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SDMGX vs. LCSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDMGX vs. LCSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SIT Developing Markets Growth Fund (SDMGX) and Martin Currie SMA-Shares Series EM Fund (LCSMX). The values are adjusted to include any dividend payments, if applicable.

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SDMGX vs. LCSMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SDMGX
SIT Developing Markets Growth Fund
0.26%36.11%13.58%7.37%-17.23%-8.88%23.14%19.77%-18.28%
LCSMX
Martin Currie SMA-Shares Series EM Fund
13.37%51.52%-13.60%16.26%-27.25%4.73%35.72%6.81%1.42%

Returns By Period

In the year-to-date period, SDMGX achieves a 0.26% return, which is significantly lower than LCSMX's 13.37% return.


SDMGX

1D
-0.77%
1M
-3.79%
YTD
0.26%
6M
4.21%
1Y
43.27%
3Y*
16.08%
5Y*
3.99%
10Y*
8.81%

LCSMX

1D
-1.59%
1M
-3.82%
YTD
13.37%
6M
26.34%
1Y
71.39%
3Y*
18.11%
5Y*
5.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDMGX vs. LCSMX - Expense Ratio Comparison

SDMGX has a 1.20% expense ratio, which is higher than LCSMX's 0.00% expense ratio.


Return for Risk

SDMGX vs. LCSMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDMGX
SDMGX Risk / Return Rank: 8989
Overall Rank
SDMGX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SDMGX Sortino Ratio Rank: 8888
Sortino Ratio Rank
SDMGX Omega Ratio Rank: 8585
Omega Ratio Rank
SDMGX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SDMGX Martin Ratio Rank: 9090
Martin Ratio Rank

LCSMX
LCSMX Risk / Return Rank: 9797
Overall Rank
LCSMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LCSMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
LCSMX Omega Ratio Rank: 9595
Omega Ratio Rank
LCSMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
LCSMX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDMGX vs. LCSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SIT Developing Markets Growth Fund (SDMGX) and Martin Currie SMA-Shares Series EM Fund (LCSMX). 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.


SDMGXLCSMXDifference

Sharpe ratio

Return per unit of total volatility

1.94

2.96

-1.01

Sortino ratio

Return per unit of downside risk

2.59

3.53

-0.93

Omega ratio

Gain probability vs. loss probability

1.38

1.54

-0.17

Calmar ratio

Return relative to maximum drawdown

2.98

4.34

-1.36

Martin ratio

Return relative to average drawdown

11.24

17.23

-5.98

SDMGX vs. LCSMX - Sharpe Ratio Comparison

The current SDMGX Sharpe Ratio is 1.94, which is lower than the LCSMX Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of SDMGX and LCSMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SDMGXLCSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

2.96

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.29

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.43

-0.19

Correlation

The correlation between SDMGX and LCSMX is 0.76, 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

SDMGX vs. LCSMX - Dividend Comparison

SDMGX's dividend yield for the trailing twelve months is around 0.87%, less than LCSMX's 0.88% yield.


TTM20252024202320222021202020192018201720162015
SDMGX
SIT Developing Markets Growth Fund
0.87%0.87%4.13%2.03%2.44%2.13%0.26%1.75%1.67%1.45%0.27%3.13%
LCSMX
Martin Currie SMA-Shares Series EM Fund
0.88%1.00%1.29%1.22%1.11%3.03%0.48%0.88%1.40%0.00%0.00%0.00%

Drawdowns

SDMGX vs. LCSMX - Drawdown Comparison

The maximum SDMGX drawdown since its inception was -67.12%, which is greater than LCSMX's maximum drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for SDMGX and LCSMX.


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Drawdown Indicators


SDMGXLCSMXDifference

Max Drawdown

Largest peak-to-trough decline

-67.12%

-39.72%

-27.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-15.39%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-40.16%

-39.72%

-0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-44.63%

Current Drawdown

Current decline from peak

-9.71%

-12.14%

+2.43%

Average Drawdown

Average peak-to-trough decline

-23.72%

-13.97%

-9.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.88%

-0.43%

Volatility

SDMGX vs. LCSMX - Volatility Comparison

The current volatility for SIT Developing Markets Growth Fund (SDMGX) is 8.42%, while Martin Currie SMA-Shares Series EM Fund (LCSMX) has a volatility of 10.47%. This indicates that SDMGX experiences smaller price fluctuations and is considered to be less risky than LCSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDMGXLCSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

10.47%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

18.28%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

22.34%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

17.96%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

19.39%

-0.24%