SNTCX vs. SGISX

Last updated Jun 24, 2026

SNTCX (Crossmark Steward International Enhanced Index Fund) and SGISX (Crossmark Steward Global Equity Income Fund) are both mutual funds - SNTCX is a Foreign Large Cap Equities fund managed by Crossmark Steward Funds, while SGISX is a Global Equities fund managed by Crossmark Steward Funds. Over the past 10 years, SNTCX returned 10.72%/yr vs 11.64%/yr for SGISX. Their correlation of 0.87 suggests significant overlap in exposure. SNTCX charges 0.76%/yr vs 0.99%/yr for SGISX.

Performance

SNTCX vs. SGISX - 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 Global Equity Income Fund (SGISX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNTCX achieves a 12.30% return, which is significantly higher than SGISX's 10.08% return. Over the past 10 years, SNTCX has underperformed SGISX with an annualized return of 10.72%, while SGISX has yielded a comparatively higher 11.64% annualized return.

SNTCX

• 1D: 0.27%
• 1M: 1.76%
• YTD: 12.30%
• 6M: 11.87%
• 1Y: 30.59%
• 3Y*: 20.93%
• 5Y*: 10.67%
• 10Y*: 10.72%

SGISX

• 1D: 0.24%
• 1M: 1.97%
• YTD: 10.08%
• 6M: 9.15%
• 1Y: 22.80%
• 3Y*: 18.05%
• 5Y*: 9.73%
• 10Y*: 11.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SNTCX vs. SGISX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SNTCX Crossmark Steward International Enhanced Index Fund	12.30%	33.58%	8.58%	17.60%	-11.61%	10.82%	4.89%	18.97%	-13.17%	23.33%
SGISX Crossmark Steward Global Equity Income Fund	10.08%	21.79%	9.34%	15.60%	-11.27%	19.46%	8.55%	24.76%	-7.78%	22.36%

Correlation

The correlation between SNTCX and SGISX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012	0.87

The correlation between SNTCX and SGISX has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

Return for Risk

SNTCX vs. SGISX — Risk / Return Rank

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

SNTCX

SNTCX Risk / Return Rank: 57
SNTCX Sharpe Ratio Rank: 56
SNTCX Sortino Ratio Rank: 53
SNTCX Omega Ratio Rank: 53
SNTCX Calmar Ratio Rank: 65
SNTCX Martin Ratio Rank: 59

SGISX

SGISX Risk / Return Rank: 48
SGISX Sharpe Ratio Rank: 43
SGISX Sortino Ratio Rank: 40
SGISX Omega Ratio Rank: 40
SGISX Calmar Ratio Rank: 62
SGISX Martin Ratio Rank: 55

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. SGISX - 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 Global Equity Income Fund (SGISX). 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.

	SNTCX	SGISX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	1.78	+0.25
Sortino ratio: Return per unit of downside risk	2.81	2.45	+0.35
Omega ratio: Gain probability vs. loss probability	1.37	1.32	+0.05
Calmar ratio: Return relative to maximum drawdown	2.95	2.89	+0.07
Martin ratio: Return relative to average drawdown	11.08	10.51	+0.57

SNTCX vs. SGISX - Sharpe Ratio Comparison

The current SNTCX Sharpe Ratio is 2.03, which is comparable to the SGISX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of SNTCX and SGISX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SNTCX vs. SGISX - Drawdown Comparison

The maximum SNTCX drawdown since its inception was -60.58%, which is greater than SGISX's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for SNTCX and SGISX.

Drawdown Indicators

	SNTCX	SGISX	Difference
Max Drawdown Largest peak-to-trough decline	-60.58%	-35.59%	-24.99%
Max Drawdown (1Y) Largest decline over 1 year	-10.60%	-8.16%	-2.44%
Max Drawdown (3Y) Largest decline over 3 years	-15.26%	-14.71%	-0.55%
Max Drawdown (5Y) Largest decline over 5 years	-27.08%	-21.76%	-5.32%
Max Drawdown (10Y) Largest decline over 10 years	-39.33%	-35.59%	-3.74%
Current Drawdown Current decline from peak	-0.17%	-3.62%	+3.45%
Average Drawdown Average peak-to-trough decline	-16.05%	-3.75%	-12.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	2.24%	+0.58%

Volatility

SNTCX vs. SGISX - Volatility Comparison

The current volatility for Crossmark Steward International Enhanced Index Fund (SNTCX) is 5.20%, while Crossmark Steward Global Equity Income Fund (SGISX) has a volatility of 5.54%. This indicates that SNTCX experiences smaller price fluctuations and is considered to be less risky than SGISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNTCX	SGISX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.20%	5.54%	-0.34%
Volatility (6M) Calculated over the trailing 6-month period	13.16%	10.35%	+2.81%
Volatility (1Y) Calculated over the trailing 1-year period	15.44%	13.28%	+2.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.42%	15.10%	+2.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.26%	16.72%	+1.54%

SNTCX vs. SGISX - Expense Ratio Comparison

SNTCX has a 0.76% expense ratio, which is lower than SGISX's 0.99% expense ratio.

Dividends

SNTCX vs. SGISX - Dividend Comparison

SNTCX's dividend yield for the trailing twelve months is around 7.00%, more than SGISX's 5.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGISX Crossmark Steward Global Equity Income Fund	5.93%	6.35%	5.08%	2.67%	8.68%	16.69%	2.43%	7.94%	10.59%	7.58%	6.99%	8.32%
SNTCX Crossmark Steward International Enhanced Index Fund	7.00%	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

Can I hold both SNTCX and SGISX in my portfolio?

SNTCX and SGISX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNTCX or SGISX?

SGISX has higher volatility (5.54%) compared to SNTCX (5.20%). In terms of maximum drawdown, SNTCX dropped -60.58% vs SGISX's -35.59%.

Which has better risk-adjusted returns?

SNTCX currently has the higher Sharpe Ratio (2.03 vs 1.78), 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.