SILVX vs. TANDX
SILVX (SGI U.S. Large Equity Fund) and TANDX (Castle Tandem Fund) are both Large Cap Blend Equities funds. Over the past 5 years, SILVX returned 7.85%/yr vs 2.31%/yr for TANDX. Their correlation of 0.80 means they have usually moved in the same direction. SILVX charges 0.98%/yr vs 1.59%/yr for TANDX.
Performance
SILVX vs. TANDX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SILVX achieves a 11.62% return, which is significantly higher than TANDX's -6.75% return.
SILVX
- 1D
- 0.82%
- 1M
- 0.26%
- 6M
- 7.28%
- YTD
- 11.62%
- 1Y
- 20.78%
- 3Y*
- 14.32%
- 5Y*
- 7.85%
- 10Y*
- 10.34%
- ALL TIME*
- 11.23%
TANDX
- 1D
- -0.76%
- 1M
- 3.12%
- 6M
- -5.57%
- YTD
- -6.75%
- 1Y
- -7.42%
- 3Y*
- 1.92%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 6.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
SILVX vs. TANDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SILVX SGI U.S. Large Equity Fund | 11.62% | 8.89% | 17.65% | 10.43% | -12.99% | 17.31% | 11.48% | 14.10% |
TANDX Castle Tandem Fund | -6.75% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
Correlation
The correlation between SILVX and TANDX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.80 |
Over the past year, the correlation between SILVX and TANDX has dropped to 0.57 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SILVX vs. TANDX — Risk / Return Rank
SILVX
TANDX
SILVX vs. TANDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Equity Fund (SILVX) and Castle Tandem Fund (TANDX). 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.
| SILVX | TANDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.91 | ||
| Sortino ratioReturn per unit of downside risk | +4.09 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.88 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | -0.50 | +3.00 |
| Martin ratioReturn relative to average drawdown | 11.23 | -0.96 | +12.19 |
Loading charts...
Drawdowns
SILVX vs. TANDX - Drawdown Comparison
The maximum SILVX drawdown since its inception was -31.29%, smaller than the maximum TANDX drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for SILVX and TANDX.
Loading charts...
Drawdown Indicators
| SILVX | TANDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.29% | -93.98% | +62.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -16.88% | +9.01% |
Max Drawdown (3Y)Largest decline over 3 years | -12.12% | -93.98% | +81.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -93.98% | +72.77% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | — | — |
Current DrawdownCurrent decline from peak | -0.15% | -93.48% | +93.33% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -21.84% | +18.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 8.79% | -7.04% |
Volatility
SILVX vs. TANDX - Volatility Comparison
The current volatility for SGI U.S. Large Equity Fund (SILVX) is 2.47%, while Castle Tandem Fund (TANDX) has a volatility of 4.71%. This indicates that SILVX experiences smaller price fluctuations and is considered to be less risky than TANDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SILVX | TANDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 4.71% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 6.97% | 8.74% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.33% | 10.68% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.20% | 596.04% | -582.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.95% | 491.15% | -476.20% |
SILVX vs. TANDX - Expense Ratio Comparison
SILVX has a 0.98% expense ratio, which is lower than TANDX's 1.59% expense ratio.
Dividends
SILVX vs. TANDX - Dividend Comparison
SILVX's dividend yield for the trailing twelve months is around 7.95%, more than TANDX's 6.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SILVX SGI U.S. Large Equity Fund | 7.95% | 8.87% | 23.03% | 4.68% | 4.09% | 15.68% | 0.61% | 4.37% | 4.43% | 7.34% | 2.61% | 7.04% |
TANDX Castle Tandem Fund | 6.62% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SILVX and TANDX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.71%) compared to SILVX (2.47%). In terms of maximum drawdown, SILVX dropped -31.29% vs TANDX's -93.98%.
SILVX currently has the higher Sharpe Ratio (2.11 vs -0.80), 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.
Find the right allocation for SILVX and TANDX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer