SDVGX vs. MGV
Compare and contrast key facts about SIT Dividend Growth Fund (SDVGX) and Vanguard Mega Cap Value ETF (MGV).
SDVGX is managed by Sit. It was launched on Dec 31, 2003. MGV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Value Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDVGX or MGV.
Key characteristics
| SDVGX | MGV | |
|---|---|---|
| YTD Return | 20.45% | 21.08% |
| 1Y Return | 26.83% | 29.13% |
| 3Y Return (Ann) | 7.81% | 10.16% |
| 5Y Return (Ann) | 12.91% | 11.73% |
| 10Y Return (Ann) | 11.22% | 10.81% |
| Sharpe Ratio | 2.59 | 2.99 |
| Sortino Ratio | 3.52 | 4.24 |
| Omega Ratio | 1.48 | 1.55 |
| Calmar Ratio | 3.84 | 6.02 |
| Martin Ratio | 16.78 | 19.59 |
| Ulcer Index | 1.61% | 1.52% |
| Daily Std Dev | 10.45% | 9.93% |
| Max Drawdown | -45.52% | -56.31% |
| Current Drawdown | -0.95% | -1.27% |
Correlation
The correlation between SDVGX and MGV is 0.93, 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. MGV - Performance Comparison
The year-to-date returns for both investments are quite close, with SDVGX having a 20.45% return and MGV slightly higher at 21.08%. Both investments have delivered pretty close results over the past 10 years, with SDVGX having a 11.22% annualized return and MGV not far behind at 10.81%. 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. MGV - Expense Ratio Comparison
SDVGX has a 0.70% expense ratio, which is higher than MGV's 0.07% expense ratio.
Risk-Adjusted Performance
SDVGX vs. MGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Dividend Growth Fund (SDVGX) and Vanguard Mega Cap Value ETF (MGV). 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. MGV - Dividend Comparison
SDVGX's dividend yield for the trailing twelve months is around 1.10%, less than MGV's 2.25% 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% |
MGV Vanguard Mega Cap Value ETF | 2.25% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
Drawdowns
SDVGX vs. MGV - Drawdown Comparison
The maximum SDVGX drawdown since its inception was -45.52%, smaller than the maximum MGV drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for SDVGX and MGV. For additional features, visit the drawdowns tool.
Volatility
SDVGX vs. MGV - Volatility Comparison
The current volatility for SIT Dividend Growth Fund (SDVGX) is 3.34%, while Vanguard Mega Cap Value ETF (MGV) has a volatility of 3.67%. This indicates that SDVGX experiences smaller price fluctuations and is considered to be less risky than MGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.