SGISX vs. TRDFX
SGISX (Crossmark Steward Global Equity Income Fund) and TRDFX (Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund) are both mutual funds - SGISX is a Global Equities fund managed by Crossmark Steward Funds, while TRDFX is a Small Cap Blend Equities fund managed by Crossmark Steward Funds. Over the past 10 years, SGISX returned 11.78%/yr vs 9.78%/yr for TRDFX. Their correlation of 0.87 suggests significant overlap in exposure. SGISX charges 0.99%/yr vs 0.80%/yr for TRDFX.
Performance
SGISX vs. TRDFX - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with SGISX at 14.21% and TRDFX at 14.21%. Over the past 10 years, SGISX has outperformed TRDFX with an annualized return of 11.78%, while TRDFX has yielded a comparatively lower 9.78% annualized 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%
TRDFX
- 1D
- 0.95%
- 1M
- 3.21%
- YTD
- 14.21%
- 6M
- 14.01%
- 1Y
- 26.70%
- 3Y*
- 14.25%
- 5Y*
- 6.77%
- 10Y*
- 9.78%
SGISX vs. TRDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGISX Crossmark Steward Global Equity Income Fund | 14.21% | 21.79% | 9.34% | 15.60% | -11.27% | 19.46% | 8.55% | 24.76% | -7.78% | 22.36% |
TRDFX Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund | 14.21% | 5.76% | 9.90% | 15.86% | -14.98% | 26.35% | 10.40% | 21.40% | -12.76% | 13.92% |
Correlation
The correlation between SGISX and TRDFX is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2012 | 0.87 |
The correlation between SGISX and TRDFX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
SGISX vs. TRDFX — Risk / Return Rank
SGISX
TRDFX
SGISX vs. TRDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Global Equity Income Fund (SGISX) and Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund (TRDFX). 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 | TRDFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.32 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.34 | +0.30 |
| Martin ratioReturn relative to average drawdown | 14.04 | 11.62 | +2.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGISX | TRDFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 1.80 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.31 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.43 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.36 | +0.37 |
Drawdowns
SGISX vs. TRDFX - Drawdown Comparison
The maximum SGISX drawdown since its inception was -35.59%, smaller than the maximum TRDFX drawdown of -61.60%. Use the drawdown chart below to compare losses from any high point for SGISX and TRDFX.
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Drawdown Indicators
| SGISX | TRDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.59% | -61.60% | +26.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -8.55% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -14.71% | -26.32% | +11.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.76% | -29.52% | +7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.59% | -45.92% | +10.33% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.76% | -12.97% | +9.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.45% | -0.34% |
Volatility
SGISX vs. TRDFX - Volatility Comparison
Crossmark Steward Global Equity Income Fund (SGISX) and Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund (TRDFX) have volatilities of 4.17% 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.
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Volatility by Period
| SGISX | TRDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 4.32% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 11.23% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 15.88% | -3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 22.00% | -6.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 22.86% | -6.18% |
SGISX vs. TRDFX - Expense Ratio Comparison
SGISX has a 0.99% expense ratio, which is higher than TRDFX's 0.80% expense ratio.
Dividends
SGISX vs. TRDFX - Dividend Comparison
SGISX's dividend yield for the trailing twelve months is around 5.58%, less than TRDFX's 7.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRDFX Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund | 7.67% | 8.76% | 6.18% | 4.29% | 28.61% | 13.92% | 4.16% | 3.50% | 15.78% | 7.77% | 3.51% | 13.93% |
Frequently Asked Questions
SGISX and TRDFX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRDFX has higher volatility (4.32%) compared to SGISX (4.17%). In terms of maximum drawdown, SGISX dropped -35.59% vs TRDFX's -61.60%.
SGISX currently has the higher Sharpe Ratio (2.33 vs 1.80), 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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