% expense ratio, which is higher than VGWLX's 0.42% expense ratio.
Correlation
The correlation between SGHIX and VGWLX is 0.82, 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. VGWLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sextant Global High Income Fund (SGHIX) and Vanguard Global Wellington Fund Investor Shares (VGWLX). 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. VGWLX - Dividend Comparison
SGHIX's dividend yield for the trailing twelve months is around 3.99%, more than VGWLX's 3.01% 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% |
VGWLX Vanguard Global Wellington Fund Investor Shares | 3.01% | 2.50% | 1.92% | 1.67% | 1.54% | 1.83% | 2.31% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SGHIX vs. VGWLX - Drawdown Comparison
The maximum SGHIX drawdown since its inception was -26.67%, which is greater than VGWLX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for SGHIX and VGWLX. For additional features, visit the drawdowns tool.
Volatility
SGHIX vs. VGWLX - Volatility Comparison
Sextant Global High Income Fund (SGHIX) has a higher volatility of 2.23% compared to Vanguard Global Wellington Fund Investor Shares (VGWLX) at 1.75%. This indicates that SGHIX's price experiences larger fluctuations and is considered to be riskier than VGWLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.