SGISX vs. RTXAX

Last updated Jun 4, 2026

SGISX (Crossmark Steward Global Equity Income Fund) and RTXAX (Russell Investment Tax-Managed Real Assets Fund) are both Global Equities funds. Over the past 5 years, SGISX returned 10.10%/yr vs 6.43%/yr for RTXAX. Their correlation of 0.82 suggests significant overlap in exposure. SGISX charges 0.99%/yr vs 1.33%/yr for RTXAX.

Performance

SGISX vs. RTXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Steward Global Equity Income Fund (SGISX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGISX achieves a 14.21% return, which is significantly lower than RTXAX's 16.52% return.

SGISX

• 1D: 1.47%
• 1M: 9.28%
• YTD: 14.21%
• 6M: 14.36%
• 1Y: 28.38%
• 3Y*: 19.55%
• 5Y*: 10.10%
• 10Y*: 11.78%

RTXAX

• 1D: 1.04%
• 1M: -0.39%
• YTD: 16.52%
• 6M: 16.24%
• 1Y: 27.87%
• 3Y*: 12.66%
• 5Y*: 6.43%
• 10Y*: —

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

SGISX vs. RTXAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SGISX Crossmark Steward Global Equity Income Fund	14.21%	21.79%	9.34%	15.60%	-11.27%	19.46%	8.55%	10.68%
RTXAX Russell Investment Tax-Managed Real Assets Fund	16.52%	13.56%	1.50%	7.40%	-11.66%	26.57%	3.73%	6.17%

Correlation

The correlation between SGISX and RTXAX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jun 19, 2019	0.82

The correlation between SGISX and RTXAX shifts across timeframes, from 0.63 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SGISX vs. RTXAX — Risk / Return Rank

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

SGISX

SGISX Risk / Return Rank: 66
SGISX Sharpe Ratio Rank: 62
SGISX Sortino Ratio Rank: 58
SGISX Omega Ratio Rank: 55
SGISX Calmar Ratio Rank: 79
SGISX Martin Ratio Rank: 74

RTXAX

RTXAX Risk / Return Rank: 81
RTXAX Sharpe Ratio Rank: 79
RTXAX Sortino Ratio Rank: 72
RTXAX Omega Ratio Rank: 66
RTXAX Calmar Ratio Rank: 93
RTXAX Martin Ratio Rank: 94

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. RTXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Global Equity Income Fund (SGISX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). 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	RTXAX	Difference
Sharpe ratio: Return per unit of total volatility	2.33	2.59	-0.26
Sortino ratio: Return per unit of downside risk	3.21	3.52	-0.31
Omega ratio: Gain probability vs. loss probability	1.41	1.45	-0.04
Calmar ratio: Return relative to maximum drawdown	3.64	5.36	-1.72
Martin ratio: Return relative to average drawdown	14.04	20.98	-6.94
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. RTXAX - Sharpe Ratio Comparison

The current SGISX Sharpe Ratio is 2.33, which is comparable to the RTXAX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of SGISX and RTXAX, 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	RTXAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	2.59	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.41	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.43	+0.30

Drawdowns

SGISX vs. RTXAX - Drawdown Comparison

The maximum SGISX drawdown since its inception was -35.59%, smaller than the maximum RTXAX drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for SGISX and RTXAX.

Drawdown Indicators

	SGISX	RTXAX	Difference
Max Drawdown Largest peak-to-trough decline	-35.59%	-40.68%	+5.09%
Max Drawdown (1Y) Largest decline over 1 year	-8.16%	-5.21%	-2.95%
Max Drawdown (3Y) Largest decline over 3 years	-14.71%	-17.13%	+2.42%
Max Drawdown (5Y) Largest decline over 5 years	-21.76%	-24.63%	+2.87%
Max Drawdown (10Y) Largest decline over 10 years	-35.59%	—	—
Current Drawdown Current decline from peak	0.00%	-1.27%	+1.27%
Average Drawdown Average peak-to-trough decline	-3.76%	-7.78%	+4.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	1.33%	+0.78%

Volatility

SGISX vs. RTXAX - Volatility Comparison

Crossmark Steward Global Equity Income Fund (SGISX) has a higher volatility of 4.17% compared to Russell Investment Tax-Managed Real Assets Fund (RTXAX) at 3.03%. This indicates that SGISX's price experiences larger fluctuations and is considered to be riskier than RTXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGISX	RTXAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.17%	3.03%	+1.14%
Volatility (6M) Calculated over the trailing 6-month period	9.61%	8.05%	+1.56%
Volatility (1Y) Calculated over the trailing 1-year period	12.73%	10.79%	+1.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.02%	15.83%	-0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.68%	20.07%	-3.39%

SGISX vs. RTXAX - Expense Ratio Comparison

SGISX has a 0.99% expense ratio, which is lower than RTXAX's 1.33% expense ratio.

Dividends

SGISX vs. RTXAX - Dividend Comparison

SGISX's dividend yield for the trailing twelve months is around 5.58%, more than RTXAX's 2.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RTXAX Russell Investment Tax-Managed Real Assets Fund	2.46%	2.86%	2.05%	1.98%	3.11%	1.74%	1.71%	0.84%	0.00%	0.00%	0.00%	0.00%
SGISX Crossmark Steward Global Equity Income Fund	5.58%	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 RTXAX in my portfolio?

SGISX and RTXAX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGISX or RTXAX?

SGISX has higher volatility (4.17%) compared to RTXAX (3.03%). In terms of maximum drawdown, SGISX dropped -35.59% vs RTXAX's -40.68%.

Which has better risk-adjusted returns?

RTXAX currently has the higher Sharpe Ratio (2.59 vs 2.33), 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.