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SNTCX vs. TRDFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNTCX vs. TRDFX - 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 Values-FocusedSmall-Mid Cap Enhanced Index Fund (TRDFX). 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 12.37% return, which is significantly lower than TRDFX's 14.21% return. Both investments have delivered pretty close results over the past 10 years, with SNTCX having a 10.27% annualized return and TRDFX not far behind at 9.78%.


SNTCX

1D
1.13%
1M
5.81%
YTD
12.37%
6M
13.60%
1Y
29.72%
3Y*
21.03%
5Y*
10.33%
10Y*
10.27%

TRDFX

1D
0.95%
1M
3.21%
YTD
14.21%
6M
14.01%
1Y
26.70%
3Y*
14.25%
5Y*
6.77%
10Y*
9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNTCX vs. TRDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNTCX
Crossmark Steward International Enhanced Index Fund
12.37%33.58%8.58%17.60%-11.61%10.82%4.89%18.97%-13.17%23.33%
TRDFX
Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund
14.21%5.76%9.90%15.86%-14.98%26.35%10.40%21.40%-12.76%13.92%

Correlation

The correlation between SNTCX and TRDFX is 0.68, 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

0.68

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

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2006

0.78

The correlation between SNTCX and TRDFX shifts across timeframes, from 0.68 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SNTCX vs. TRDFX — Risk / Return Rank

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

SNTCX
SNTCX Risk / Return Rank: 4848
Overall Rank
SNTCX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SNTCX Sortino Ratio Rank: 4343
Sortino Ratio Rank
SNTCX Omega Ratio Rank: 4545
Omega Ratio Rank
SNTCX Calmar Ratio Rank: 5353
Calmar Ratio Rank
SNTCX Martin Ratio Rank: 5151
Martin Ratio Rank

TRDFX
TRDFX Risk / Return Rank: 4949
Overall Rank
TRDFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TRDFX Sortino Ratio Rank: 3838
Sortino Ratio Rank
TRDFX Omega Ratio Rank: 3636
Omega Ratio Rank
TRDFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TRDFX Martin Ratio Rank: 5858
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. TRDFX - 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 Values-FocusedSmall-Mid Cap Enhanced Index Fund (TRDFX). 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.


SNTCXTRDFXDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.36

1.32

+0.05

Calmar ratioReturn relative to maximum drawdown

2.79

3.34

-0.55

Martin ratioReturn relative to average drawdown

10.46

11.62

-1.15

SNTCX vs. TRDFX - Sharpe Ratio Comparison

The current SNTCX Sharpe Ratio is 1.99, which is comparable to the TRDFX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SNTCX and TRDFX, 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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Sharpe Ratios by Period


SNTCXTRDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.80

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.31

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.43

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.36

-0.13

Drawdowns

SNTCX vs. TRDFX - Drawdown Comparison

The maximum SNTCX drawdown since its inception was -60.58%, roughly equal to the maximum TRDFX drawdown of -61.60%. Use the drawdown chart below to compare losses from any high point for SNTCX and TRDFX.


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Drawdown Indicators


SNTCXTRDFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.58%

-61.60%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-8.55%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-26.32%

+11.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.08%

-29.52%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

-45.92%

+6.59%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-16.09%

-12.97%

-3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.45%

+0.37%

Volatility

SNTCX vs. TRDFX - Volatility Comparison

Crossmark Steward International Enhanced Index Fund (SNTCX) has a higher volatility of 4.92% compared to Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund (TRDFX) at 4.32%. This indicates that SNTCX's price experiences larger fluctuations and is considered to be riskier than TRDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNTCXTRDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

4.32%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

11.23%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

15.88%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

22.00%

-4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

22.86%

-4.60%

SNTCX vs. TRDFX - Expense Ratio Comparison

SNTCX has a 0.76% expense ratio, which is lower than TRDFX's 0.80% expense ratio.


Dividends

SNTCX vs. TRDFX - Dividend Comparison

SNTCX's dividend yield for the trailing twelve months is around 7.00%, less than TRDFX's 7.67% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TRDFX
Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund
7.67%8.76%6.18%4.29%28.61%13.92%4.16%3.50%15.78%7.77%3.51%13.93%

Frequently Asked Questions


SNTCX and TRDFX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNTCX has higher volatility (4.92%) compared to TRDFX (4.32%). In terms of maximum drawdown, SNTCX dropped -60.58% vs TRDFX's -61.60%.

SNTCX currently has the higher Sharpe Ratio (1.99 vs 1.80), 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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