IESGX vs. GDGIX
IESGX (Sit ESG Growth Fund) and GDGIX (Sit Global Dividend Growth Fund) are both Global Equities funds from Sit. Over the past 10 years, IESGX returned 12.05%/yr vs 11.68%/yr for GDGIX. Their 0.97 correlation means they have historically moved very closely together. Both charge a 1.00% expense ratio.
Performance
IESGX vs. GDGIX - Performance Comparison
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Returns By Period
In the year-to-date period, IESGX achieves a 7.61% return, which is significantly lower than GDGIX's 10.77% return. Both investments have delivered pretty close results over the past 10 years, with IESGX having a 12.05% annualized return and GDGIX not far behind at 11.68%.
IESGX
- 1D
- 1.47%
- 1M
- 1.54%
- 6M
- 7.08%
- YTD
- 7.61%
- 1Y
- 17.20%
- 3Y*
- 16.85%
- 5Y*
- 10.19%
- 10Y*
- 12.05%
- ALL TIME*
- 12.13%
GDGIX
- 1D
- 1.96%
- 1M
- 1.50%
- 6M
- 9.10%
- YTD
- 10.77%
- 1Y
- 20.78%
- 3Y*
- 16.69%
- 5Y*
- 10.40%
- 10Y*
- 11.68%
- ALL TIME*
- 10.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
IESGX Sit ESG Growth Fund | $0.00 | $0.00 | $0.00 |
IESGX vs. GDGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IESGX Sit ESG Growth Fund | 7.61% | 19.65% | 19.59% | 26.67% | -21.08% | 19.93% | 15.91% | 26.41% | -7.38% | 23.71% |
GDGIX Sit Global Dividend Growth Fund | 10.77% | 16.68% | 16.80% | 23.12% | -18.05% | 23.59% | 16.01% | 26.70% | -9.65% | 19.75% |
Correlation
The correlation between IESGX and GDGIX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2016 | 0.97 |
The correlation between IESGX and GDGIX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
IESGX vs. GDGIX — Risk / Return Rank
IESGX
GDGIX
IESGX vs. GDGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sit ESG Growth Fund (IESGX) and Sit Global Dividend Growth Fund (GDGIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IESGX | GDGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.29 | -0.72 |
| Martin ratioReturn relative to average drawdown | 6.27 | 9.14 | -2.87 |
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Drawdowns
IESGX vs. GDGIX - Drawdown Comparison
The maximum IESGX drawdown since its inception was -32.15%, smaller than the maximum GDGIX drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for IESGX and GDGIX.
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Drawdown Indicators
| IESGX | GDGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.15% | -33.91% | +1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -8.12% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -15.86% | -14.69% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -29.64% | -26.60% | -3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -32.15% | -33.91% | +1.76% |
Current DrawdownCurrent decline from peak | -0.56% | 0.00% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -4.56% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.04% | +0.39% |
Volatility
IESGX vs. GDGIX - Volatility Comparison
Sit ESG Growth Fund (IESGX) and Sit Global Dividend Growth Fund (GDGIX) have volatilities of 3.26% and 3.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IESGX | GDGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 3.21% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 9.80% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 12.39% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 15.17% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 16.35% | +0.42% |
IESGX vs. GDGIX - Expense Ratio Comparison
Both IESGX and GDGIX have an expense ratio of 1.00%.
Dividends
IESGX vs. GDGIX - Dividend Comparison
IESGX's dividend yield for the trailing twelve months is around 1.10%, less than GDGIX's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDGIX Sit Global Dividend Growth Fund | 1.24% | 1.38% | 2.47% | 1.03% | 1.11% | 0.69% | 1.03% | 1.59% | 1.93% | 1.50% | 2.11% | 9.52% |
IESGX Sit ESG Growth Fund | 1.10% | 1.19% | 0.06% | 0.77% | 3.29% | 1.43% | 0.58% | 1.54% | 1.41% | 0.91% | 0.21% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, IESGX and GDGIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IESGX has higher volatility (3.26%) compared to GDGIX (3.21%). In terms of maximum drawdown, IESGX dropped -32.15% vs GDGIX's -33.91%.
GDGIX currently has the higher Sharpe Ratio (1.50 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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