SSGFX vs. SPUS
Compare and contrast key facts about Sextant Growth Fund (SSGFX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS).
SSGFX is managed by Sextant Mutual Funds. It was launched on Apr 1, 1987. SPUS is a passively managed fund by Toroso Investments that tracks the performance of the S&P 500 Shariah Industry Exclusions Index. It was launched on Dec 18, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSGFX or SPUS.
Key characteristics
| SSGFX | SPUS | |
|---|---|---|
| YTD Return | 25.54% | 27.43% |
| 1Y Return | 36.69% | 39.13% |
| 3Y Return (Ann) | 3.12% | 11.10% |
| Sharpe Ratio | 2.32 | 2.46 |
| Sortino Ratio | 3.06 | 3.23 |
| Omega Ratio | 1.42 | 1.45 |
| Calmar Ratio | 1.62 | 3.30 |
| Martin Ratio | 12.81 | 13.26 |
| Ulcer Index | 2.77% | 2.85% |
| Daily Std Dev | 15.28% | 15.37% |
| Max Drawdown | -48.53% | -30.80% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SSGFX and SPUS is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SSGFX vs. SPUS - Performance Comparison
In the year-to-date period, SSGFX achieves a 25.54% return, which is significantly lower than SPUS's 27.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SSGFX vs. SPUS - Expense Ratio Comparison
SSGFX has a 0.74% expense ratio, which is higher than SPUS's 0.49% expense ratio.
Risk-Adjusted Performance
SSGFX vs. SPUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sextant Growth Fund (SSGFX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.
Dividends
SSGFX vs. SPUS - Dividend Comparison
SSGFX has not paid dividends to shareholders, while SPUS's dividend yield for the trailing twelve months is around 0.69%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGFX Sextant Growth Fund | 0.00% | 0.00% | 0.00% | 0.10% | 0.06% | 0.03% | 0.17% | 0.63% | 0.48% | 0.15% | 0.05% | 0.53% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.69% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SSGFX vs. SPUS - Drawdown Comparison
The maximum SSGFX drawdown since its inception was -48.53%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for SSGFX and SPUS. For additional features, visit the drawdowns tool.
Volatility
SSGFX vs. SPUS - Volatility Comparison
Sextant Growth Fund (SSGFX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) have volatilities of 4.59% and 4.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.