IESGX vs. SNIGX
Compare and contrast key facts about Sit ESG Growth Fund (IESGX) and SIT Large Cap Growth Fund (SNIGX).
IESGX is managed by Sit. It was launched on Jun 30, 2016. SNIGX is managed by Sit. It was launched on Sep 2, 1982.
Performance
IESGX vs. SNIGX - Performance Comparison
Loading graphics...
IESGX vs. SNIGX - 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% |
SNIGX SIT Large Cap Growth Fund | -8.44% | 15.24% | 26.21% | 39.68% | -28.26% | 28.39% | 33.99% | 32.89% | -3.28% | 27.78% |
Returns By Period
The year-to-date returns for both stocks are quite close, with IESGX having a -8.07% return and SNIGX slightly lower at -8.44%.
IESGX
- 1D
- 0.00%
- 1M
- -7.82%
- YTD
- -8.07%
- 6M
- -6.43%
- 1Y
- 12.68%
- 3Y*
- 15.01%
- 5Y*
- 9.01%
- 10Y*
- —
SNIGX
- 1D
- 3.42%
- 1M
- -5.48%
- YTD
- -8.44%
- 6M
- -6.00%
- 1Y
- 15.29%
- 3Y*
- 18.32%
- 5Y*
- 10.46%
- 10Y*
- 14.59%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IESGX vs. SNIGX - Expense Ratio Comparison
Both IESGX and SNIGX have an expense ratio of 1.00%.
Return for Risk
IESGX vs. SNIGX — Risk / Return Rank
IESGX
SNIGX
IESGX vs. SNIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sit ESG Growth Fund (IESGX) and SIT Large Cap Growth Fund (SNIGX). 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 | SNIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.79 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.29 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.26 | -0.15 |
Martin ratioReturn relative to average drawdown | 4.73 | 4.73 | 0.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IESGX | SNIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.79 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.52 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.51 | +0.14 |
Correlation
The correlation between IESGX and SNIGX is 0.92, 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. SNIGX - Dividend Comparison
IESGX's dividend yield for the trailing twelve months is around 1.29%, less than SNIGX's 2.33% 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% |
SNIGX SIT Large Cap Growth Fund | 2.33% | 2.13% | 4.01% | 1.84% | 3.87% | 5.89% | 5.33% | 9.56% | 10.20% | 11.95% | 7.73% | 29.92% |
Drawdowns
IESGX vs. SNIGX - Drawdown Comparison
The maximum IESGX drawdown since its inception was -32.15%, smaller than the maximum SNIGX drawdown of -64.95%. Use the drawdown chart below to compare losses from any high point for IESGX and SNIGX.
Loading graphics...
Drawdown Indicators
| IESGX | SNIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.15% | -64.95% | +32.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -12.99% | +2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -29.64% | -32.14% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.14% | — |
Current DrawdownCurrent decline from peak | -9.65% | -10.01% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -15.81% | +10.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 3.45% | -1.00% |
Volatility
IESGX vs. SNIGX - Volatility Comparison
The current volatility for Sit ESG Growth Fund (IESGX) is 4.43%, while SIT Large Cap Growth Fund (SNIGX) has a volatility of 5.98%. This indicates that IESGX experiences smaller price fluctuations and is considered to be less risky than SNIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IESGX | SNIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 5.98% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 10.92% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 20.22% | -3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 20.17% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 20.48% | -3.68% |