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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SIT Developing Markets 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 Developing Markets Growth Fund (SDMGX) has returned -3.39% so far this year and 34.53% over the past 12 months. Over the last ten years, SDMGX has returned 8.37% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
SIT Developing Markets Growth Fund
- 1D
- -0.18%
- 1M
- -12.53%
- YTD
- -3.39%
- 6M
- 3.01%
- 1Y
- 34.53%
- 3Y*
- 14.44%
- 5Y*
- 3.67%
- 10Y*
- 8.37%
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 Jan 3, 1995, SDMGX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.
Historically, 55% of months were positive and 45% were negative. The best month was Nov 2022 with a return of +20.4%, while the worst month was Oct 2008 at -28.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SDMGX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +16.3%, while the worst single day was Oct 15, 2008 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.19% | 4.01% | -12.53% | -3.39% | |||||||||
| 2025 | 0.35% | -1.73% | -0.88% | 1.84% | 8.21% | 5.87% | 2.39% | 2.04% | 7.15% | 5.81% | -2.27% | 3.12% | 36.11% |
| 2024 | -4.94% | 3.33% | 4.32% | -0.19% | 1.98% | 3.64% | -0.18% | 1.17% | 7.48% | -3.02% | -1.39% | 1.21% | 13.58% |
| 2023 | 10.12% | -5.86% | 3.21% | -2.18% | -2.16% | 4.42% | 4.79% | -6.48% | -4.38% | -4.39% | 6.60% | 5.13% | 7.37% |
| 2022 | 0.32% | -5.31% | -2.32% | -7.37% | 1.38% | -4.51% | 0.32% | -1.23% | -11.23% | -4.71% | 20.37% | -1.42% | -17.23% |
| 2021 | 3.46% | 1.21% | -3.53% | 1.52% | 0.42% | -0.23% | -5.51% | 1.19% | -4.89% | 1.75% | -6.06% | 2.04% | -8.88% |
Benchmark Metrics
SIT Developing Markets Growth Fund has an annualized alpha of -1.19%, beta of 0.80, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since January 04, 1995.
- This fund participated in 109.27% of S&P 500 Index downside but only 92.25% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.19%
- Beta
- 0.80
- R²
- 0.53
- Upside Capture
- 92.25%
- Downside Capture
- 109.27%
Expense Ratio
SDMGX has a high expense ratio of 1.20%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SDMGX ranks 86 for risk / return — in the top 86% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SIT Developing Markets Growth Fund (SDMGX) and compare them to a chosen benchmark (S&P 500 Index).
| SDMGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 0.90 | +0.84 |
Sortino ratioReturn per unit of downside risk | 2.34 | 1.39 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.40 | +0.96 |
Martin ratioReturn relative to average drawdown | 9.37 | 6.61 | +2.76 |
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 SDMGX 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 Developing Markets Growth Fund provided a 0.90% dividend yield over the last twelve months, with an annual payout of $0.20 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.20 | $0.20 | $0.71 | $0.32 | $0.37 | $0.40 | $0.05 | $0.30 | $0.24 | $0.25 | $0.03 | $0.37 |
Dividend yield | 0.90% | 0.87% | 4.13% | 2.03% | 2.44% | 2.13% | 0.26% | 1.75% | 1.67% | 1.45% | 0.27% | 3.13% |
Monthly Dividends
The table displays the monthly dividend distributions for SIT Developing Markets 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 | $0.20 | $0.20 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $0.71 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.40 |
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 Developing Markets 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 Developing Markets Growth Fund was 67.12%, occurring on Nov 20, 2008. Recovery took 3009 trading sessions.
The current SIT Developing Markets Growth Fund drawdown is 13.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -67.12% | Nov 1, 2007 | 267 | Nov 20, 2008 | 3009 | Nov 4, 2020 | 3276 |
| -59.6% | Mar 10, 2000 | 753 | Mar 12, 2003 | 709 | Jan 3, 2006 | 1462 |
| -50.59% | Aug 7, 1997 | 293 | Oct 5, 1998 | 308 | Dec 23, 1999 | 601 |
| -44.63% | Feb 17, 2021 | 426 | Oct 24, 2022 | 721 | Sep 10, 2025 | 1147 |
| -23.83% | May 10, 2006 | 24 | Jun 13, 2006 | 115 | Nov 24, 2006 | 139 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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