IESGX vs. SNGVX
Compare and contrast key facts about Sit ESG Growth Fund (IESGX) and SIT U.S. Government Securities Fund (SNGVX).
IESGX is managed by Sit. It was launched on Jun 30, 2016. SNGVX is managed by Sit. It was launched on Jun 1, 1987.
Performance
IESGX vs. SNGVX - Performance Comparison
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IESGX vs. SNGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IESGX Sit ESG Growth Fund | -5.25% | 19.65% | 19.59% | 26.67% | -21.08% | 19.93% | 15.91% | 26.41% | -7.38% | 23.71% |
SNGVX SIT U.S. Government Securities Fund | -0.23% | 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, IESGX achieves a -5.25% return, which is significantly lower than SNGVX's -0.23% return.
IESGX
- 1D
- 3.06%
- 1M
- -5.00%
- YTD
- -5.25%
- 6M
- -3.56%
- 1Y
- 16.13%
- 3Y*
- 16.17%
- 5Y*
- 9.46%
- 10Y*
- —
SNGVX
- 1D
- -0.19%
- 1M
- -1.62%
- YTD
- -0.23%
- 6M
- 0.81%
- 1Y
- 3.41%
- 3Y*
- 3.60%
- 5Y*
- 1.18%
- 10Y*
- 1.55%
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IESGX vs. SNGVX - Expense Ratio Comparison
IESGX has a 1.00% expense ratio, which is higher than SNGVX's 0.80% expense ratio.
Return for Risk
IESGX vs. SNGVX — Risk / Return Rank
IESGX
SNGVX
IESGX vs. SNGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sit ESG Growth Fund (IESGX) 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.
| IESGX | SNGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.12 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.63 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.69 | -0.09 |
Martin ratioReturn relative to average drawdown | 6.74 | 5.14 | +1.60 |
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 | SNGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.12 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.32 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 1.46 | -0.80 |
Correlation
The correlation between IESGX and SNGVX is 0.02, 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
IESGX vs. SNGVX - Dividend Comparison
IESGX's dividend yield for the trailing twelve months is around 1.25%, less than SNGVX's 3.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IESGX Sit ESG Growth Fund | 1.25% | 1.19% | 0.06% | 0.77% | 3.29% | 1.43% | 0.58% | 1.54% | 1.41% | 0.91% | 0.21% | 0.00% |
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
IESGX vs. SNGVX - Drawdown Comparison
The maximum IESGX drawdown since its inception was -32.15%, which is greater than SNGVX's maximum drawdown of -9.17%. Use the drawdown chart below to compare losses from any high point for IESGX and SNGVX.
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Drawdown Indicators
| IESGX | SNGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.15% | -9.17% | -22.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -2.27% | -8.18% |
Max Drawdown (5Y)Largest decline over 5 years | -29.64% | -9.17% | -20.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.17% | — |
Current DrawdownCurrent decline from peak | -6.88% | -1.99% | -4.89% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -0.83% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 0.75% | +1.74% |
Volatility
IESGX vs. SNGVX - Volatility Comparison
Sit ESG Growth Fund (IESGX) has a higher volatility of 5.60% compared to SIT U.S. Government Securities Fund (SNGVX) at 1.29%. This indicates that IESGX'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
| IESGX | SNGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 1.29% | +4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 2.04% | +7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.80% | 3.43% | +13.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 3.69% | +12.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 2.95% | +13.87% |