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.
Performance
SDVGX vs. MGV - Performance Comparison
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SDVGX vs. MGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDVGX SIT Dividend Growth Fund | -5.14% | 18.73% | 18.22% | 14.89% | -12.17% | 27.87% | 7.79% | 29.18% | -6.86% | 20.22% |
MGV Vanguard Mega Cap Value ETF | 3.25% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
Returns By Period
In the year-to-date period, SDVGX achieves a -5.14% return, which is significantly lower than MGV's 3.25% return. Over the past 10 years, SDVGX has underperformed MGV with an annualized return of 11.15%, while MGV has yielded a comparatively higher 12.05% annualized return.
SDVGX
- 1D
- -0.12%
- 1M
- -7.50%
- YTD
- -5.14%
- 6M
- -2.28%
- 1Y
- 14.59%
- 3Y*
- 14.39%
- 5Y*
- 9.93%
- 10Y*
- 11.15%
MGV
- 1D
- 1.63%
- 1M
- -4.81%
- YTD
- 3.25%
- 6M
- 6.43%
- 1Y
- 14.96%
- 3Y*
- 15.48%
- 5Y*
- 11.32%
- 10Y*
- 12.05%
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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.
Return for Risk
SDVGX vs. MGV — Risk / Return Rank
SDVGX
MGV
SDVGX vs. MGV - Risk-Adjusted Trends 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.
| SDVGX | MGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.03 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.48 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.50 | -0.32 |
Martin ratioReturn relative to average drawdown | 5.65 | 6.54 | -0.90 |
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
| SDVGX | MGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.03 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.84 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.74 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.45 | +0.12 |
Correlation
The correlation between SDVGX and MGV is 0.92, 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
SDVGX vs. MGV - Dividend Comparison
SDVGX's dividend yield for the trailing twelve months is around 10.65%, more than MGV's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDVGX SIT Dividend Growth Fund | 10.65% | 10.10% | 12.47% | 4.66% | 12.01% | 12.29% | 1.42% | 12.85% | 25.20% | 11.49% | 8.32% | 13.23% |
MGV Vanguard Mega Cap Value ETF | 2.06% | 2.04% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% |
Drawdowns
SDVGX vs. MGV - Drawdown Comparison
The maximum SDVGX drawdown since its inception was -45.52%, smaller than the maximum MGV drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for SDVGX and MGV.
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Drawdown Indicators
| SDVGX | MGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.52% | -55.87% | +10.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -10.91% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -16.54% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.01% | -35.41% | +0.40% |
Current DrawdownCurrent decline from peak | -7.92% | -4.89% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -7.76% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.50% | -0.05% |
Volatility
SDVGX vs. MGV - Volatility Comparison
SIT Dividend Growth Fund (SDVGX) and Vanguard Mega Cap Value ETF (MGV) have volatilities of 3.59% and 3.65%, 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.
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Volatility by Period
| SDVGX | MGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 3.65% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 7.48% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 14.64% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 13.56% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 16.34% | +0.84% |