Correlation
The correlation between IESGX and SPLG is 0.95, 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.
IESGX vs. SPLG
Compare and contrast key facts about Sit ESG Growth Fund (IESGX) and SPDR Portfolio S&P 500 ETF (SPLG).
IESGX is managed by Sit. It was launched on Jun 30, 2016. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IESGX or SPLG.
Performance
IESGX vs. SPLG - Performance Comparison
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Key characteristics
IESGX:
0.84
SPLG:
0.73
IESGX:
1.15
SPLG:
1.04
IESGX:
1.16
SPLG:
1.15
IESGX:
0.85
SPLG:
0.68
IESGX:
3.52
SPLG:
2.58
IESGX:
3.80%
SPLG:
4.93%
IESGX:
18.32%
SPLG:
19.61%
IESGX:
-32.15%
SPLG:
-54.52%
IESGX:
-0.21%
SPLG:
-3.53%
Returns By Period
In the year-to-date period, IESGX achieves a 5.00% return, which is significantly higher than SPLG's 0.89% return.
IESGX
5.00%
5.47%
2.77%
14.23%
14.02%
12.11%
N/A
SPLG
0.89%
5.54%
-1.55%
13.29%
14.31%
15.91%
12.72%
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IESGX vs. SPLG - Expense Ratio Comparison
IESGX has a 1.00% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
IESGX vs. SPLG — Risk-Adjusted Performance Rank
IESGX
SPLG
IESGX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sit ESG Growth Fund (IESGX) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
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Dividends
IESGX vs. SPLG - Dividend Comparison
IESGX's dividend yield for the trailing twelve months is around 0.56%, less than SPLG's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IESGX Sit ESG Growth Fund | 0.56% | 0.59% | 0.77% | 3.29% | 1.43% | 0.58% | 1.54% | 1.41% | 0.91% | 0.21% | 0.00% | 0.00% |
SPLG SPDR Portfolio S&P 500 ETF | 1.29% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
Drawdowns
IESGX vs. SPLG - Drawdown Comparison
The maximum IESGX drawdown since its inception was -32.15%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for IESGX and SPLG.
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Volatility
IESGX vs. SPLG - Volatility Comparison
The current volatility for Sit ESG Growth Fund (IESGX) is 3.65%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 4.80%. This indicates that IESGX experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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