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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sit ESG Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Sit ESG Growth Fund (IESGX) has returned -8.07% so far this year and 13.15% over the past 12 months.
Sit ESG Growth Fund
- 1D
- 0.00%
- 1M
- -8.07%
- YTD
- -8.07%
- 6M
- -5.96%
- 1Y
- 13.15%
- 3Y*
- 15.01%
- 5Y*
- 9.01%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 6, 2016, IESGX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.
Historically, 71% of months were positive and 29% were negative. The best month was Nov 2020 with a return of +10.9%, while the worst month was Mar 2020 at -11.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IESGX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.49% | -0.49% | -8.07% | -8.07% | |||||||||
| 2025 | 1.49% | 0.27% | -4.47% | 1.62% | 6.15% | 4.55% | 1.27% | 2.03% | 3.26% | 2.27% | -0.41% | 0.44% | 19.65% |
| 2024 | 1.45% | 3.45% | 3.08% | -3.58% | 5.93% | 3.12% | 1.09% | 3.22% | 0.86% | -1.62% | 4.10% | -2.62% | 19.59% |
| 2023 | 5.81% | -1.92% | 5.54% | 3.09% | 0.42% | 4.41% | 3.26% | -2.93% | -4.96% | -1.62% | 9.38% | 4.37% | 26.67% |
| 2022 | -6.41% | -4.81% | 1.45% | -8.41% | 0.31% | -7.35% | 6.72% | -5.23% | -9.24% | 8.28% | 7.98% | -4.41% | -21.08% |
| 2021 | -2.26% | 1.63% | 3.14% | 4.66% | 2.05% | 1.57% | 2.26% | 2.74% | -5.34% | 5.98% | -1.41% | 3.86% | 19.93% |
Benchmark Metrics
Sit ESG Growth Fund has an annualized alpha of -0.08%, beta of 0.90, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since July 07, 2016.
- This fund participated in 94.94% of S&P 500 Index downside but only 90.53% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.90 and R² of 0.95, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.08%
- Beta
- 0.90
- R²
- 0.95
- Upside Capture
- 90.53%
- Downside Capture
- 94.94%
Expense Ratio
IESGX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
IESGX ranks 40 for risk / return — below 40% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Sit ESG Growth Fund (IESGX) and compare them to a chosen benchmark (S&P 500 Index).
| IESGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.90 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.39 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.40 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.73 | 6.61 | -1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore IESGX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Sit ESG Growth Fund provided a 1.29% dividend yield over the last twelve months, with an annual payout of $0.31 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.31 | $0.31 | $0.01 | $0.14 | $0.49 | $0.28 | $0.10 | $0.22 | $0.16 | $0.11 | $0.02 |
Dividend yield | 1.29% | 1.19% | 0.06% | 0.77% | 3.29% | 1.43% | 0.58% | 1.54% | 1.41% | 0.91% | 0.21% |
Monthly Dividends
The table displays the monthly dividend distributions for Sit ESG Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Sit ESG Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Sit ESG Growth Fund was 32.15%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Sit ESG Growth Fund drawdown is 9.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.15% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -29.64% | Dec 30, 2021 | 190 | Sep 30, 2022 | 321 | Jan 11, 2024 | 511 |
| -17.79% | Jan 30, 2018 | 228 | Dec 24, 2018 | 121 | Jun 19, 2019 | 349 |
| -15.86% | Feb 19, 2025 | 35 | Apr 8, 2025 | 28 | May 19, 2025 | 63 |
| -9.65% | Jan 13, 2026 | 52 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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