SDVGX vs. SNGVX
Compare and contrast key facts about SIT Dividend Growth Fund (SDVGX) and SIT U.S. Government Securities Fund (SNGVX).
SDVGX is managed by Sit. It was launched on Dec 31, 2003. SNGVX is managed by Sit. It was launched on Jun 1, 1987.
Performance
SDVGX vs. SNGVX - Performance Comparison
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SDVGX vs. SNGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDVGX SIT Dividend Growth Fund | -2.78% | 18.73% | 18.22% | 14.89% | -12.17% | 27.87% | 7.79% | 29.18% | -6.86% | 20.22% |
SNGVX SIT U.S. Government Securities Fund | -0.23% | 6.93% | 2.41% | 3.22% | -4.80% | -1.15% | 3.53% | 3.34% | 1.80% | 1.34% |
Returns By Period
In the year-to-date period, SDVGX achieves a -2.78% return, which is significantly lower than SNGVX's -0.23% return. Over the past 10 years, SDVGX has outperformed SNGVX with an annualized return of 11.43%, while SNGVX has yielded a comparatively lower 1.55% annualized return.
SDVGX
- 1D
- 2.49%
- 1M
- -5.24%
- YTD
- -2.78%
- 6M
- -0.18%
- 1Y
- 17.30%
- 3Y*
- 15.33%
- 5Y*
- 10.27%
- 10Y*
- 11.43%
SNGVX
- 1D
- -0.19%
- 1M
- -1.62%
- YTD
- -0.23%
- 6M
- 0.81%
- 1Y
- 3.41%
- 3Y*
- 3.60%
- 5Y*
- 1.18%
- 10Y*
- 1.55%
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SDVGX vs. SNGVX - Expense Ratio Comparison
SDVGX has a 0.70% expense ratio, which is lower than SNGVX's 0.80% expense ratio.
Return for Risk
SDVGX vs. SNGVX — Risk / Return Rank
SDVGX
SNGVX
SDVGX vs. SNGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Dividend Growth Fund (SDVGX) and SIT U.S. Government Securities Fund (SNGVX). 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 | SNGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.12 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.63 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.69 | -0.12 |
Martin ratioReturn relative to average drawdown | 7.41 | 5.14 | +2.27 |
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 | SNGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.12 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.32 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.53 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.46 | -0.89 |
Correlation
The correlation between SDVGX and SNGVX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SDVGX vs. SNGVX - Dividend Comparison
SDVGX's dividend yield for the trailing twelve months is around 10.39%, more than SNGVX's 3.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDVGX SIT Dividend Growth Fund | 10.39% | 10.10% | 12.47% | 4.66% | 12.01% | 12.29% | 1.42% | 12.85% | 25.20% | 11.49% | 8.32% | 13.23% |
SNGVX SIT U.S. Government Securities Fund | 3.47% | 3.76% | 3.78% | 3.23% | 1.70% | 0.75% | 1.40% | 2.18% | 2.05% | 1.60% | 1.63% | 1.87% |
Drawdowns
SDVGX vs. SNGVX - Drawdown Comparison
The maximum SDVGX drawdown since its inception was -45.52%, which is greater than SNGVX's maximum drawdown of -9.17%. Use the drawdown chart below to compare losses from any high point for SDVGX and SNGVX.
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Drawdown Indicators
| SDVGX | SNGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.52% | -9.17% | -36.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -2.27% | -9.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -9.17% | -11.96% |
Max Drawdown (10Y)Largest decline over 10 years | -35.01% | -9.17% | -25.84% |
Current DrawdownCurrent decline from peak | -5.63% | -1.99% | -3.64% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -0.83% | -4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 0.75% | +1.73% |
Volatility
SDVGX vs. SNGVX - Volatility Comparison
SIT Dividend Growth Fund (SDVGX) has a higher volatility of 4.56% compared to SIT U.S. Government Securities Fund (SNGVX) at 1.29%. This indicates that SDVGX's price experiences larger fluctuations and is considered to be riskier than SNGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDVGX | SNGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 1.29% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 2.04% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 3.43% | +12.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 3.69% | +11.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 2.95% | +14.24% |