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SNTCX vs. SEACX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNTCX vs. SEACX - 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 Select Bond Fund (SEACX). The values are adjusted to include any dividend payments, if applicable.

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SNTCX vs. SEACX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNTCX
Crossmark Steward International Enhanced Index Fund
-1.29%33.58%8.58%17.60%-11.61%10.82%4.89%18.97%-13.17%23.33%
SEACX
Crossmark Steward Select Bond Fund
-0.67%6.50%1.43%5.54%-11.55%-2.01%4.97%6.96%-0.12%2.24%

Returns By Period

In the year-to-date period, SNTCX achieves a -1.29% return, which is significantly lower than SEACX's -0.67% return. Over the past 10 years, SNTCX has outperformed SEACX with an annualized return of 9.10%, while SEACX has yielded a comparatively lower 1.15% annualized return.


SNTCX

1D
0.00%
1M
-9.59%
YTD
-1.29%
6M
2.45%
1Y
20.41%
3Y*
16.10%
5Y*
9.10%
10Y*
9.10%

SEACX

1D
0.54%
1M
-2.10%
YTD
-0.67%
6M
0.19%
1Y
3.84%
3Y*
3.33%
5Y*
0.22%
10Y*
1.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNTCX vs. SEACX - Expense Ratio Comparison

SNTCX has a 0.76% expense ratio, which is higher than SEACX's 0.72% expense ratio.


Return for Risk

SNTCX vs. SEACX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SNTCX
SNTCX Risk / Return Rank: 6363
Overall Rank
SNTCX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SNTCX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SNTCX Omega Ratio Rank: 6262
Omega Ratio Rank
SNTCX Calmar Ratio Rank: 6060
Calmar Ratio Rank
SNTCX Martin Ratio Rank: 6565
Martin Ratio Rank

SEACX
SEACX Risk / Return Rank: 5555
Overall Rank
SEACX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SEACX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SEACX Omega Ratio Rank: 3737
Omega Ratio Rank
SEACX Calmar Ratio Rank: 7474
Calmar Ratio Rank
SEACX Martin Ratio Rank: 6161
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.

SNTCX vs. SEACX - 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 Select Bond Fund (SEACX). 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.


SNTCXSEACXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.00

+0.16

Sortino ratio

Return per unit of downside risk

1.62

1.44

+0.18

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.06

Calmar ratio

Return relative to maximum drawdown

1.41

1.73

-0.32

Martin ratio

Return relative to average drawdown

6.20

5.83

+0.37

SNTCX vs. SEACX - Sharpe Ratio Comparison

The current SNTCX Sharpe Ratio is 1.15, which is comparable to the SEACX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SNTCX and SEACX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNTCXSEACXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.00

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.05

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.30

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.66

-0.46

Correlation

The correlation between SNTCX and SEACX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SNTCX vs. SEACX - Dividend Comparison

SNTCX's dividend yield for the trailing twelve months is around 7.97%, more than SEACX's 3.36% yield.


TTM20252024202320222021202020192018201720162015
SNTCX
Crossmark Steward International Enhanced Index Fund
7.97%7.86%18.31%4.23%3.17%4.75%3.96%2.59%2.47%2.27%2.29%4.38%
SEACX
Crossmark Steward Select Bond Fund
3.36%2.72%2.78%2.06%1.67%1.41%1.86%2.26%2.22%1.98%2.18%2.30%

Drawdowns

SNTCX vs. SEACX - Drawdown Comparison

The maximum SNTCX drawdown since its inception was -60.58%, which is greater than SEACX's maximum drawdown of -16.96%. Use the drawdown chart below to compare losses from any high point for SNTCX and SEACX.


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Drawdown Indicators


SNTCXSEACXDifference

Max Drawdown

Largest peak-to-trough decline

-60.58%

-16.96%

-43.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-2.62%

-10.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.08%

-16.34%

-10.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

-16.96%

-22.37%

Current Drawdown

Current decline from peak

-10.43%

-2.17%

-8.26%

Average Drawdown

Average peak-to-trough decline

-16.21%

-2.41%

-13.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

0.78%

+2.24%

Volatility

SNTCX vs. SEACX - Volatility Comparison

Crossmark Steward International Enhanced Index Fund (SNTCX) has a higher volatility of 6.86% compared to Crossmark Steward Select Bond Fund (SEACX) at 1.62%. This indicates that SNTCX's price experiences larger fluctuations and is considered to be riskier than SEACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNTCXSEACXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

1.62%

+5.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

2.52%

+8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

4.11%

+13.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

4.82%

+12.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

3.88%

+14.33%