SIBAX vs. GDGIX
Compare and contrast key facts about SIT Balanced Fund (SIBAX) and Sit Global Dividend Growth Fund (GDGIX).
SIBAX is managed by Sit. It was launched on Dec 30, 1993. GDGIX is managed by Sit. It was launched on Sep 29, 2008.
Performance
SIBAX vs. GDGIX - Performance Comparison
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SIBAX vs. GDGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIBAX SIT Balanced Fund | -7.32% | 13.57% | 18.02% | 22.64% | -20.90% | 17.10% | 20.75% | 20.71% | -2.75% | 17.73% |
GDGIX Sit Global Dividend Growth Fund | -5.53% | 16.68% | 16.80% | 23.12% | -18.05% | 23.59% | 16.01% | 26.70% | -9.65% | 19.75% |
Returns By Period
In the year-to-date period, SIBAX achieves a -7.32% return, which is significantly lower than GDGIX's -5.53% return. Over the past 10 years, SIBAX has underperformed GDGIX with an annualized return of 9.29%, while GDGIX has yielded a comparatively higher 10.32% annualized return.
SIBAX
- 1D
- 0.08%
- 1M
- -5.99%
- YTD
- -7.32%
- 6M
- -5.15%
- 1Y
- 10.39%
- 3Y*
- 12.77%
- 5Y*
- 6.76%
- 10Y*
- 9.29%
GDGIX
- 1D
- 0.03%
- 1M
- -7.47%
- YTD
- -5.53%
- 6M
- -3.17%
- 1Y
- 11.87%
- 3Y*
- 14.29%
- 5Y*
- 9.00%
- 10Y*
- 10.32%
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SIBAX vs. GDGIX - Expense Ratio Comparison
SIBAX has a 0.91% expense ratio, which is lower than GDGIX's 1.00% expense ratio.
Return for Risk
SIBAX vs. GDGIX — Risk / Return Rank
SIBAX
GDGIX
SIBAX vs. GDGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Balanced Fund (SIBAX) and Sit Global Dividend Growth Fund (GDGIX). 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.
| SIBAX | GDGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.77 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.21 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.00 | +0.09 |
Martin ratioReturn relative to average drawdown | 4.27 | 4.86 | -0.59 |
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
| SIBAX | GDGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.77 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.60 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.63 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.59 | +0.02 |
Correlation
The correlation between SIBAX and GDGIX 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.
Dividends
SIBAX vs. GDGIX - Dividend Comparison
SIBAX's dividend yield for the trailing twelve months is around 3.66%, more than GDGIX's 1.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIBAX SIT Balanced Fund | 3.66% | 3.39% | 2.46% | 1.36% | 4.93% | 4.02% | 1.55% | 6.37% | 2.05% | 5.20% | 1.62% | 6.53% |
GDGIX Sit Global Dividend Growth Fund | 1.46% | 1.38% | 2.47% | 1.03% | 1.11% | 0.69% | 1.03% | 1.59% | 1.93% | 1.50% | 2.11% | 9.52% |
Drawdowns
SIBAX vs. GDGIX - Drawdown Comparison
The maximum SIBAX drawdown since its inception was -40.93%, which is greater than GDGIX's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for SIBAX and GDGIX.
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Drawdown Indicators
| SIBAX | GDGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.93% | -33.91% | -7.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -10.62% | +2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -24.75% | -26.60% | +1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -24.75% | -33.91% | +9.16% |
Current DrawdownCurrent decline from peak | -8.44% | -8.09% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -4.62% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.20% | -0.01% |
Volatility
SIBAX vs. GDGIX - Volatility Comparison
The current volatility for SIT Balanced Fund (SIBAX) is 3.37%, while Sit Global Dividend Growth Fund (GDGIX) has a volatility of 4.06%. This indicates that SIBAX experiences smaller price fluctuations and is considered to be less risky than GDGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIBAX | GDGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 4.06% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.02% | 8.69% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.56% | 15.77% | -3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.42% | 15.01% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.17% | 16.34% | -4.17% |