SGISX vs. SVAAX
SGISX (Crossmark Steward Global Equity Income Fund) and SVAAX (Federated Hermes Strategic Value Dividend Fund Class A) are both Dividend funds. Over the past 10 years, SGISX returned 11.16%/yr vs 8.12%/yr for SVAAX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. SGISX charges 0.99%/yr vs 1.06%/yr for SVAAX.
Performance
SGISX vs. SVAAX - Performance Comparison
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Returns By Period
In the year-to-date period, SGISX achieves a 12.19% return, which is significantly lower than SVAAX's 15.31% return. Over the past 10 years, SGISX has outperformed SVAAX with an annualized return of 11.16%, while SVAAX has yielded a comparatively lower 8.12% annualized return.
SGISX
- 1D
- 0.96%
- 1M
- 2.92%
- 6M
- 9.80%
- YTD
- 12.19%
- 1Y
- 24.95%
- 3Y*
- 16.39%
- 5Y*
- 9.71%
- 10Y*
- 11.16%
- ALL TIME*
- 11.09%
SVAAX
- 1D
- -1.50%
- 1M
- 2.45%
- 6M
- 9.65%
- YTD
- 15.31%
- 1Y
- 24.12%
- 3Y*
- 15.87%
- 5Y*
- 11.50%
- 10Y*
- 8.12%
- ALL TIME*
- 7.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SGISX vs. SVAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGISX Crossmark Steward Global Equity Income Fund | 12.19% | 21.79% | 9.34% | 15.60% | -11.27% | 19.46% | 8.55% | 24.76% | -7.78% | 22.36% |
SVAAX Federated Hermes Strategic Value Dividend Fund Class A | 15.31% | 14.42% | 16.29% | -2.07% | 8.07% | 21.36% | -8.15% | 19.42% | -8.44% | 14.69% |
Correlation
The correlation between SGISX and SVAAX is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.73 |
Over the past year, the correlation between SGISX and SVAAX has dropped to 0.29 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
SGISX vs. SVAAX — Risk / Return Rank
SGISX
SVAAX
SGISX vs. SVAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Global Equity Income Fund (SGISX) and Federated Hermes Strategic Value Dividend Fund Class A (SVAAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGISX | SVAAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 5.91 | -3.20 |
| Martin ratioReturn relative to average drawdown | 9.02 | 15.70 | -6.69 |
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Drawdowns
SGISX vs. SVAAX - Drawdown Comparison
The maximum SGISX drawdown since its inception was -35.59%, smaller than the maximum SVAAX drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for SGISX and SVAAX.
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Drawdown Indicators
| SGISX | SVAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.59% | -51.16% | +15.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -4.71% | -3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -14.71% | -12.84% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.76% | -16.17% | -5.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.59% | -36.47% | +0.88% |
Current DrawdownCurrent decline from peak | -1.77% | -1.50% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -8.15% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.69% | +0.76% |
Volatility
SGISX vs. SVAAX - Volatility Comparison
The current volatility for Crossmark Steward Global Equity Income Fund (SGISX) is 3.39%, while Federated Hermes Strategic Value Dividend Fund Class A (SVAAX) has a volatility of 4.57%. This indicates that SGISX experiences smaller price fluctuations and is considered to be less risky than SVAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGISX | SVAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 4.57% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 8.70% | +1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 11.31% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 13.80% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 15.44% | +1.21% |
SGISX vs. SVAAX - Expense Ratio Comparison
SGISX has a 0.99% expense ratio, which is lower than SVAAX's 1.06% expense ratio.
Dividends
SGISX vs. SVAAX - Dividend Comparison
SGISX's dividend yield for the trailing twelve months is around 5.82%, more than SVAAX's 5.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGISX Crossmark Steward Global Equity Income Fund | 5.82% | 6.35% | 5.08% | 2.67% | 8.68% | 16.69% | 2.43% | 7.94% | 10.59% | 7.58% | 6.99% | 8.32% |
SVAAX Federated Hermes Strategic Value Dividend Fund Class A | 5.62% | 5.80% | 7.38% | 4.10% | 9.49% | 3.50% | 4.06% | 8.55% | 8.39% | 10.16% | 5.00% | 8.45% |
Frequently Asked Questions
SGISX and SVAAX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SVAAX has higher volatility (4.57%) compared to SGISX (3.39%). In terms of maximum drawdown, SGISX dropped -35.59% vs SVAAX's -51.16%.
SVAAX currently has the higher Sharpe Ratio (2.47 vs 1.66), 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.
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