GDGIX vs. GAOAX
Compare and contrast key facts about Sit Global Dividend Growth Fund (GDGIX) and JPMorgan Global Allocation Fund A (GAOAX).
GDGIX is managed by Sit. It was launched on Sep 29, 2008. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
GDGIX vs. GAOAX - Performance Comparison
Loading graphics...
GDGIX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GDGIX Sit Global Dividend Growth Fund | -5.53% | 16.68% | 16.80% | 23.12% | -18.05% | 23.59% | 16.01% | 26.70% | -9.65% | 19.75% |
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
The year-to-date returns for both investments are quite close, with GDGIX having a -5.53% return and GAOAX slightly higher at -5.28%. Over the past 10 years, GDGIX has outperformed GAOAX with an annualized return of 10.32%, while GAOAX has yielded a comparatively lower 5.59% annualized return.
GDGIX
- 1D
- 0.03%
- 1M
- -7.47%
- YTD
- -5.53%
- 6M
- -3.17%
- 1Y
- 11.87%
- 3Y*
- 14.29%
- 5Y*
- 9.00%
- 10Y*
- 10.32%
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GDGIX vs. GAOAX - Expense Ratio Comparison
GDGIX has a 1.00% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
GDGIX vs. GAOAX — Risk / Return Rank
GDGIX
GAOAX
GDGIX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sit Global Dividend Growth Fund (GDGIX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| GDGIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.72 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.06 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.82 | +0.18 |
Martin ratioReturn relative to average drawdown | 4.86 | 3.42 | +1.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GDGIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.72 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.16 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.52 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.53 | +0.06 |
Correlation
The correlation between GDGIX and GAOAX 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
GDGIX vs. GAOAX - Dividend Comparison
GDGIX's dividend yield for the trailing twelve months is around 1.46%, less than GAOAX's 10.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDGIX Sit Global Dividend Growth Fund | 1.46% | 1.38% | 2.47% | 1.03% | 1.11% | 0.69% | 1.03% | 1.59% | 1.93% | 1.50% | 2.11% | 9.52% |
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
GDGIX vs. GAOAX - Drawdown Comparison
The maximum GDGIX drawdown since its inception was -33.91%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for GDGIX and GAOAX.
Loading graphics...
Drawdown Indicators
| GDGIX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -29.02% | -4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -8.95% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -29.02% | +2.42% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -29.02% | -4.89% |
Current DrawdownCurrent decline from peak | -8.09% | -8.95% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -6.01% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.15% | +0.05% |
Volatility
GDGIX vs. GAOAX - Volatility Comparison
The current volatility for Sit Global Dividend Growth Fund (GDGIX) is 4.06%, while JPMorgan Global Allocation Fund A (GAOAX) has a volatility of 4.64%. This indicates that GDGIX experiences smaller price fluctuations and is considered to be less risky than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GDGIX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 4.64% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 7.42% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 11.46% | +4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 11.02% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 10.80% | +5.54% |