SGISX vs. LVAGX

Last updated Jun 5, 2026

SGISX (Crossmark Steward Global Equity Income Fund) and LVAGX (LSV Global Value Fund) are both Global Equities funds. Over the past 10 years, SGISX returned 11.67%/yr vs 11.78%/yr for LVAGX. Their correlation of 0.91 suggests significant overlap in exposure. SGISX charges 0.99%/yr vs 1.15%/yr for LVAGX.

Performance

SGISX vs. LVAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Steward Global Equity Income Fund (SGISX) and LSV Global Value Fund (LVAGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGISX achieves a 13.04% return, which is significantly lower than LVAGX's 24.37% return. Both investments have delivered pretty close results over the past 10 years, with SGISX having a 11.67% annualized return and LVAGX not far ahead at 11.78%.

SGISX

• 1D: -1.03%
• 1M: 7.09%
• YTD: 13.04%
• 6M: 12.96%
• 1Y: 27.14%
• 3Y*: 19.14%
• 5Y*: 9.70%
• 10Y*: 11.67%

LVAGX

• 1D: -0.70%
• 1M: 7.71%
• YTD: 24.37%
• 6M: 26.59%
• 1Y: 46.58%
• 3Y*: 24.06%
• 5Y*: 12.91%
• 10Y*: 11.78%

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

SGISX vs. LVAGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGISX Crossmark Steward Global Equity Income Fund	13.04%	21.79%	9.34%	15.60%	-11.27%	19.46%	8.55%	24.76%	-7.78%	22.36%
LVAGX LSV Global Value Fund	24.37%	26.84%	6.86%	18.76%	-8.44%	21.07%	0.15%	21.99%	-15.70%	21.70%

Correlation

The correlation between SGISX and LVAGX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jan 5, 2015	0.91

The correlation between SGISX and LVAGX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

Return for Risk

SGISX vs. LVAGX — Risk / Return Rank

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

SGISX

SGISX Risk / Return Rank: 59
SGISX Sharpe Ratio Rank: 53
SGISX Sortino Ratio Rank: 51
SGISX Omega Ratio Rank: 49
SGISX Calmar Ratio Rank: 75
SGISX Martin Ratio Rank: 68

LVAGX

LVAGX Risk / Return Rank: 95
LVAGX Sharpe Ratio Rank: 97
LVAGX Sortino Ratio Rank: 95
LVAGX Omega Ratio Rank: 90
LVAGX Calmar Ratio Rank: 97
LVAGX Martin Ratio Rank: 97

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.

SGISX vs. LVAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Global Equity Income Fund (SGISX) and LSV Global Value Fund (LVAGX). 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.

	SGISX	LVAGX	Difference
Sharpe ratio: Return per unit of total volatility	2.13	3.67	-1.54
Sortino ratio: Return per unit of downside risk	2.96	4.99	-2.03
Omega ratio: Gain probability vs. loss probability	1.38	1.66	-0.28
Calmar ratio: Return relative to maximum drawdown	3.33	6.63	-3.30
Martin ratio: Return relative to average drawdown	12.85	25.10	-12.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGISX vs. LVAGX - Sharpe Ratio Comparison

The current SGISX Sharpe Ratio is 2.13, which is lower than the LVAGX Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of SGISX and LVAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SGISX	LVAGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	3.67	-1.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.85	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.70	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.59	+0.13

Drawdowns

SGISX vs. LVAGX - Drawdown Comparison

The maximum SGISX drawdown since its inception was -35.59%, smaller than the maximum LVAGX drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for SGISX and LVAGX.

Drawdown Indicators

	SGISX	LVAGX	Difference
Max Drawdown Largest peak-to-trough decline	-35.59%	-42.32%	+6.73%
Max Drawdown (1Y) Largest decline over 1 year	-8.16%	-7.03%	-1.13%
Max Drawdown (3Y) Largest decline over 3 years	-14.71%	-16.13%	+1.42%
Max Drawdown (5Y) Largest decline over 5 years	-21.76%	-23.77%	+2.01%
Max Drawdown (10Y) Largest decline over 10 years	-35.59%	-42.32%	+6.73%
Current Drawdown Current decline from peak	-1.03%	-0.70%	-0.33%
Average Drawdown Average peak-to-trough decline	-3.76%	-7.02%	+3.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	1.85%	+0.26%

Volatility

SGISX vs. LVAGX - Volatility Comparison

Crossmark Steward Global Equity Income Fund (SGISX) and LSV Global Value Fund (LVAGX) have volatilities of 4.21% and 4.32%, 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.

Volatility by Period

	SGISX	LVAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	4.32%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	9.65%	9.77%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	12.78%	12.70%	+0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.03%	15.32%	-0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.68%	16.95%	-0.27%

SGISX vs. LVAGX - Expense Ratio Comparison

SGISX has a 0.99% expense ratio, which is lower than LVAGX's 1.15% expense ratio.

Dividends

SGISX vs. LVAGX - Dividend Comparison

SGISX's dividend yield for the trailing twelve months is around 5.64%, more than LVAGX's 5.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LVAGX LSV Global Value Fund	5.13%	6.38%	2.44%	2.69%	1.52%	2.04%	1.66%	1.99%	4.71%	1.86%	2.54%	2.35%
SGISX Crossmark Steward Global Equity Income Fund	5.64%	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 SGISX and LVAGX in my portfolio?

With a correlation of 0.91, SGISX and LVAGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SGISX or LVAGX?

LVAGX has higher volatility (4.32%) compared to SGISX (4.21%). In terms of maximum drawdown, SGISX dropped -35.59% vs LVAGX's -42.32%.

Which has better risk-adjusted returns?

LVAGX currently has the higher Sharpe Ratio (3.67 vs 2.13), 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.