PortfoliosLab logoPortfoliosLab logo
SSGFX vs. SGHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSGFX vs. SGHIX - Performance Comparison

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

Loading graphics...

SSGFX vs. SGHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSGFX
Sextant Growth Fund
-10.08%16.01%24.45%28.25%-25.30%22.79%30.49%36.39%0.46%16.80%
SGHIX
Sextant Global High Income Fund
1.23%18.52%3.12%10.05%-7.80%10.61%-2.72%11.47%-1.22%15.44%

Returns By Period

In the year-to-date period, SSGFX achieves a -10.08% return, which is significantly lower than SGHIX's 1.23% return. Over the past 10 years, SSGFX has outperformed SGHIX with an annualized return of 12.51%, while SGHIX has yielded a comparatively lower 7.05% annualized return.


SSGFX

1D
-0.70%
1M
-8.24%
YTD
-10.08%
6M
-10.14%
1Y
14.53%
3Y*
15.07%
5Y*
8.63%
10Y*
12.51%

SGHIX

1D
0.00%
1M
-6.80%
YTD
1.23%
6M
4.08%
1Y
12.94%
3Y*
10.31%
5Y*
6.12%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SSGFX vs. SGHIX - Expense Ratio Comparison

SSGFX has a 0.74% expense ratio, which is lower than SGHIX's 0.75% expense ratio.


Return for Risk

SSGFX vs. SGHIX — Risk / Return Rank

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

SSGFX
SSGFX Risk / Return Rank: 3434
Overall Rank
SSGFX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SSGFX Sortino Ratio Rank: 4040
Sortino Ratio Rank
SSGFX Omega Ratio Rank: 3838
Omega Ratio Rank
SSGFX Calmar Ratio Rank: 2929
Calmar Ratio Rank
SSGFX Martin Ratio Rank: 2727
Martin Ratio Rank

SGHIX
SGHIX Risk / Return Rank: 7474
Overall Rank
SGHIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SGHIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SGHIX Omega Ratio Rank: 7272
Omega Ratio Rank
SGHIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SGHIX Martin Ratio Rank: 7676
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.

SSGFX vs. SGHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Growth Fund (SSGFX) and Sextant Global High Income Fund (SGHIX). 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.


SSGFXSGHIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.40

-0.63

Sortino ratio

Return per unit of downside risk

1.26

1.88

-0.62

Omega ratio

Gain probability vs. loss probability

1.18

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

0.84

1.55

-0.71

Martin ratio

Return relative to average drawdown

2.93

7.28

-4.35

SSGFX vs. SGHIX - Sharpe Ratio Comparison

The current SSGFX Sharpe Ratio is 0.77, which is lower than the SGHIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SSGFX and SGHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SSGFXSGHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.40

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.74

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.75

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.54

-0.07

Correlation

The correlation between SSGFX and SGHIX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SSGFX vs. SGHIX - Dividend Comparison

SSGFX's dividend yield for the trailing twelve months is around 1.83%, less than SGHIX's 5.01% yield.


TTM20252024202320222021202020192018201720162015
SSGFX
Sextant Growth Fund
1.83%1.64%2.19%0.00%2.59%8.85%0.58%2.83%5.10%0.63%3.65%8.92%
SGHIX
Sextant Global High Income Fund
5.01%3.92%3.13%4.21%3.51%1.97%3.56%8.54%3.75%2.82%4.51%4.35%

Drawdowns

SSGFX vs. SGHIX - Drawdown Comparison

The maximum SSGFX drawdown since its inception was -51.52%, which is greater than SGHIX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for SSGFX and SGHIX.


Loading graphics...

Drawdown Indicators


SSGFXSGHIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.52%

-26.67%

-24.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.13%

-6.85%

-7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-17.65%

-12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-30.23%

-24.00%

-6.23%

Current Drawdown

Current decline from peak

-14.13%

-6.80%

-7.33%

Average Drawdown

Average peak-to-trough decline

-10.16%

-4.77%

-5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

1.62%

+2.44%

Volatility

SSGFX vs. SGHIX - Volatility Comparison

Sextant Growth Fund (SSGFX) has a higher volatility of 4.83% compared to Sextant Global High Income Fund (SGHIX) at 3.50%. This indicates that SSGFX's price experiences larger fluctuations and is considered to be riskier than SGHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SSGFXSGHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

3.50%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

5.39%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

8.56%

+10.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

8.31%

+10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.38%

9.42%

+9.96%