SDVGX vs. VTSAX
Compare and contrast key facts about SIT Dividend Growth Fund (SDVGX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
SDVGX is managed by Sit. It was launched on Dec 31, 2003. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDVGX or VTSAX.
Key characteristics
| SDVGX | VTSAX | |
|---|---|---|
| YTD Return | 20.45% | 25.21% |
| 1Y Return | 26.83% | 34.00% |
| 3Y Return (Ann) | 7.81% | 8.41% |
| 5Y Return (Ann) | 12.91% | 14.96% |
| 10Y Return (Ann) | 11.22% | 12.80% |
| Sharpe Ratio | 2.59 | 2.75 |
| Sortino Ratio | 3.52 | 3.67 |
| Omega Ratio | 1.48 | 1.51 |
| Calmar Ratio | 3.84 | 4.00 |
| Martin Ratio | 16.78 | 17.55 |
| Ulcer Index | 1.61% | 1.95% |
| Daily Std Dev | 10.45% | 12.47% |
| Max Drawdown | -45.52% | -55.34% |
| Current Drawdown | -0.95% | -1.13% |
Correlation
The correlation between SDVGX and VTSAX is 0.97, 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. VTSAX - Performance Comparison
In the year-to-date period, SDVGX achieves a 20.45% return, which is significantly lower than VTSAX's 25.21% return. Over the past 10 years, SDVGX has underperformed VTSAX with an annualized return of 11.22%, while VTSAX has yielded a comparatively higher 12.80% 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. VTSAX - Expense Ratio Comparison
SDVGX has a 0.70% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
SDVGX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Dividend Growth Fund (SDVGX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
SDVGX's dividend yield for the trailing twelve months is around 1.10%, less than VTSAX's 1.26% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SDVGX vs. VTSAX - Drawdown Comparison
The maximum SDVGX drawdown since its inception was -45.52%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for SDVGX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
SDVGX vs. VTSAX - Volatility Comparison
The current volatility for SIT Dividend Growth Fund (SDVGX) is 3.34%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.01%. This indicates that SDVGX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.