SNGRX vs. IESGX

Last updated Jun 5, 2026

SNGRX (SIT International Growth Fund) and IESGX (Sit ESG Growth Fund) are both mutual funds - SNGRX is a Foreign Large Cap Equities fund managed by Sit, while IESGX is a Global Equities fund managed by Sit. Over the past 5 years, SNGRX returned 6.29%/yr vs 10.79%/yr for IESGX. Their correlation of 0.87 suggests significant overlap in exposure. SNGRX charges 1.20%/yr vs 1.00%/yr for IESGX.

Performance

SNGRX vs. IESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SIT International Growth Fund (SNGRX) and Sit ESG Growth Fund (IESGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNGRX achieves a 11.76% return, which is significantly higher than IESGX's 7.00% return.

SNGRX

• 1D: -0.75%
• 1M: 4.65%
• YTD: 11.76%
• 6M: 12.36%
• 1Y: 20.59%
• 3Y*: 15.18%
• 5Y*: 6.29%
• 10Y*: 8.17%

IESGX

• 1D: -1.13%
• 1M: 3.84%
• YTD: 7.00%
• 6M: 7.43%
• 1Y: 20.64%
• 3Y*: 18.73%
• 5Y*: 10.79%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SNGRX vs. IESGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SNGRX SIT International Growth Fund	11.76%	22.14%	5.54%	19.98%	-22.07%	11.87%	18.63%	26.17%	-16.28%	24.02%
IESGX Sit ESG Growth Fund	7.00%	19.65%	19.59%	26.67%	-21.08%	19.93%	15.91%	26.41%	-7.38%	23.71%

Correlation

The correlation between SNGRX and IESGX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jul 7, 2016	0.87

The correlation between SNGRX and IESGX has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

Return for Risk

SNGRX vs. IESGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SNGRX

SNGRX Risk / Return Rank: 31
SNGRX Sharpe Ratio Rank: 27
SNGRX Sortino Ratio Rank: 27
SNGRX Omega Ratio Rank: 27
SNGRX Calmar Ratio Rank: 33
SNGRX Martin Ratio Rank: 39

IESGX

IESGX Risk / Return Rank: 38
IESGX Sharpe Ratio Rank: 38
IESGX Sortino Ratio Rank: 37
IESGX Omega Ratio Rank: 36
IESGX Calmar Ratio Rank: 36
IESGX Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNGRX vs. IESGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SIT International Growth Fund (SNGRX) and Sit ESG Growth Fund (IESGX). 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.

	SNGRX	IESGX	Difference
Sharpe ratio: Return per unit of total volatility	1.45	1.72	-0.26
Sortino ratio: Return per unit of downside risk	2.11	2.45	-0.34
Omega ratio: Gain probability vs. loss probability	1.26	1.31	-0.05
Calmar ratio: Return relative to maximum drawdown	2.12	2.19	-0.07
Martin ratio: Return relative to average drawdown	8.32	9.41	-1.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNGRX vs. IESGX - Sharpe Ratio Comparison

The current SNGRX Sharpe Ratio is 1.45, which is comparable to the IESGX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SNGRX and IESGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SNGRX	IESGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	1.72	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.67	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.73	-0.46

Drawdowns

SNGRX vs. IESGX - Drawdown Comparison

The maximum SNGRX drawdown since its inception was -72.79%, which is greater than IESGX's maximum drawdown of -32.15%. Use the drawdown chart below to compare losses from any high point for SNGRX and IESGX.

Drawdown Indicators

	SNGRX	IESGX	Difference
Max Drawdown Largest peak-to-trough decline	-72.79%	-32.15%	-40.64%
Max Drawdown (1Y) Largest decline over 1 year	-10.15%	-9.65%	-0.50%
Max Drawdown (3Y) Largest decline over 3 years	-14.16%	-15.86%	+1.70%
Max Drawdown (5Y) Largest decline over 5 years	-35.11%	-29.64%	-5.47%
Max Drawdown (10Y) Largest decline over 10 years	-35.11%	—	—
Current Drawdown Current decline from peak	-0.75%	-1.13%	+0.38%
Average Drawdown Average peak-to-trough decline	-27.74%	-5.08%	-22.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.24%	+0.34%

Volatility

SNGRX vs. IESGX - Volatility Comparison

SIT International Growth Fund (SNGRX) has a higher volatility of 5.08% compared to Sit ESG Growth Fund (IESGX) at 3.66%. This indicates that SNGRX's price experiences larger fluctuations and is considered to be riskier than IESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNGRX	IESGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	3.66%	+1.42%
Volatility (6M) Calculated over the trailing 6-month period	12.16%	9.68%	+2.48%
Volatility (1Y) Calculated over the trailing 1-year period	14.77%	12.30%	+2.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	16.15%	+0.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.35%	16.77%	+0.58%

SNGRX vs. IESGX - Expense Ratio Comparison

SNGRX has a 1.20% expense ratio, which is higher than IESGX's 1.00% expense ratio.

Dividends

SNGRX vs. IESGX - Dividend Comparison

SNGRX's dividend yield for the trailing twelve months is around 0.99%, less than IESGX's 1.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IESGX Sit ESG Growth Fund	1.11%	1.19%	0.06%	0.77%	3.29%	1.43%	0.58%	1.54%	1.41%	0.91%	0.21%	0.00%
SNGRX SIT International Growth Fund	0.99%	1.10%	3.53%	2.07%	2.00%	0.23%	0.22%	0.94%	1.25%	0.83%	0.50%	7.22%

Frequently Asked Questions

Can I hold both SNGRX and IESGX in my portfolio?

SNGRX and IESGX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNGRX or IESGX?

SNGRX has higher volatility (5.08%) compared to IESGX (3.66%). In terms of maximum drawdown, SNGRX dropped -72.79% vs IESGX's -32.15%.

Which has better risk-adjusted returns?

IESGX currently has the higher Sharpe Ratio (1.72 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.