GDGIX vs. SQIFX
Compare and contrast key facts about Sit Global Dividend Growth Fund (GDGIX) and Sit Quality Income Fund (SQIFX).
GDGIX is managed by Sit. It was launched on Sep 29, 2008. SQIFX is managed by Sit. It was launched on Dec 31, 2012.
Performance
GDGIX vs. SQIFX - Performance Comparison
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GDGIX vs. SQIFX - 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% |
SQIFX Sit Quality Income Fund | 0.05% | 6.32% | 3.93% | 3.39% | -2.68% | 1.24% | 2.89% | 3.13% | 0.90% | 1.16% |
Returns By Period
In the year-to-date period, GDGIX achieves a -5.53% return, which is significantly lower than SQIFX's 0.05% return. Over the past 10 years, GDGIX has outperformed SQIFX with an annualized return of 10.32%, while SQIFX has yielded a comparatively lower 2.07% 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%
SQIFX
- 1D
- 0.31%
- 1M
- -1.13%
- YTD
- 0.05%
- 6M
- 1.21%
- 1Y
- 4.04%
- 3Y*
- 4.14%
- 5Y*
- 2.33%
- 10Y*
- 2.07%
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GDGIX vs. SQIFX - Expense Ratio Comparison
GDGIX has a 1.00% expense ratio, which is higher than SQIFX's 0.90% expense ratio.
Return for Risk
GDGIX vs. SQIFX — Risk / Return Rank
GDGIX
SQIFX
GDGIX vs. SQIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sit Global Dividend Growth Fund (GDGIX) and Sit Quality Income Fund (SQIFX). 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 | SQIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.80 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.90 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.36 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.07 | -2.06 |
Martin ratioReturn relative to average drawdown | 4.86 | 11.11 | -6.26 |
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 | SQIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.80 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.02 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 1.18 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 1.05 | -0.46 |
Correlation
The correlation between GDGIX and SQIFX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GDGIX vs. SQIFX - Dividend Comparison
GDGIX's dividend yield for the trailing twelve months is around 1.46%, less than SQIFX's 3.87% 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% |
SQIFX Sit Quality Income Fund | 3.87% | 4.21% | 3.96% | 2.78% | 3.42% | 1.23% | 1.13% | 1.95% | 1.82% | 1.16% | 0.89% | 0.95% |
Drawdowns
GDGIX vs. SQIFX - Drawdown Comparison
The maximum GDGIX drawdown since its inception was -33.91%, which is greater than SQIFX's maximum drawdown of -4.22%. Use the drawdown chart below to compare losses from any high point for GDGIX and SQIFX.
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Drawdown Indicators
| GDGIX | SQIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -4.22% | -29.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -1.55% | -9.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -4.22% | -22.38% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -4.22% | -29.69% |
Current DrawdownCurrent decline from peak | -8.09% | -1.13% | -6.96% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -0.45% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.43% | +1.77% |
Volatility
GDGIX vs. SQIFX - Volatility Comparison
Sit Global Dividend Growth Fund (GDGIX) has a higher volatility of 4.06% compared to Sit Quality Income Fund (SQIFX) at 0.81%. This indicates that GDGIX's price experiences larger fluctuations and is considered to be riskier than SQIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDGIX | SQIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 0.81% | +3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 1.53% | +7.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 2.47% | +13.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 2.29% | +12.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 1.77% | +14.57% |