SDMGX vs. NBNGX
Compare and contrast key facts about SIT Developing Markets Growth Fund (SDMGX) and SIT Mid Cap Growth Fund (NBNGX).
SDMGX is managed by Sit. It was launched on Jun 30, 1994. NBNGX is managed by Sit. It was launched on Sep 2, 1982.
Performance
SDMGX vs. NBNGX - Performance Comparison
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SDMGX vs. NBNGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDMGX SIT Developing Markets Growth Fund | -0.73% | 36.11% | 13.58% | 7.37% | -17.23% | -8.88% | 23.14% | 19.77% | -14.76% | 43.22% |
NBNGX SIT Mid Cap Growth Fund | -3.41% | 8.72% | 74.13% | 21.98% | -24.10% | 15.78% | 33.16% | 30.27% | -7.42% | 19.01% |
Returns By Period
In the year-to-date period, SDMGX achieves a -0.73% return, which is significantly higher than NBNGX's -3.41% return. Over the past 10 years, SDMGX has underperformed NBNGX with an annualized return of 8.67%, while NBNGX has yielded a comparatively higher 14.59% annualized return.
SDMGX
- 1D
- 2.76%
- 1M
- -8.84%
- YTD
- -0.73%
- 6M
- 4.80%
- 1Y
- 37.43%
- 3Y*
- 15.48%
- 5Y*
- 3.78%
- 10Y*
- 8.67%
NBNGX
- 1D
- 3.09%
- 1M
- -6.66%
- YTD
- -3.41%
- 6M
- -3.53%
- 1Y
- 17.39%
- 3Y*
- 27.75%
- 5Y*
- 13.51%
- 10Y*
- 14.59%
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SDMGX vs. NBNGX - Expense Ratio Comparison
SDMGX has a 1.20% expense ratio, which is lower than NBNGX's 1.25% expense ratio.
Return for Risk
SDMGX vs. NBNGX — Risk / Return Rank
SDMGX
NBNGX
SDMGX vs. NBNGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Developing Markets Growth Fund (SDMGX) and SIT Mid Cap Growth Fund (NBNGX). 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.
| SDMGX | NBNGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.83 | +1.13 |
Sortino ratioReturn per unit of downside risk | 2.60 | 1.30 | +1.30 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.18 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 1.45 | +1.42 |
Martin ratioReturn relative to average drawdown | 11.15 | 5.74 | +5.41 |
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
| SDMGX | NBNGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.83 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.45 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.57 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.37 | -0.12 |
Correlation
The correlation between SDMGX and NBNGX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SDMGX vs. NBNGX - Dividend Comparison
SDMGX's dividend yield for the trailing twelve months is around 0.88%, less than NBNGX's 3.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDMGX SIT Developing Markets Growth Fund | 0.88% | 0.87% | 4.13% | 2.03% | 2.44% | 2.13% | 0.26% | 1.75% | 1.67% | 1.45% | 0.27% | 3.13% |
NBNGX SIT Mid Cap Growth Fund | 3.51% | 3.39% | 38.38% | 0.47% | 3.08% | 12.28% | 4.17% | 7.51% | 12.40% | 4.24% | 1.00% | 18.44% |
Drawdowns
SDMGX vs. NBNGX - Drawdown Comparison
The maximum SDMGX drawdown since its inception was -67.12%, smaller than the maximum NBNGX drawdown of -70.94%. Use the drawdown chart below to compare losses from any high point for SDMGX and NBNGX.
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Drawdown Indicators
| SDMGX | NBNGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.12% | -70.94% | +3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -12.32% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -40.16% | -34.84% | -5.32% |
Max Drawdown (10Y)Largest decline over 10 years | -44.63% | -35.14% | -9.49% |
Current DrawdownCurrent decline from peak | -10.60% | -6.91% | -3.69% |
Average DrawdownAverage peak-to-trough decline | -23.72% | -21.26% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.11% | +0.24% |
Volatility
SDMGX vs. NBNGX - Volatility Comparison
SIT Developing Markets Growth Fund (SDMGX) has a higher volatility of 8.72% compared to SIT Mid Cap Growth Fund (NBNGX) at 6.83%. This indicates that SDMGX's price experiences larger fluctuations and is considered to be riskier than NBNGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDMGX | NBNGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 6.83% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.96% | 13.20% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 21.95% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 29.96% | -10.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.15% | 25.79% | -6.64% |