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SJVIX vs. SJGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SJVIX vs. SJGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Steward Large Cap Value Fund (SJVIX) and Crossmark Steward Large Cap Growth Fund (SJGIX). 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 higher than SJGIX's 8.27% return.


SJVIX

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

SJGIX

1D
0.98%
1M
-0.21%
YTD
8.27%
6M
7.21%
1Y
19.64%
3Y*
20.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJVIX vs. SJGIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
SJVIX
Crossmark Steward Large Cap Value Fund
13.24%13.50%21.19%13.30%-4.94%
SJGIX
Crossmark Steward Large Cap Growth Fund
8.27%10.22%30.89%35.65%-11.54%

Correlation

The correlation between SJVIX and SJGIX is 0.72, 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

0.72

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

0.71

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

0.78

The correlation between SJVIX and SJGIX has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.

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Return for Risk

SJVIX vs. SJGIX — 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

SJGIX
SJGIX Risk / Return Rank: 2121
Overall Rank
SJGIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SJGIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
SJGIX Omega Ratio Rank: 2020
Omega Ratio Rank
SJGIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SJGIX Martin Ratio Rank: 2525
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. SJGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Large Cap Value Fund (SJVIX) and Crossmark Steward Large Cap Growth Fund (SJGIX). 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.


SJVIXSJGIXDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.36

1.22

+0.14

Calmar ratioReturn relative to maximum drawdown

2.97

1.55

+1.43

Martin ratioReturn relative to average drawdown

11.03

5.67

+5.36

SJVIX vs. SJGIX - Sharpe Ratio Comparison

The current SJVIX Sharpe Ratio is 2.07, which is higher than the SJGIX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SJVIX and SJGIX, 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. SJGIX - Drawdown Comparison

The maximum SJVIX drawdown since its inception was -20.27%, smaller than the maximum SJGIX drawdown of -24.53%. Use the drawdown chart below to compare losses from any high point for SJVIX and SJGIX.


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Drawdown Indicators


SJVIXSJGIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.27%

-24.53%

+4.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-12.41%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-17.68%

-22.33%

+4.65%

Current Drawdown

Current decline from peak

-1.19%

-2.60%

+1.41%

Average Drawdown

Average peak-to-trough decline

-4.72%

-6.32%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.38%

-0.91%

Volatility

SJVIX vs. SJGIX - Volatility Comparison

The current volatility for Crossmark Steward Large Cap Value Fund (SJVIX) is 4.35%, while Crossmark Steward Large Cap Growth Fund (SJGIX) has a volatility of 5.34%. This indicates that SJVIX experiences smaller price fluctuations and is considered to be less risky than SJGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJVIXSJGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

5.34%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.38%

12.73%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

15.78%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

20.50%

-3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

20.50%

-3.91%

SJVIX vs. SJGIX - Expense Ratio Comparison

Both SJVIX and SJGIX have an expense ratio of 0.75%.


Dividends

SJVIX vs. SJGIX - Dividend Comparison

SJVIX's dividend yield for the trailing twelve months is around 6.10%, less than SJGIX's 7.98% yield.


PositionTTM2025202420232022
SJGIX
Crossmark Steward Large Cap Growth Fund
7.98%8.64%6.72%0.39%0.41%
SJVIX
Crossmark Steward Large Cap Value Fund
6.10%6.91%8.41%1.44%1.72%

Frequently Asked Questions


SJVIX and SJGIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SJGIX has higher volatility (5.34%) compared to SJVIX (4.35%). In terms of maximum drawdown, SJVIX dropped -20.27% vs SJGIX's -24.53%.

SJVIX currently has the higher Sharpe Ratio (2.07 vs 1.22), 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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