PortfoliosLab logoPortfoliosLab logo
GDGIX vs. SDVGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDGIX vs. SDVGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sit Global Dividend Growth Fund (GDGIX) and SIT Dividend Growth Fund (SDVGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GDGIX vs. SDVGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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, GDGIX achieves a -5.53% return, which is significantly lower than SDVGX's -5.14% return. Over the past 10 years, GDGIX has underperformed SDVGX with an annualized return of 10.32%, while SDVGX has yielded a comparatively higher 11.15% 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. SDVGX - Expense Ratio Comparison

GDGIX has a 1.00% expense ratio, which is higher than SDVGX's 0.70% expense ratio.


Return for Risk

GDGIX vs. SDVGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GDGIX
GDGIX Risk / Return Rank: 3838
Overall Rank
GDGIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GDGIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GDGIX Omega Ratio Rank: 3636
Omega Ratio Rank
GDGIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
GDGIX Martin Ratio Rank: 4848
Martin Ratio Rank

SDVGX
SDVGX Risk / Return Rank: 5454
Overall Rank
SDVGX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SDVGX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SDVGX Omega Ratio Rank: 5858
Omega Ratio Rank
SDVGX Calmar Ratio Rank: 4848
Calmar Ratio Rank
SDVGX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GDGIX vs. SDVGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sit Global Dividend Growth Fund (GDGIX) 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.


GDGIXSDVGXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.98

-0.21

Sortino ratio

Return per unit of downside risk

1.21

1.43

-0.22

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

1.00

1.18

-0.18

Martin ratio

Return relative to average drawdown

4.86

5.65

-0.79

GDGIX vs. SDVGX - Sharpe Ratio Comparison

The current GDGIX Sharpe Ratio is 0.77, which is comparable to the SDVGX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GDGIX and SDVGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GDGIXSDVGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.98

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.66

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.65

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.57

+0.02

Correlation

The correlation between GDGIX and SDVGX is 0.96, 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. SDVGX - Dividend Comparison

GDGIX's dividend yield for the trailing twelve months is around 1.46%, less than SDVGX's 10.65% yield.


TTM20252024202320222021202020192018201720162015
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%
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

GDGIX vs. SDVGX - Drawdown Comparison

The maximum GDGIX drawdown since its inception was -33.91%, smaller than the maximum SDVGX drawdown of -45.52%. Use the drawdown chart below to compare losses from any high point for GDGIX and SDVGX.


Loading graphics...

Drawdown Indicators


GDGIXSDVGXDifference

Max Drawdown

Largest peak-to-trough decline

-33.91%

-45.52%

+11.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-11.70%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-21.13%

-5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

-35.01%

+1.10%

Current Drawdown

Current decline from peak

-8.09%

-7.92%

-0.17%

Average Drawdown

Average peak-to-trough decline

-4.62%

-5.06%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.45%

-0.25%

Volatility

GDGIX vs. SDVGX - Volatility Comparison

Sit Global Dividend Growth Fund (GDGIX) has a higher volatility of 4.06% compared to SIT Dividend Growth Fund (SDVGX) at 3.59%. This indicates that GDGIX's price experiences larger fluctuations and is considered to be riskier than SDVGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GDGIXSDVGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

3.59%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

7.77%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

15.90%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

15.12%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

17.18%

-0.84%