SDVGX vs. DGRO
Compare and contrast key facts about SIT Dividend Growth Fund (SDVGX) and iShares Core Dividend Growth ETF (DGRO).
SDVGX is managed by Sit. It was launched on Dec 31, 2003. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDVGX or DGRO.
Key characteristics
| SDVGX | DGRO | |
|---|---|---|
| YTD Return | 20.45% | 19.78% |
| 1Y Return | 26.83% | 27.80% |
| 3Y Return (Ann) | 7.81% | 7.95% |
| 5Y Return (Ann) | 12.91% | 11.80% |
| 10Y Return (Ann) | 11.22% | 11.92% |
| Sharpe Ratio | 2.59 | 2.98 |
| Sortino Ratio | 3.52 | 4.18 |
| Omega Ratio | 1.48 | 1.55 |
| Calmar Ratio | 3.84 | 5.06 |
| Martin Ratio | 16.78 | 19.66 |
| Ulcer Index | 1.61% | 1.44% |
| Daily Std Dev | 10.45% | 9.52% |
| Max Drawdown | -45.52% | -35.10% |
| Current Drawdown | -0.95% | -1.26% |
Correlation
The correlation between SDVGX and DGRO 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.
Performance
SDVGX vs. DGRO - Performance Comparison
The year-to-date returns for both stocks are quite close, with SDVGX having a 20.45% return and DGRO slightly lower at 19.78%. Over the past 10 years, SDVGX has underperformed DGRO with an annualized return of 11.22%, while DGRO has yielded a comparatively higher 11.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SDVGX vs. DGRO - Expense Ratio Comparison
SDVGX has a 0.70% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Risk-Adjusted Performance
SDVGX vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Dividend Growth Fund (SDVGX) and iShares Core Dividend Growth ETF (DGRO). 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.
Dividends
SDVGX vs. DGRO - Dividend Comparison
SDVGX's dividend yield for the trailing twelve months is around 1.10%, less than DGRO's 2.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDVGX SIT Dividend Growth Fund | 1.10% | 1.42% | 1.44% | 1.36% | 1.42% | 1.76% | 3.15% | 1.50% | 1.62% | 1.93% | 1.51% | 1.46% |
DGRO iShares Core Dividend Growth ETF | 2.17% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
SDVGX vs. DGRO - Drawdown Comparison
The maximum SDVGX drawdown since its inception was -45.52%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for SDVGX and DGRO. For additional features, visit the drawdowns tool.
Volatility
SDVGX vs. DGRO - Volatility Comparison
SIT Dividend Growth Fund (SDVGX) and iShares Core Dividend Growth ETF (DGRO) have volatilities of 3.34% and 3.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.