GDGIX vs. SNGVX
Compare and contrast key facts about Sit Global Dividend Growth Fund (GDGIX) and SIT U.S. Government Securities Fund (SNGVX).
GDGIX is managed by Sit. It was launched on Sep 29, 2008. SNGVX is managed by Sit. It was launched on Jun 1, 1987.
Performance
GDGIX vs. SNGVX - Performance Comparison
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GDGIX vs. SNGVX - 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% |
SNGVX SIT U.S. Government Securities Fund | -0.04% | 6.93% | 2.41% | 3.22% | -4.80% | -1.15% | 3.53% | 3.34% | 1.80% | 1.34% |
Returns By Period
In the year-to-date period, GDGIX achieves a -5.53% return, which is significantly lower than SNGVX's -0.04% return. Over the past 10 years, GDGIX has outperformed SNGVX with an annualized return of 10.32%, while SNGVX has yielded a comparatively lower 1.57% 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%
SNGVX
- 1D
- 0.48%
- 1M
- -1.80%
- YTD
- -0.04%
- 6M
- 1.20%
- 1Y
- 4.01%
- 3Y*
- 3.67%
- 5Y*
- 1.27%
- 10Y*
- 1.57%
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GDGIX vs. SNGVX - Expense Ratio Comparison
GDGIX has a 1.00% expense ratio, which is higher than SNGVX's 0.80% expense ratio.
Return for Risk
GDGIX vs. SNGVX — Risk / Return Rank
GDGIX
SNGVX
GDGIX vs. SNGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sit Global Dividend Growth Fund (GDGIX) and SIT U.S. Government Securities Fund (SNGVX). 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 | SNGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.19 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.73 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.05 | -1.04 |
Martin ratioReturn relative to average drawdown | 4.86 | 6.31 | -1.45 |
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
| GDGIX | SNGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.19 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.35 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.53 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 1.47 | -0.88 |
Correlation
The correlation between GDGIX and SNGVX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
GDGIX vs. SNGVX - Dividend Comparison
GDGIX's dividend yield for the trailing twelve months is around 1.46%, less than SNGVX's 3.47% 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% |
SNGVX SIT U.S. Government Securities Fund | 3.47% | 3.76% | 3.78% | 3.23% | 1.70% | 0.75% | 1.40% | 2.18% | 2.05% | 1.60% | 1.63% | 1.87% |
Drawdowns
GDGIX vs. SNGVX - Drawdown Comparison
The maximum GDGIX drawdown since its inception was -33.91%, which is greater than SNGVX's maximum drawdown of -9.17%. Use the drawdown chart below to compare losses from any high point for GDGIX and SNGVX.
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Drawdown Indicators
| GDGIX | SNGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -9.17% | -24.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -2.27% | -8.35% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -9.17% | -17.43% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -9.17% | -24.74% |
Current DrawdownCurrent decline from peak | -8.09% | -1.80% | -6.29% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -0.83% | -3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.74% | +1.46% |
Volatility
GDGIX vs. SNGVX - Volatility Comparison
Sit Global Dividend Growth Fund (GDGIX) has a higher volatility of 4.06% compared to SIT U.S. Government Securities Fund (SNGVX) at 1.32%. This indicates that GDGIX's price experiences larger fluctuations and is considered to be riskier than SNGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDGIX | SNGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 1.32% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 2.04% | +6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 3.43% | +12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 3.69% | +11.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 2.95% | +13.39% |