AUEIX vs. SDVGX
Compare and contrast key facts about AQR Large Cap Defensive Style Fund (AUEIX) and SIT Dividend Growth Fund (SDVGX).
AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012. SDVGX is managed by Sit. It was launched on Dec 31, 2003.
Performance
AUEIX vs. SDVGX - Performance Comparison
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AUEIX vs. SDVGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 0.79% | 6.95% | 13.85% | 9.49% | -13.81% | 23.52% | 13.10% | 28.63% | -0.27% | 22.14% |
SDVGX SIT Dividend Growth Fund | -5.14% | 18.73% | 18.22% | 14.89% | -12.17% | 27.87% | 7.79% | 29.18% | -6.86% | 20.22% |
Returns By Period
In the year-to-date period, AUEIX achieves a 0.79% return, which is significantly higher than SDVGX's -5.14% return. Over the past 10 years, AUEIX has underperformed SDVGX with an annualized return of 10.46%, while SDVGX has yielded a comparatively higher 11.15% annualized return.
AUEIX
- 1D
- 0.74%
- 1M
- -5.02%
- YTD
- 0.79%
- 6M
- -1.36%
- 1Y
- 3.06%
- 3Y*
- 9.70%
- 5Y*
- 6.73%
- 10Y*
- 10.46%
SDVGX
- 1D
- -0.12%
- 1M
- -7.50%
- YTD
- -5.14%
- 6M
- -2.28%
- 1Y
- 14.59%
- 3Y*
- 14.39%
- 5Y*
- 9.93%
- 10Y*
- 11.15%
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AUEIX vs. SDVGX - Expense Ratio Comparison
AUEIX has a 0.37% expense ratio, which is lower than SDVGX's 0.70% expense ratio.
Return for Risk
AUEIX vs. SDVGX — Risk / Return Rank
AUEIX
SDVGX
AUEIX vs. SDVGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and SIT Dividend Growth Fund (SDVGX). 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.
| AUEIX | SDVGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.98 | -0.65 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.43 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 1.18 | -0.85 |
Martin ratioReturn relative to average drawdown | 1.55 | 5.65 | -4.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AUEIX | SDVGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.98 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.66 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.65 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.57 | +0.26 |
Correlation
The correlation between AUEIX and SDVGX is 0.92, 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
AUEIX vs. SDVGX - Dividend Comparison
AUEIX's dividend yield for the trailing twelve months is around 22.52%, more than SDVGX's 10.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 22.52% | 22.70% | 24.31% | 24.28% | 10.26% | 2.54% | 1.29% | 1.12% | 1.67% | 2.36% | 1.99% | 6.18% |
SDVGX SIT Dividend Growth Fund | 10.65% | 10.10% | 12.47% | 4.66% | 12.01% | 12.29% | 1.42% | 12.85% | 25.20% | 11.49% | 8.32% | 13.23% |
Drawdowns
AUEIX vs. SDVGX - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -30.82%, smaller than the maximum SDVGX drawdown of -45.52%. Use the drawdown chart below to compare losses from any high point for AUEIX and SDVGX.
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Drawdown Indicators
| AUEIX | SDVGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -45.52% | +14.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -11.70% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.08% | -21.13% | -0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -30.82% | -35.01% | +4.19% |
Current DrawdownCurrent decline from peak | -5.22% | -7.92% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -5.06% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.45% | -0.50% |
Volatility
AUEIX vs. SDVGX - Volatility Comparison
The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 2.56%, while SIT Dividend Growth Fund (SDVGX) has a volatility of 3.59%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than SDVGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUEIX | SDVGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.59% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.70% | 7.77% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 15.90% | -3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 15.12% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 17.18% | -1.97% |