GDGIX vs. SSGLX
Compare and contrast key facts about Sit Global Dividend Growth Fund (GDGIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
GDGIX is managed by Sit. It was launched on Sep 29, 2008. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
GDGIX vs. SSGLX - Performance Comparison
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GDGIX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, GDGIX achieves a -5.53% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, GDGIX has outperformed SSGLX with an annualized return of 10.32%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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GDGIX vs. SSGLX - Expense Ratio Comparison
GDGIX has a 1.00% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
GDGIX vs. SSGLX — Risk / Return Rank
GDGIX
SSGLX
GDGIX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sit Global Dividend Growth Fund (GDGIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.56 | -0.79 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.12 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.00 | -0.99 |
Martin ratioReturn relative to average drawdown | 4.86 | 7.90 | -3.04 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.56 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.48 | +0.12 |
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 | 0.37 | +0.22 |
Correlation
The correlation between GDGIX and SSGLX is 0.77, 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. SSGLX - Dividend Comparison
GDGIX's dividend yield for the trailing twelve months is around 1.46%, less than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
GDGIX vs. SSGLX - Drawdown Comparison
The maximum GDGIX drawdown since its inception was -33.91%, smaller than the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for GDGIX and SSGLX.
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Drawdown Indicators
| GDGIX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -35.88% | +1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -11.22% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -30.08% | +3.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -35.88% | +1.97% |
Current DrawdownCurrent decline from peak | -8.09% | -10.87% | +2.78% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -8.32% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.84% | -0.64% |
Volatility
GDGIX vs. SSGLX - Volatility Comparison
The current volatility for Sit Global Dividend Growth Fund (GDGIX) is 4.06%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that GDGIX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDGIX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 6.44% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 10.02% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 15.49% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 14.49% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 16.15% | +0.19% |