- ISIN
- US82980D8487
- Issuer
- Sit
- Inception Date
- Jun 30, 2016
- Category
- Global Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
IESGX Performance Chart
Sit ESG Growth Fund (IESGX) is up 7.6% since the beginning of the year. IESGX is currently trading at $28 per share. Investors who bought $1,000 worth of IESGX shares 5 years ago would now be looking at an investment worth $1,624.
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Returns By Period
Sit ESG Growth Fund (IESGX) has returned 7.61% so far this year and 17.20% over the past 12 months. Over the last ten years, IESGX has returned 12.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Sit ESG Growth Fund
- 1D
- 1.47%
- 1M
- 1.54%
- 6M
- 7.08%
- YTD
- 7.61%
- 1Y
- 17.20%
- 3Y*
- 16.85%
- 5Y*
- 10.19%
- 10Y*
- 12.05%
- ALL TIME*
- 12.13%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
IESGX Monthly Returns History
Based on dividend-adjusted daily data since Jul 6, 2016, IESGX's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 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% | -5.25% | 8.88% | 4.06% | -2.55% | 2.87% | 7.61% | |||||
| 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 0.01%, beta of 0.90, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since July 06, 2016.
- This fund participated in 93.61% of S&P 500 Index downside but only 89.74% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.90 and R2 of 0.94, 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
- 0.01%
- Beta
- 0.90
- R²
- 0.94
- Upside Capture
- 89.74%
- Downside Capture
- 93.61%
Expense Ratio
IESGX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
IESGX ranks 36 for risk / return — above 36% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Sit ESG Growth Fund (IESGX) and compare them to S&P 500 Index.
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.
| IESGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.00 | -0.42 |
| Martin ratioReturn relative to average drawdown | 6.27 | 8.49 | -2.23 |
Dividends
Dividend History
Sit ESG Growth Fund provided a 1.10% 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 | 1.10% | 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 | $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 0.56%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.15%Mar 2020 | 1mo 2d | 4mo 22d | 5mo 24dFeb 2020 - Aug 2020 | COVID crash2020 |
-29.64%Sep 2022 | 9mo 4d | 1y 3mo | 2y 12dDec 2021 - Jan 2024 | Bear market2022 |
-17.79%Dec 2018 | 10mo 28d | 5mo 27d | 1y 4moJan 2018 - Jun 2019 | Rate-hike selloffLate 2018 |
-15.86%Apr 2025 | 1mo 18d | 1mo 11d | 2mo 29dFeb 2025 - May 2025 | 2025 selloff2025 |
-9.65%Mar 2026 | 2mo 13d | 19d | 3mo 2dJan 2026 - Apr 2026 | — |
Drawdown Indicators
| IESGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.15% | -56.78% | +24.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -9.10% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -15.86% | -18.90% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -29.64% | -25.43% | -4.21% |
Max Drawdown (10Y)Largest decline over 10 years | -32.15% | -33.92% | +1.77% |
Current DrawdownCurrent decline from peak | -0.56% | -1.58% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -10.70% | +5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.14% | +0.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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