SJGIX vs. DNVYX

Last updated Aug 1, 2026

SJGIX (Crossmark Steward Large Cap Growth Fund) and DNVYX (Davis New York Venture Fund Class Y) are both Large Cap Growth Equities funds. Over the past 3 years, SJGIX returned 19.11%/yr vs 25.43%/yr for DNVYX. Their correlation of 0.81 means they have usually moved in the same direction. SJGIX charges 0.75%/yr vs 0.67%/yr for DNVYX.

Performance

SJGIX vs. DNVYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Steward Large Cap Growth Fund (SJGIX) and Davis New York Venture Fund Class Y (DNVYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SJGIX achieves a 9.48% return, which is significantly lower than DNVYX's 13.34% return.

SJGIX

• 1D: 1.83%
• 1M: 0.73%
• 6M: 9.90%
• YTD: 9.48%
• 1Y: 15.67%
• 3Y*: 19.11%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.53%

DNVYX

• 1D: 0.34%
• 1M: 1.66%
• 6M: 9.53%
• YTD: 13.34%
• 1Y: 32.69%
• 3Y*: 25.43%
• 5Y*: 14.92%
• 10Y*: 14.71%
• ALL TIME*: 10.25%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DNVYX Davis New York Venture Fund Class Y	$0.00	$0.00	$0.00
SJGIX Crossmark Steward Large Cap Growth Fund	$0.00	$0.00	$0.00

SJGIX vs. DNVYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SJGIX Crossmark Steward Large Cap Growth Fund	9.48%	10.22%	30.89%	35.65%	-11.54%
DNVYX Davis New York Venture Fund Class Y	13.34%	27.17%	31.80%	30.49%	-13.86%

Correlation

The correlation between SJGIX and DNVYX is 0.71, 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.	0.71
Correlation (3Y) Balances recent behavior with more history.	0.74
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.81

The correlation between SJGIX and DNVYX has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.

Return for Risk

SJGIX vs. DNVYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SJGIX

SJGIX Risk / Return Rank: 21
SJGIX Sharpe Ratio Rank: 20
SJGIX Sortino Ratio Rank: 19
SJGIX Omega Ratio Rank: 20
SJGIX Calmar Ratio Rank: 20
SJGIX Martin Ratio Rank: 25

DNVYX

DNVYX Risk / Return Rank: 90
DNVYX Sharpe Ratio Rank: 91
DNVYX Sortino Ratio Rank: 87
DNVYX Omega Ratio Rank: 84
DNVYX Calmar Ratio Rank: 92
DNVYX Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SJGIX vs. DNVYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Large Cap Growth Fund (SJGIX) and Davis New York Venture Fund Class Y (DNVYX). 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.

	SJGIX	DNVYX	Difference
Sharpe ratio: Return per unit of total volatility	0.79	2.34	-1.56
Sortino ratio: Return per unit of downside risk	1.16	3.18	-2.02
Omega ratio: Gain probability vs. loss probability	1.14	1.41	-0.26
Calmar ratio: Return relative to maximum drawdown	1.03	3.68	-2.65
Martin ratio: Return relative to average drawdown	3.67	14.53	-10.86

SJGIX vs. DNVYX - Sharpe Ratio Comparison

The current SJGIX Sharpe Ratio is 0.79, which is lower than the DNVYX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of SJGIX and DNVYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SJGIX vs. DNVYX - Drawdown Comparison

The maximum SJGIX drawdown since its inception was -24.53%, smaller than the maximum DNVYX drawdown of -58.41%. Use the drawdown chart below to compare losses from any high point for SJGIX and DNVYX.

Drawdown Indicators

	SJGIX	DNVYX	Difference
Max Drawdown Largest peak-to-trough decline	-24.53%	-58.41%	+33.88%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	-7.97%	-4.44%
Max Drawdown (3Y) Largest decline over 3 years	-22.33%	-21.44%	-0.89%
Max Drawdown (5Y) Largest decline over 5 years	—	-30.35%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.97%	—
Current Drawdown Current decline from peak	-1.99%	-0.31%	-1.68%
Average Drawdown Average peak-to-trough decline	-6.22%	-9.40%	+3.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	2.02%	+1.46%

Volatility

SJGIX vs. DNVYX - Volatility Comparison

Crossmark Steward Large Cap Growth Fund (SJGIX) has a higher volatility of 4.24% compared to Davis New York Venture Fund Class Y (DNVYX) at 2.79%. This indicates that SJGIX's price experiences larger fluctuations and is considered to be riskier than DNVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SJGIX	DNVYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	2.79%	+1.45%
Volatility (6M) Calculated over the trailing 6-month period	12.88%	8.86%	+4.02%
Volatility (1Y) Calculated over the trailing 1-year period	16.27%	12.53%	+3.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.38%	21.78%	-1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.38%	21.02%	-0.64%

SJGIX vs. DNVYX - Expense Ratio Comparison

SJGIX has a 0.75% expense ratio, which is higher than DNVYX's 0.67% expense ratio.

Dividends

SJGIX vs. DNVYX - Dividend Comparison

SJGIX's dividend yield for the trailing twelve months is around 7.90%, less than DNVYX's 9.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DNVYX Davis New York Venture Fund Class Y	9.37%	11.15%	31.98%	7.88%	7.54%	21.48%	5.93%	7.63%	23.81%	8.39%	12.88%	22.87%
SJGIX Crossmark Steward Large Cap Growth Fund	7.90%	8.64%	6.72%	0.39%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SJGIX and DNVYX in my portfolio?

SJGIX and DNVYX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SJGIX or DNVYX?

SJGIX has higher volatility (4.24%) compared to DNVYX (2.79%). In terms of maximum drawdown, SJGIX dropped -24.53% vs DNVYX's -58.41%.

Which has better risk-adjusted returns?

DNVYX currently has the higher Sharpe Ratio (2.34 vs 0.79), 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.