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TRDFX vs. WESCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRDFX vs. WESCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund (TRDFX) and TETON Westwood SmallCap Equity Fund (WESCX). The values are adjusted to include any dividend payments, if applicable.

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TRDFX vs. WESCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRDFX
Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund
-0.08%5.76%9.90%15.86%-14.98%26.35%10.40%21.40%-12.76%13.92%
WESCX
TETON Westwood SmallCap Equity Fund
6.21%17.26%15.48%12.61%-12.48%29.72%10.93%28.43%-13.71%15.82%

Returns By Period

In the year-to-date period, TRDFX achieves a -0.08% return, which is significantly lower than WESCX's 6.21% return. Over the past 10 years, TRDFX has underperformed WESCX with an annualized return of 8.63%, while WESCX has yielded a comparatively higher 13.08% annualized return.


TRDFX

1D
-0.82%
1M
-7.50%
YTD
-0.08%
6M
1.28%
1Y
14.71%
3Y*
9.20%
5Y*
4.69%
10Y*
8.63%

WESCX

1D
-1.64%
1M
-8.28%
YTD
6.21%
6M
15.03%
1Y
37.79%
3Y*
17.04%
5Y*
9.06%
10Y*
13.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRDFX vs. WESCX - Expense Ratio Comparison

TRDFX has a 0.80% expense ratio, which is lower than WESCX's 1.25% expense ratio.


Return for Risk

TRDFX vs. WESCX — Risk / Return Rank

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

TRDFX
TRDFX Risk / Return Rank: 3232
Overall Rank
TRDFX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TRDFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TRDFX Omega Ratio Rank: 2929
Omega Ratio Rank
TRDFX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TRDFX Martin Ratio Rank: 3636
Martin Ratio Rank

WESCX
WESCX Risk / Return Rank: 8383
Overall Rank
WESCX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
WESCX Sortino Ratio Rank: 8282
Sortino Ratio Rank
WESCX Omega Ratio Rank: 7777
Omega Ratio Rank
WESCX Calmar Ratio Rank: 8888
Calmar Ratio Rank
WESCX Martin Ratio Rank: 8585
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.

TRDFX vs. WESCX - 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 TETON Westwood SmallCap Equity Fund (WESCX). 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.


TRDFXWESCXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.53

-0.82

Sortino ratio

Return per unit of downside risk

1.13

2.12

-0.99

Omega ratio

Gain probability vs. loss probability

1.15

1.30

-0.14

Calmar ratio

Return relative to maximum drawdown

0.88

2.32

-1.43

Martin ratio

Return relative to average drawdown

3.79

8.83

-5.04

TRDFX vs. WESCX - Sharpe Ratio Comparison

The current TRDFX Sharpe Ratio is 0.71, which is lower than the WESCX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of TRDFX and WESCX, 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


TRDFXWESCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.53

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.42

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.55

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.32

+0.02

Correlation

The correlation between TRDFX and WESCX is 0.89, 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.


Dividends

TRDFX vs. WESCX - Dividend Comparison

TRDFX's dividend yield for the trailing twelve months is around 8.77%, more than WESCX's 7.06% yield.


TTM20252024202320222021202020192018201720162015
TRDFX
Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund
8.77%8.76%6.18%4.29%28.61%13.92%4.16%3.50%15.78%7.77%3.51%13.93%
WESCX
TETON Westwood SmallCap Equity Fund
7.06%7.50%27.81%2.81%1.60%5.60%0.01%4.66%14.77%9.13%9.32%18.92%

Drawdowns

TRDFX vs. WESCX - Drawdown Comparison

The maximum TRDFX drawdown since its inception was -61.60%, smaller than the maximum WESCX drawdown of -70.60%. Use the drawdown chart below to compare losses from any high point for TRDFX and WESCX.


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Drawdown Indicators


TRDFXWESCXDifference

Max Drawdown

Largest peak-to-trough decline

-61.60%

-70.60%

+9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-14.72%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.52%

-26.22%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-45.92%

-45.13%

-0.79%

Current Drawdown

Current decline from peak

-8.48%

-10.19%

+1.71%

Average Drawdown

Average peak-to-trough decline

-13.01%

-20.27%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.86%

-0.50%

Volatility

TRDFX vs. WESCX - Volatility Comparison

The current volatility for Crossmark Steward Values-FocusedSmall-Mid Cap Enhanced Index Fund (TRDFX) is 5.63%, while TETON Westwood SmallCap Equity Fund (WESCX) has a volatility of 7.22%. This indicates that TRDFX experiences smaller price fluctuations and is considered to be less risky than WESCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRDFXWESCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

7.22%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

14.05%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

24.90%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.03%

21.65%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.84%

23.65%

-0.81%