SJVIX vs. DFP
SJVIX (Crossmark Steward Large Cap Value Fund) and DFP (Dimensional Financial Leaders Fund) are both Large Cap Value Equities funds. Over the past 3 years, SJVIX returned 19.76%/yr vs 12.08%/yr for DFP. At a 0.49 correlation, their price movements are largely independent. SJVIX charges 0.75%/yr vs 0.01%/yr for DFP.
Performance
SJVIX vs. DFP - Performance Comparison
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Returns By Period
In the year-to-date period, SJVIX achieves a 13.24% return, which is significantly higher than DFP's 0.81% return.
SJVIX
- 1D
- -0.06%
- 1M
- 3.09%
- YTD
- 13.24%
- 6M
- 11.97%
- 1Y
- 27.09%
- 3Y*
- 19.76%
- 5Y*
- —
- 10Y*
- —
DFP
- 1D
- -0.34%
- 1M
- -0.20%
- YTD
- 0.81%
- 6M
- 0.92%
- 1Y
- 7.76%
- 3Y*
- 12.08%
- 5Y*
- 0.06%
- 10Y*
- 5.88%
SJVIX vs. DFP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SJVIX Crossmark Steward Large Cap Value Fund | 13.24% | 13.50% | 21.19% | 13.30% | -4.94% |
DFP Dimensional Financial Leaders Fund | 0.81% | 11.88% | 20.47% | 2.12% | -20.95% |
Correlation
The correlation between SJVIX and DFP is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022 | 0.49 |
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Return for Risk
SJVIX vs. DFP — Risk / Return Rank
SJVIX
DFP
SJVIX vs. DFP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Large Cap Value Fund (SJVIX) and Dimensional Financial Leaders Fund (DFP). 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.
| SJVIX | DFP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.17 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 0.78 | +2.19 |
| Martin ratioReturn relative to average drawdown | 11.03 | 2.53 | +8.50 |
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Drawdowns
SJVIX vs. DFP - Drawdown Comparison
The maximum SJVIX drawdown since its inception was -20.27%, smaller than the maximum DFP drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for SJVIX and DFP.
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Drawdown Indicators
| SJVIX | DFP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.27% | -47.32% | +27.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -9.97% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.68% | -14.27% | -3.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.32% | — |
Current DrawdownCurrent decline from peak | -1.19% | -5.30% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -9.73% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 3.07% | -0.60% |
Volatility
SJVIX vs. DFP - Volatility Comparison
Crossmark Steward Large Cap Value Fund (SJVIX) has a higher volatility of 4.35% compared to Dimensional Financial Leaders Fund (DFP) at 2.32%. This indicates that SJVIX's price experiences larger fluctuations and is considered to be riskier than DFP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SJVIX | DFP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 2.32% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 6.98% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 8.79% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 14.55% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 18.98% | -2.39% |
SJVIX vs. DFP - Expense Ratio Comparison
SJVIX has a 0.75% expense ratio, which is higher than DFP's 0.01% expense ratio.
Dividends
SJVIX vs. DFP - Dividend Comparison
SJVIX's dividend yield for the trailing twelve months is around 6.10%, less than DFP's 7.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFP Dimensional Financial Leaders Fund | 7.45% | 6.99% | 6.81% | 7.39% | 10.54% | 7.03% | 6.36% | 6.41% | 8.75% | 7.11% | 8.16% | 8.38% |
SJVIX Crossmark Steward Large Cap Value Fund | 6.10% | 6.91% | 8.41% | 1.44% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SJVIX and DFP have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SJVIX has higher volatility (4.35%) compared to DFP (2.32%). In terms of maximum drawdown, SJVIX dropped -20.27% vs DFP's -47.32%.
SJVIX currently has the higher Sharpe Ratio (2.07 vs 0.89), 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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