TRDFX vs. SGISX
TRDFX (Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund) and SGISX (Crossmark Steward Global Equity Income Fund) are both mutual funds - TRDFX is a Small Cap Blend Equities fund managed by Crossmark Steward Funds, while SGISX is a Global Equities fund managed by Crossmark Steward Funds. Over the past 10 years, TRDFX returned 9.78%/yr vs 11.78%/yr for SGISX. Their correlation of 0.87 suggests significant overlap in exposure. TRDFX charges 0.80%/yr vs 0.99%/yr for SGISX.
Performance
TRDFX vs. SGISX - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with TRDFX at 14.21% and SGISX at 14.21%. Over the past 10 years, TRDFX has underperformed SGISX with an annualized return of 9.78%, while SGISX has yielded a comparatively higher 11.78% annualized return.
TRDFX
- 1D
- 0.95%
- 1M
- 3.21%
- YTD
- 14.21%
- 6M
- 14.01%
- 1Y
- 26.70%
- 3Y*
- 14.25%
- 5Y*
- 6.77%
- 10Y*
- 9.78%
SGISX
- 1D
- 1.47%
- 1M
- 9.28%
- YTD
- 14.21%
- 6M
- 14.36%
- 1Y
- 28.38%
- 3Y*
- 19.55%
- 5Y*
- 10.10%
- 10Y*
- 11.78%
TRDFX vs. SGISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRDFX Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund | 14.21% | 5.76% | 9.90% | 15.86% | -14.98% | 26.35% | 10.40% | 21.40% | -12.76% | 13.92% |
SGISX Crossmark Steward Global Equity Income Fund | 14.21% | 21.79% | 9.34% | 15.60% | -11.27% | 19.46% | 8.55% | 24.76% | -7.78% | 22.36% |
Correlation
The correlation between TRDFX and SGISX is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2012 | 0.87 |
The correlation between TRDFX and SGISX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
TRDFX vs. SGISX — Risk / Return Rank
TRDFX
SGISX
TRDFX vs. SGISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund (TRDFX) and Crossmark Steward Global Equity Income Fund (SGISX). 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.
| TRDFX | SGISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 3.64 | -0.30 |
| Martin ratioReturn relative to average drawdown | 11.62 | 14.04 | -2.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRDFX | SGISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.33 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.68 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.71 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.73 | -0.37 |
Drawdowns
TRDFX vs. SGISX - Drawdown Comparison
The maximum TRDFX drawdown since its inception was -61.60%, which is greater than SGISX's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for TRDFX and SGISX.
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Drawdown Indicators
| TRDFX | SGISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.60% | -35.59% | -26.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -8.16% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -26.32% | -14.71% | -11.61% |
Max Drawdown (5Y)Largest decline over 5 years | -29.52% | -21.76% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -45.92% | -35.59% | -10.33% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -3.76% | -9.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.11% | +0.34% |
Volatility
TRDFX vs. SGISX - Volatility Comparison
Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund (TRDFX) and Crossmark Steward Global Equity Income Fund (SGISX) have volatilities of 4.32% and 4.17%, 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
| TRDFX | SGISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 4.17% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.23% | 9.61% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 12.73% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.00% | 15.02% | +6.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.86% | 16.68% | +6.18% |
TRDFX vs. SGISX - Expense Ratio Comparison
TRDFX has a 0.80% expense ratio, which is lower than SGISX's 0.99% expense ratio.
Dividends
TRDFX vs. SGISX - Dividend Comparison
TRDFX's dividend yield for the trailing twelve months is around 7.67%, more than SGISX's 5.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGISX Crossmark Steward Global Equity Income Fund | 5.58% | 6.35% | 5.08% | 2.67% | 8.68% | 16.69% | 2.43% | 7.94% | 10.59% | 7.58% | 6.99% | 8.32% |
TRDFX Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund | 7.67% | 8.76% | 6.18% | 4.29% | 28.61% | 13.92% | 4.16% | 3.50% | 15.78% | 7.77% | 3.51% | 13.93% |
Frequently Asked Questions
TRDFX and SGISX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRDFX has higher volatility (4.32%) compared to SGISX (4.17%). In terms of maximum drawdown, TRDFX dropped -61.60% vs SGISX's -35.59%.
SGISX currently has the higher Sharpe Ratio (2.33 vs 1.80), 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.
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