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SNTCX vs. SCJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNTCX vs. SCJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Steward International Enhanced Index Fund (SNTCX) and Crossmark Steward Covered Call Income Fund (SCJIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNTCX achieves a 15.30% return, which is significantly higher than SCJIX's 2.08% return.


SNTCX

1D
2.40%
1M
3.24%
6M
8.41%
YTD
15.30%
1Y
32.03%
3Y*
19.56%
5Y*
11.50%
10Y*
10.30%
ALL TIME*
5.13%

SCJIX

1D
1.37%
1M
-1.10%
6M
1.89%
YTD
2.08%
1Y
11.37%
3Y*
11.98%
5Y*
8.46%
10Y*
ALL TIME*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SNTCX vs. SCJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNTCX
Crossmark Steward International Enhanced Index Fund
15.30%33.58%8.58%17.60%-11.61%10.82%4.89%18.97%-13.17%1.15%
SCJIX
Crossmark Steward Covered Call Income Fund
2.08%13.28%16.96%19.43%-12.28%21.59%6.97%20.76%-3.65%-0.40%

Correlation

The correlation between SNTCX and SCJIX is 0.74, 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.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2017

0.79

The correlation between SNTCX and SCJIX has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

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Return for Risk

SNTCX vs. SCJIX — Risk / Return Rank

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

SNTCX
SNTCX Risk / Return Rank: 8282
Overall Rank
SNTCX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SNTCX Sortino Ratio Rank: 7979
Sortino Ratio Rank
SNTCX Omega Ratio Rank: 7878
Omega Ratio Rank
SNTCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
SNTCX Martin Ratio Rank: 8686
Martin Ratio Rank

SCJIX
SCJIX Risk / Return Rank: 3232
Overall Rank
SCJIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SCJIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SCJIX Omega Ratio Rank: 3636
Omega Ratio Rank
SCJIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SCJIX Martin Ratio Rank: 3333
Martin Ratio Rank
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.

SNTCX vs. SCJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward International Enhanced Index Fund (SNTCX) and Crossmark Steward Covered Call Income Fund (SCJIX). 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.


SNTCXSCJIXDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.36

1.20

+0.15

Calmar ratioReturn relative to maximum drawdown

2.96

1.16

+1.80

Martin ratioReturn relative to average drawdown

11.13

4.82

+6.31

SNTCX vs. SCJIX - Sharpe Ratio Comparison

The current SNTCX Sharpe Ratio is 1.99, which is higher than the SCJIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SNTCX and SCJIX, 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

SNTCX vs. SCJIX - Drawdown Comparison

The maximum SNTCX drawdown since its inception was -60.58%, which is greater than SCJIX's maximum drawdown of -29.38%. Use the drawdown chart below to compare losses from any high point for SNTCX and SCJIX.


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Drawdown Indicators


SNTCXSCJIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.58%

-29.38%

-31.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-8.52%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-15.56%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-27.08%

-18.12%

-8.96%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

Current Drawdown

Current decline from peak

0.00%

-2.17%

+2.17%

Average Drawdown

Average peak-to-trough decline

-15.97%

-3.58%

-12.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.05%

+0.77%

Volatility

SNTCX vs. SCJIX - Volatility Comparison

Crossmark Steward International Enhanced Index Fund (SNTCX) has a higher volatility of 4.37% compared to Crossmark Steward Covered Call Income Fund (SCJIX) at 3.12%. This indicates that SNTCX's price experiences larger fluctuations and is considered to be riskier than SCJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNTCXSCJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

3.12%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

7.83%

+5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

9.28%

+6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

12.60%

+4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

14.83%

+3.28%

SNTCX vs. SCJIX - Expense Ratio Comparison

SNTCX has a 0.76% expense ratio, which is lower than SCJIX's 1.00% expense ratio.


Dividends

SNTCX vs. SCJIX - Dividend Comparison

SNTCX's dividend yield for the trailing twelve months is around 6.82%, less than SCJIX's 8.83% yield.


PositionTTM20252024202320222021202020192018201720162015
SCJIX
Crossmark Steward Covered Call Income Fund
8.83%9.18%12.61%8.45%9.53%25.39%15.45%7.00%10.68%0.00%0.00%0.00%
SNTCX
Crossmark Steward International Enhanced Index Fund
6.82%7.86%18.31%4.23%3.17%4.75%3.96%2.59%2.47%2.27%2.29%4.38%

Frequently Asked Questions


SNTCX and SCJIX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNTCX has higher volatility (4.37%) compared to SCJIX (3.12%). In terms of maximum drawdown, SNTCX dropped -60.58% vs SCJIX's -29.38%.

SNTCX currently has the higher Sharpe Ratio (1.99 vs 1.07), 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.

Portfolio Optimizer

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