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SJVIX vs. SABTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SJVIX vs. SABTX

Last updated Jun 23, 2026

SJVIX (Crossmark Steward Large Cap Value Fund) and SABTX (SA U.S. Value Fund) are both Large Cap Value Equities funds. Over the past 3 years, SJVIX returned 19.76%/yr vs 18.73%/yr for SABTX. Their correlation of 0.89 suggests significant overlap in exposure. SJVIX charges 0.75%/yr vs 0.73%/yr for SABTX.

Performance

SJVIX vs. SABTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Steward Large Cap Value Fund (SJVIX) and SA U.S. Value Fund (SABTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SJVIX achieves a 13.24% return, which is significantly lower than SABTX's 17.85% return.

SJVIX

1D
-0.06%
1M
3.09%
YTD
13.24%
6M
11.97%
1Y
27.09%
3Y*
19.76%
5Y*
—
10Y*
—

SABTX

1D
0.31%
1M
2.76%
YTD
17.85%
6M
17.13%
1Y
35.82%
3Y*
18.73%
5Y*
12.03%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJVIX vs. SABTX - Yearly Performance Comparison

2026 (YTD)2025202420232022
SJVIX
Crossmark Steward Large Cap Value Fund		13.24%13.50%21.19%13.30%-4.94%
SABTX
SA U.S. Value Fund		17.85%17.69%11.32%11.82%-2.00%

Correlation

The correlation between SJVIX and SABTX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2022

0.89

The correlation between SJVIX and SABTX shifts across timeframes, from 0.79 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

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Crossmark Steward Large Cap Value Fund

SA U.S. Value Fund

Often compared with SJVIX:
SJVIX vs. SJGIXSJVIX vs. SWLVXSJVIX vs. SJCIXSJVIX vs. SNTCXSJVIX vs. SGISXSJVIX vs. VALAXSJVIX vs. SCJIX
Often compared with SABTX:
SABTX vs. SAUFXSABTX vs. SAMKXSABTX vs. SAISXSABTX vs. SAWMXSABTX vs. SAUMXSABTX vs. SAREXSABTX vs. SAHMX

Return for Risk

SJVIX vs. SABTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SJVIX
SJVIX Risk / Return Rank: 5858
Overall Rank
SJVIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SJVIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
SJVIX Omega Ratio Rank: 5151
Omega Ratio Rank
SJVIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SJVIX Martin Ratio Rank: 5959
Martin Ratio Rank
SABTX
SABTX Risk / Return Rank: 9595
Overall Rank
SABTX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SABTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SABTX Omega Ratio Rank: 8888
Omega Ratio Rank
SABTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SABTX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SJVIX vs. SABTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Large Cap Value Fund (SJVIX) and SA U.S. Value Fund (SABTX). 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.

SJVIXSABTXDifference
Sharpe ratioReturn per unit of total volatility
2.07
3.34

-1.27

Sortino ratioReturn per unit of downside risk
2.93
4.63

-1.70

Omega ratioGain probability vs. loss probability

1.36

1.58

-0.22

Calmar ratioReturn relative to maximum drawdown

2.97

6.26

-3.29

Martin ratioReturn relative to average drawdown

11.03

22.52

-11.49

SJVIX vs. SABTX - Sharpe Ratio Comparison

The current SJVIX Sharpe Ratio is 2.07, which is lower than the SABTX Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of SJVIX and SABTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SJVIX vs. SABTX - Drawdown Comparison

The maximum SJVIX drawdown since its inception was -20.27%, smaller than the maximum SABTX drawdown of -66.96%. Use the drawdown chart below to compare losses from any high point for SJVIX and SABTX.

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Drawdown Indicators

SJVIXSABTXDifference

Max Drawdown

Largest peak-to-trough decline

-20.27%

-66.96%

+46.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-6.36%

-2.83%

Max Drawdown (3Y)

Largest decline over 3 years

-17.68%

-16.63%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

—

-20.42%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.00%

—

Current Drawdown

Current decline from peak

-1.19%

-1.13%

-0.06%

Average Drawdown

Average peak-to-trough decline

-4.72%

-11.30%

+6.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

1.74%

+0.73%

Volatility

SJVIX vs. SABTX - Volatility Comparison

Crossmark Steward Large Cap Value Fund (SJVIX) has a higher volatility of 4.35% compared to SA U.S. Value Fund (SABTX) at 3.93%. This indicates that SJVIX's price experiences larger fluctuations and is considered to be riskier than SABTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SJVIXSABTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

3.93%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.38%

8.60%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

11.95%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

16.39%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

19.18%

-2.59%

SJVIX vs. SABTX - Expense Ratio Comparison

SJVIX has a 0.75% expense ratio, which is higher than SABTX's 0.73% expense ratio.

Dividends

SJVIX vs. SABTX - Dividend Comparison

SJVIX's dividend yield for the trailing twelve months is around 6.10%, more than SABTX's 3.29% yield.

PositionTTM20252024202320222021202020192018201720162015
SABTX
SA U.S. Value Fund		3.29%3.88%2.60%1.67%7.66%4.25%1.52%5.14%9.80%10.36%5.08%6.83%
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 SABTX have a correlation of 0.79, 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 SABTX (3.93%). In terms of maximum drawdown, SJVIX dropped -20.27% vs SABTX's -66.96%.

SABTX currently has the higher Sharpe Ratio (3.34 vs 2.07), 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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