IESGX vs. GDGIX
Compare and contrast key facts about Sit ESG Growth Fund (IESGX) and Sit Global Dividend Growth Fund (GDGIX).
IESGX is managed by Sit. It was launched on Jun 30, 2016. GDGIX is managed by Sit. It was launched on Sep 29, 2008.
Performance
IESGX vs. GDGIX - Performance Comparison
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IESGX vs. GDGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IESGX Sit ESG Growth Fund | -8.07% | 19.65% | 19.59% | 26.67% | -21.08% | 19.93% | 15.91% | 26.41% | -7.38% | 23.71% |
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% |
Returns By Period
In the year-to-date period, IESGX achieves a -8.07% return, which is significantly lower than GDGIX's -5.53% return.
IESGX
- 1D
- 0.00%
- 1M
- -8.07%
- YTD
- -8.07%
- 6M
- -5.96%
- 1Y
- 13.15%
- 3Y*
- 15.01%
- 5Y*
- 9.01%
- 10Y*
- —
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%
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IESGX vs. GDGIX - Expense Ratio Comparison
Both IESGX and GDGIX have an expense ratio of 1.00%.
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.
| IESGX | GDGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.77 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.21 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.00 | +0.11 |
Martin ratioReturn relative to average drawdown | 4.73 | 4.86 | -0.12 |
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
| IESGX | GDGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.77 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.60 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.59 | +0.05 |
Correlation
The correlation between IESGX and GDGIX is 0.97, 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
IESGX vs. GDGIX - Dividend Comparison
IESGX's dividend yield for the trailing twelve months is around 1.29%, less than GDGIX's 1.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IESGX Sit ESG Growth Fund | 1.29% | 1.19% | 0.06% | 0.77% | 3.29% | 1.43% | 0.58% | 1.54% | 1.41% | 0.91% | 0.21% | 0.00% |
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% |
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 | -10.45% | -10.62% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -29.64% | -26.60% | -3.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.91% | — |
Current DrawdownCurrent decline from peak | -9.65% | -8.09% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -4.62% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.20% | +0.25% |
Volatility
IESGX vs. GDGIX - Volatility Comparison
Sit ESG Growth Fund (IESGX) has a higher volatility of 4.43% compared to Sit Global Dividend Growth Fund (GDGIX) at 4.06%. This indicates that IESGX's price experiences larger fluctuations and is considered to be riskier than GDGIX based on this measure. 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 | 4.43% | 4.06% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 8.69% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 15.77% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 15.01% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 16.34% | +0.46% |