SSGFX vs. SCORX

Last updated Jun 3, 2026

SSGFX (Sextant Growth Fund) and SCORX (Sextant Core Fund) are both mutual funds - SSGFX is a Large Cap Growth Equities fund managed by Sextant Mutual Funds, while SCORX is a Diversified Portfolio fund managed by Sextant Mutual Funds. Over the past 10 years, SSGFX returned 15.17%/yr vs 8.14%/yr for SCORX. Their correlation of 0.86 suggests significant overlap in exposure. SSGFX charges 0.74%/yr vs 0.90%/yr for SCORX.

Performance

SSGFX vs. SCORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant Growth Fund (SSGFX) and Sextant Core Fund (SCORX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SSGFX achieves a 11.80% return, which is significantly higher than SCORX's 8.96% return. Over the past 10 years, SSGFX has outperformed SCORX with an annualized return of 15.17%, while SCORX has yielded a comparatively lower 8.14% annualized return.

SSGFX

• 1D: 0.37%
• 1M: 3.99%
• YTD: 11.80%
• 6M: 9.64%
• 1Y: 29.05%
• 3Y*: 21.11%
• 5Y*: 12.41%
• 10Y*: 15.17%

SCORX

• 1D: 0.40%
• 1M: 3.49%
• YTD: 8.96%
• 6M: 9.44%
• 1Y: 19.95%
• 3Y*: 13.19%
• 5Y*: 7.31%
• 10Y*: 8.14%

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

SSGFX vs. SCORX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSGFX Sextant Growth Fund	11.80%	16.01%	24.45%	28.25%	-25.30%	22.79%	30.49%	36.39%	0.46%	16.80%
SCORX Sextant Core Fund	8.96%	14.20%	9.80%	9.85%	-10.39%	12.12%	10.37%	20.01%	-4.61%	14.58%

Correlation

The correlation between SSGFX and SCORX is 0.82, 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 3, 2008	0.86

The correlation between SSGFX and SCORX has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

Return for Risk

SSGFX vs. SCORX — Risk / Return Rank

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

SSGFX

SSGFX Risk / Return Rank: 42
SSGFX Sharpe Ratio Rank: 51
SSGFX Sortino Ratio Rank: 48
SSGFX Omega Ratio Rank: 47
SSGFX Calmar Ratio Rank: 31
SSGFX Martin Ratio Rank: 31

SCORX

SCORX Risk / Return Rank: 60
SCORX Sharpe Ratio Rank: 61
SCORX Sortino Ratio Rank: 60
SCORX Omega Ratio Rank: 57
SCORX Calmar Ratio Rank: 64
SCORX Martin Ratio Rank: 58

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.

SSGFX vs. SCORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Growth Fund (SSGFX) and Sextant Core Fund (SCORX). 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.

	SSGFX	SCORX	Difference
Sharpe ratio Return per unit of total volatility	2.11	2.30	-0.19
Sortino ratio Return per unit of downside risk	2.92	3.25	-0.34
Omega ratio Gain probability vs. loss probability	1.37	1.42	-0.05
Calmar ratio Return relative to maximum drawdown	2.10	3.10	-1.00
Martin ratio Return relative to average drawdown	7.21	11.72	-4.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSGFX vs. SCORX - Sharpe Ratio Comparison

The current SSGFX Sharpe Ratio is 2.11, which is comparable to the SCORX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SSGFX and SCORX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SSGFX	SCORX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	2.30	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.79	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.84	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.54	-0.04

Drawdowns

SSGFX vs. SCORX - Drawdown Comparison

The maximum SSGFX drawdown since its inception was -51.52%, which is greater than SCORX's maximum drawdown of -32.34%. Use the drawdown chart below to compare losses from any high point for SSGFX and SCORX.

Drawdown Indicators

	SSGFX	SCORX	Difference
Max Drawdown Largest peak-to-trough decline	-51.52%	-32.34%	-19.18%
Max Drawdown (1Y) Largest decline over 1 year	-14.13%	-6.62%	-7.51%
Max Drawdown (3Y) Largest decline over 3 years	-21.07%	-9.95%	-11.12%
Max Drawdown (5Y) Largest decline over 5 years	-30.06%	-17.05%	-13.01%
Max Drawdown (10Y) Largest decline over 10 years	-30.23%	-21.10%	-9.13%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.13%	-4.29%	-5.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	1.75%	+2.36%

Volatility

SSGFX vs. SCORX - Volatility Comparison

Sextant Growth Fund (SSGFX) has a higher volatility of 3.65% compared to Sextant Core Fund (SCORX) at 3.39%. This indicates that SSGFX's price experiences larger fluctuations and is considered to be riskier than SCORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSGFX	SCORX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	3.39%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	10.80%	7.32%	+3.48%
Volatility (1Y) Calculated over the trailing 1-year period	14.06%	8.88%	+5.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.90%	9.26%	+9.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.45%	9.77%	+9.68%

SSGFX vs. SCORX - Expense Ratio Comparison

SSGFX has a 0.74% expense ratio, which is lower than SCORX's 0.90% expense ratio.

Dividends

SSGFX vs. SCORX - Dividend Comparison

SSGFX's dividend yield for the trailing twelve months is around 1.47%, less than SCORX's 1.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCORX Sextant Core Fund	1.97%	2.14%	2.78%	1.61%	1.51%	3.13%	1.42%	5.99%	1.43%	1.36%	1.48%	4.95%
SSGFX Sextant Growth Fund	1.47%	1.64%	2.19%	0.00%	2.59%	8.85%	0.58%	2.83%	5.10%	0.63%	3.65%	8.92%

Frequently Asked Questions

Can I hold both SSGFX and SCORX in my portfolio?

SSGFX and SCORX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSGFX or SCORX?

SSGFX has higher volatility (3.65%) compared to SCORX (3.39%). In terms of maximum drawdown, SSGFX dropped -51.52% vs SCORX's -32.34%.

Which has better risk-adjusted returns?

SCORX currently has the higher Sharpe Ratio (2.30 vs 2.11), 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.