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SSIFX vs. SPMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSIFX vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant International Fund (SSIFX) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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SSIFX vs. SPMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSIFX
Sextant International Fund
-0.21%22.73%1.26%24.82%-22.62%17.45%15.09%26.86%-3.92%25.45%
SPMO
Invesco S&P 500 Momentum ETF
-5.78%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%

Returns By Period

In the year-to-date period, SSIFX achieves a -0.21% return, which is significantly higher than SPMO's -5.78% return. Over the past 10 years, SSIFX has underperformed SPMO with an annualized return of 10.07%, while SPMO has yielded a comparatively higher 17.16% annualized return.


SSIFX

1D
-0.73%
1M
-11.84%
YTD
-0.21%
6M
0.08%
1Y
26.74%
3Y*
11.54%
5Y*
7.42%
10Y*
10.07%

SPMO

1D
3.96%
1M
-5.89%
YTD
-5.78%
6M
-6.90%
1Y
22.23%
3Y*
28.36%
5Y*
17.17%
10Y*
17.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSIFX vs. SPMO - Expense Ratio Comparison

SSIFX has a 1.27% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Return for Risk

SSIFX vs. SPMO — Risk / Return Rank

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

SSIFX
SSIFX Risk / Return Rank: 6969
Overall Rank
SSIFX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SSIFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SSIFX Omega Ratio Rank: 6060
Omega Ratio Rank
SSIFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SSIFX Martin Ratio Rank: 6969
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 6666
Overall Rank
SPMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6565
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6868
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.

SSIFX vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant International Fund (SSIFX) and Invesco S&P 500 Momentum ETF (SPMO). 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.


SSIFXSPMODifference

Sharpe ratio

Return per unit of total volatility

1.17

0.98

+0.19

Sortino ratio

Return per unit of downside risk

1.76

1.51

+0.25

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.87

1.79

+0.08

Martin ratio

Return relative to average drawdown

6.52

6.36

+0.16

SSIFX vs. SPMO - Sharpe Ratio Comparison

The current SSIFX Sharpe Ratio is 1.17, which is comparable to the SPMO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SSIFX and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSIFXSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.98

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.91

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.86

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.85

-0.40

Correlation

The correlation between SSIFX and SPMO is 0.68, 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

SSIFX vs. SPMO - Dividend Comparison

SSIFX's dividend yield for the trailing twelve months is around 16.14%, more than SPMO's 0.91% yield.


TTM20252024202320222021202020192018201720162015
SSIFX
Sextant International Fund
16.14%15.83%0.54%0.34%0.00%8.32%0.36%3.57%8.03%8.94%1.30%1.86%
SPMO
Invesco S&P 500 Momentum ETF
0.91%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

SSIFX vs. SPMO - Drawdown Comparison

The maximum SSIFX drawdown since its inception was -56.24%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for SSIFX and SPMO.


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Drawdown Indicators


SSIFXSPMODifference

Max Drawdown

Largest peak-to-trough decline

-56.24%

-30.95%

-25.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-12.70%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-34.21%

-22.74%

-11.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.21%

-30.95%

-3.26%

Current Drawdown

Current decline from peak

-12.38%

-9.24%

-3.14%

Average Drawdown

Average peak-to-trough decline

-11.88%

-4.66%

-7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

3.57%

-0.02%

Volatility

SSIFX vs. SPMO - Volatility Comparison

Sextant International Fund (SSIFX) and Invesco S&P 500 Momentum ETF (SPMO) have volatilities of 7.16% and 6.82%, 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.


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Volatility by Period


SSIFXSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

6.82%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.89%

12.62%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

21.88%

22.68%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

19.06%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

20.08%

-2.30%