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SSIFX vs. SPWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSIFX and SPWO is 0.67, 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.


Performance

SSIFX vs. SPWO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SSIFX:

0.07

SPWO:

0.29

Sortino Ratio

SSIFX:

0.25

SPWO:

0.64

Omega Ratio

SSIFX:

1.03

SPWO:

1.08

Calmar Ratio

SSIFX:

0.06

SPWO:

0.39

Martin Ratio

SSIFX:

0.21

SPWO:

1.43

Ulcer Index

SSIFX:

6.47%

SPWO:

4.97%

Daily Std Dev

SSIFX:

20.99%

SPWO:

20.51%

Max Drawdown

SSIFX:

-56.24%

SPWO:

-18.02%

Current Drawdown

SSIFX:

-5.92%

SPWO:

-1.34%

Returns By Period

In the year-to-date period, SSIFX achieves a 7.96% return, which is significantly higher than SPWO's 6.85% return.


SSIFX

YTD

7.96%

1M

13.16%

6M

7.42%

1Y

1.45%

5Y*

8.80%

10Y*

4.47%

SPWO

YTD

6.85%

1M

10.19%

6M

6.54%

1Y

5.77%

5Y*

N/A

10Y*

N/A

*Annualized

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SSIFX vs. SPWO - Expense Ratio Comparison

SSIFX has a 1.27% expense ratio, which is higher than SPWO's 0.55% expense ratio.


Risk-Adjusted Performance

SSIFX vs. SPWO — Risk-Adjusted Performance Rank

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

SSIFX
The Risk-Adjusted Performance Rank of SSIFX is 2121
Overall Rank
The Sharpe Ratio Rank of SSIFX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SSIFX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SSIFX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of SSIFX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SSIFX is 2020
Martin Ratio Rank

SPWO
The Risk-Adjusted Performance Rank of SPWO is 3737
Overall Rank
The Sharpe Ratio Rank of SPWO is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SPWO is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SPWO is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SPWO is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SPWO is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SSIFX vs. SPWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant International Fund (SSIFX) and SP Funds S&P World ETF (SPWO). 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.


The current SSIFX Sharpe Ratio is 0.07, which is lower than the SPWO Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SSIFX and SPWO, 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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Dividends

SSIFX vs. SPWO - Dividend Comparison

SSIFX has not paid dividends to shareholders, while SPWO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
SSIFX
Sextant International Fund
0.00%0.00%0.34%0.00%0.57%0.36%0.58%1.03%1.39%1.30%1.86%4.20%
SPWO
SP Funds S&P World ETF
1.34%1.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SSIFX vs. SPWO - Drawdown Comparison

The maximum SSIFX drawdown since its inception was -56.24%, which is greater than SPWO's maximum drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for SSIFX and SPWO. For additional features, visit the drawdowns tool.


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Volatility

SSIFX vs. SPWO - Volatility Comparison

Sextant International Fund (SSIFX) has a higher volatility of 4.74% compared to SP Funds S&P World ETF (SPWO) at 4.05%. This indicates that SSIFX's price experiences larger fluctuations and is considered to be riskier than SPWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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