SNGRX vs. SNGVX
SNGRX (SIT International Growth Fund) and SNGVX (SIT U.S. Government Securities Fund) are both mutual funds - SNGRX is a Foreign Large Cap Equities fund managed by Sit, while SNGVX is a Government Bonds fund managed by Sit. Over the past 10 years, SNGRX returned 8.78%/yr vs 1.57%/yr for SNGVX. At a correlation of -0.04, they often move in opposite directions. SNGRX charges 1.20%/yr vs 0.80%/yr for SNGVX.
Performance
SNGRX vs. SNGVX - Performance Comparison
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Returns By Period
In the year-to-date period, SNGRX achieves a 9.58% return, which is significantly higher than SNGVX's 0.31% return. Over the past 10 years, SNGRX has outperformed SNGVX with an annualized return of 8.78%, while SNGVX has yielded a comparatively lower 1.57% annualized return.
SNGRX
- 1D
- -0.76%
- 1M
- 0.74%
- YTD
- 9.58%
- 6M
- 9.25%
- 1Y
- 20.16%
- 3Y*
- 14.81%
- 5Y*
- 6.09%
- 10Y*
- 8.78%
SNGVX
- 1D
- -0.19%
- 1M
- 0.59%
- YTD
- 0.31%
- 6M
- 0.46%
- 1Y
- 3.55%
- 3Y*
- 3.95%
- 5Y*
- 1.33%
- 10Y*
- 1.57%
SNGRX vs. SNGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNGRX SIT International Growth Fund | 9.58% | 22.14% | 5.54% | 19.98% | -22.07% | 11.87% | 18.63% | 26.17% | -16.28% | 24.02% |
SNGVX SIT U.S. Government Securities Fund | 0.31% | 6.93% | 2.41% | 3.22% | -4.80% | -1.15% | 3.53% | 3.34% | 1.80% | 1.34% |
Correlation
The correlation between SNGRX and SNGVX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1992 | -0.04 |
The correlation between SNGRX and SNGVX shifts across timeframes, from -0.04 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SNGRX vs. SNGVX — Risk / Return Rank
SNGRX
SNGVX
SNGRX vs. SNGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT International Growth Fund (SNGRX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SNGRX | SNGVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.56 | +0.51 |
| Martin ratioReturn relative to average drawdown | 7.84 | 4.43 | +3.42 |
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Drawdowns
SNGRX vs. SNGVX - Drawdown Comparison
The maximum SNGRX drawdown since its inception was -72.79%, which is greater than SNGVX's maximum drawdown of -9.17%. Use the drawdown chart below to compare losses from any high point for SNGRX and SNGVX.
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Drawdown Indicators
| SNGRX | SNGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.79% | -9.17% | -63.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -2.41% | -7.74% |
Max Drawdown (3Y)Largest decline over 3 years | -14.16% | -4.04% | -10.12% |
Max Drawdown (5Y)Largest decline over 5 years | -35.11% | -9.17% | -25.94% |
Max Drawdown (10Y)Largest decline over 10 years | -35.11% | -9.17% | -25.94% |
Current DrawdownCurrent decline from peak | -2.68% | -1.45% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -27.70% | -0.83% | -26.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 0.85% | +1.83% |
Volatility
SNGRX vs. SNGVX - Volatility Comparison
SIT International Growth Fund (SNGRX) has a higher volatility of 6.59% compared to SIT U.S. Government Securities Fund (SNGVX) at 0.76%. This indicates that SNGRX'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
| SNGRX | SNGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 0.76% | +5.83% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 2.21% | +11.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 2.95% | +12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 3.73% | +13.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 2.98% | +14.41% |
SNGRX vs. SNGVX - Expense Ratio Comparison
SNGRX has a 1.20% expense ratio, which is higher than SNGVX's 0.80% expense ratio.
Dividends
SNGRX vs. SNGVX - Dividend Comparison
SNGRX's dividend yield for the trailing twelve months is around 1.01%, less than SNGVX's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNGRX SIT International Growth Fund | 1.01% | 1.10% | 3.53% | 2.07% | 2.00% | 0.23% | 0.22% | 0.94% | 1.25% | 0.83% | 0.50% | 7.22% |
SNGVX SIT U.S. Government Securities Fund | 3.82% | 3.76% | 3.78% | 3.23% | 1.70% | 0.75% | 1.40% | 2.18% | 2.05% | 1.60% | 1.63% | 1.87% |
Frequently Asked Questions
SNGRX and SNGVX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNGRX has higher volatility (6.59%) compared to SNGVX (0.76%). In terms of maximum drawdown, SNGRX dropped -72.79% vs SNGVX's -9.17%.
SNGRX currently has the higher Sharpe Ratio (1.33 vs 1.28), 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.
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