SDVGX vs. SSSYX
Compare and contrast key facts about SIT Dividend Growth Fund (SDVGX) and State Street Equity 500 Index Fund Class K (SSSYX).
SDVGX is managed by Sit. It was launched on Dec 31, 2003. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
SDVGX vs. SSSYX - Performance Comparison
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SDVGX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, SDVGX achieves a -2.78% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, SDVGX has underperformed SSSYX with an annualized return of 11.43%, while SSSYX has yielded a comparatively higher 14.02% 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%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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SDVGX vs. SSSYX - Expense Ratio Comparison
SDVGX has a 0.70% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
SDVGX vs. SSSYX — Risk / Return Rank
SDVGX
SSSYX
SDVGX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Dividend Growth Fund (SDVGX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.97 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.49 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.52 | +0.05 |
Martin ratioReturn relative to average drawdown | 7.41 | 7.30 | +0.11 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.97 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.70 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.11 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.11 | +0.47 |
Correlation
The correlation between SDVGX and SSSYX is 0.96, 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. SSSYX - Dividend Comparison
SDVGX's dividend yield for the trailing twelve months is around 10.39%, more than SSSYX's 1.51% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
SDVGX vs. SSSYX - Drawdown Comparison
The maximum SDVGX drawdown since its inception was -45.52%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SDVGX and SSSYX.
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Drawdown Indicators
| SDVGX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.52% | -91.48% | +45.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -12.10% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -24.49% | +3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -35.01% | -91.48% | +56.47% |
Current DrawdownCurrent decline from peak | -5.63% | -6.22% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -4.20% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.52% | -0.04% |
Volatility
SDVGX vs. SSSYX - Volatility Comparison
The current volatility for SIT Dividend Growth Fund (SDVGX) is 4.56%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that SDVGX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDVGX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 5.34% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 9.53% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 18.29% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 16.89% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 124.43% | -107.24% |