TRDFX vs. SJVIX
TRDFX (Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund) and SJVIX (Crossmark Steward Large Cap Value Fund) are both mutual funds - TRDFX is a Small Cap Blend Equities fund managed by Crossmark Steward Funds, while SJVIX is a Large Cap Value Equities fund managed by Crossmark Steward Funds. Over the past 3 years, TRDFX returned 11.50%/yr vs 19.34%/yr for SJVIX. Their correlation of 0.91 means they have usually moved in the same direction. TRDFX charges 0.80%/yr vs 0.75%/yr for SJVIX.
Performance
TRDFX vs. SJVIX - Performance Comparison
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Returns By Period
In the year-to-date period, TRDFX achieves a 15.79% return, which is significantly lower than SJVIX's 17.47% return.
TRDFX
- 1D
- 0.79%
- 1M
- -0.99%
- 6M
- 10.84%
- YTD
- 15.79%
- 1Y
- 25.59%
- 3Y*
- 11.50%
- 5Y*
- 7.05%
- 10Y*
- 9.44%
- ALL TIME*
- 6.40%
SJVIX
- 1D
- 0.94%
- 1M
- 3.25%
- 6M
- 14.57%
- YTD
- 17.47%
- 1Y
- 30.33%
- 3Y*
- 19.34%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TRDFX vs. SJVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TRDFX Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund | 15.79% | 5.76% | 9.90% | 15.86% | -6.87% |
SJVIX Crossmark Steward Large Cap Value Fund | 17.47% | 13.50% | 21.19% | 13.30% | -4.94% |
Correlation
The correlation between TRDFX and SJVIX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022 | 0.91 |
The correlation between TRDFX and SJVIX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
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Return for Risk
TRDFX vs. SJVIX — Risk / Return Rank
TRDFX
SJVIX
TRDFX vs. SJVIX - 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 Large Cap Value Fund (SJVIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRDFX | SJVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.97 | -0.35 |
| Martin ratioReturn relative to average drawdown | 9.09 | 11.39 | -2.31 |
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Drawdowns
TRDFX vs. SJVIX - Drawdown Comparison
The maximum TRDFX drawdown since its inception was -61.60%, which is greater than SJVIX's maximum drawdown of -20.27%. Use the drawdown chart below to compare losses from any high point for TRDFX and SJVIX.
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Drawdown Indicators
| TRDFX | SJVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.60% | -20.27% | -41.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -9.19% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -26.32% | -17.68% | -8.64% |
Max Drawdown (5Y)Largest decline over 5 years | -29.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.92% | — | — |
Current DrawdownCurrent decline from peak | -2.44% | -0.31% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -12.92% | -4.62% | -8.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.40% | +0.07% |
Volatility
TRDFX vs. SJVIX - Volatility Comparison
Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund (TRDFX) has a higher volatility of 3.44% compared to Crossmark Steward Large Cap Value Fund (SJVIX) at 3.03%. This indicates that TRDFX's price experiences larger fluctuations and is considered to be riskier than SJVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRDFX | SJVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.03% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 10.25% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 13.18% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.92% | 16.47% | +5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.79% | 16.47% | +6.32% |
TRDFX vs. SJVIX - Expense Ratio Comparison
TRDFX has a 0.80% expense ratio, which is higher than SJVIX's 0.75% expense ratio.
Dividends
TRDFX vs. SJVIX - Dividend Comparison
TRDFX's dividend yield for the trailing twelve months is around 7.57%, more than SJVIX's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJVIX Crossmark Steward Large Cap Value Fund | 5.88% | 6.91% | 8.41% | 1.44% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRDFX Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund | 7.57% | 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 SJVIX 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 (3.44%) compared to SJVIX (3.03%). In terms of maximum drawdown, TRDFX dropped -61.60% vs SJVIX's -20.27%.
SJVIX currently has the higher Sharpe Ratio (2.07 vs 1.40), 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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