SDMGX vs. TEQLX
Compare and contrast key facts about SIT Developing Markets Growth Fund (SDMGX) and TIAA-CREF Emerging Markets Equity Index Fund (TEQLX).
SDMGX is managed by Sit. It was launched on Jun 30, 1994. TEQLX is managed by TIAA Investments. It was launched on Aug 30, 2010.
Performance
SDMGX vs. TEQLX - Performance Comparison
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SDMGX vs. TEQLX - 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% |
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 2.92% | 34.10% | 6.71% | 9.23% | -20.22% | -3.07% | 17.67% | 18.59% | -14.60% | 37.47% |
Returns By Period
In the year-to-date period, SDMGX achieves a -0.73% return, which is significantly lower than TEQLX's 2.92% return. Over the past 10 years, SDMGX has outperformed TEQLX with an annualized return of 8.67%, while TEQLX has yielded a comparatively lower 7.93% 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%
TEQLX
- 1D
- 2.77%
- 1M
- -9.01%
- YTD
- 2.92%
- 6M
- 6.55%
- 1Y
- 32.01%
- 3Y*
- 15.51%
- 5Y*
- 3.58%
- 10Y*
- 7.93%
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SDMGX vs. TEQLX - Expense Ratio Comparison
SDMGX has a 1.20% expense ratio, which is higher than TEQLX's 0.19% expense ratio.
Return for Risk
SDMGX vs. TEQLX — Risk / Return Rank
SDMGX
TEQLX
SDMGX vs. TEQLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Developing Markets Growth Fund (SDMGX) and TIAA-CREF Emerging Markets Equity Index Fund (TEQLX). 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 | TEQLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 1.87 | +0.09 |
Sortino ratioReturn per unit of downside risk | 2.60 | 2.44 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.24 | +0.63 |
Martin ratioReturn relative to average drawdown | 11.15 | 8.90 | +2.25 |
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 | TEQLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.87 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.22 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.46 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.27 | -0.03 |
Correlation
The correlation between SDMGX and TEQLX is 0.94, 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. TEQLX - Dividend Comparison
SDMGX's dividend yield for the trailing twelve months is around 0.88%, less than TEQLX's 2.75% 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% |
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 2.75% | 2.83% | 2.93% | 3.08% | 2.51% | 2.27% | 2.04% | 2.77% | 2.43% | 1.98% | 1.88% | 2.40% |
Drawdowns
SDMGX vs. TEQLX - Drawdown Comparison
The maximum SDMGX drawdown since its inception was -67.12%, which is greater than TEQLX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for SDMGX and TEQLX.
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Drawdown Indicators
| SDMGX | TEQLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.12% | -39.33% | -27.79% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -13.32% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -40.16% | -37.14% | -3.02% |
Max Drawdown (10Y)Largest decline over 10 years | -44.63% | -39.33% | -5.30% |
Current DrawdownCurrent decline from peak | -10.60% | -10.91% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -23.72% | -14.74% | -8.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.35% | 0.00% |
Volatility
SDMGX vs. TEQLX - Volatility Comparison
The current volatility for SIT Developing Markets Growth Fund (SDMGX) is 8.72%, while TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) has a volatility of 9.21%. This indicates that SDMGX experiences smaller price fluctuations and is considered to be less risky than TEQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDMGX | TEQLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 9.21% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 13.96% | 13.55% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 17.70% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 16.54% | +2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.15% | 17.46% | +1.69% |