SNGVX vs. DFFGX
Compare and contrast key facts about SIT U.S. Government Securities Fund (SNGVX) and DFA Short-Term Government Portfolio (DFFGX).
SNGVX is managed by Sit. It was launched on Jun 1, 1987. DFFGX is managed by Dimensional. It was launched on May 31, 1987.
Performance
SNGVX vs. DFFGX - Performance Comparison
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SNGVX vs. DFFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNGVX SIT U.S. Government Securities Fund | -0.23% | 6.93% | 2.41% | 3.22% | -4.80% | -1.15% | 3.53% | 3.34% | 1.80% | 1.34% |
DFFGX DFA Short-Term Government Portfolio | 0.87% | 3.12% | 5.29% | 5.01% | -4.41% | -1.27% | 0.39% | 2.52% | 1.17% | 0.51% |
Returns By Period
In the year-to-date period, SNGVX achieves a -0.23% return, which is significantly lower than DFFGX's 0.87% return. Over the past 10 years, SNGVX has outperformed DFFGX with an annualized return of 1.55%, while DFFGX has yielded a comparatively lower 1.18% annualized return.
SNGVX
- 1D
- -0.19%
- 1M
- -1.62%
- YTD
- -0.23%
- 6M
- 0.81%
- 1Y
- 3.41%
- 3Y*
- 3.60%
- 5Y*
- 1.18%
- 10Y*
- 1.55%
DFFGX
- 1D
- 0.00%
- 1M
- 0.26%
- YTD
- 0.87%
- 6M
- 1.92%
- 1Y
- 2.99%
- 3Y*
- 4.36%
- 5Y*
- 1.81%
- 10Y*
- 1.18%
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SNGVX vs. DFFGX - Expense Ratio Comparison
SNGVX has a 0.80% expense ratio, which is higher than DFFGX's 0.18% expense ratio.
Return for Risk
SNGVX vs. DFFGX — Risk / Return Rank
SNGVX
DFFGX
SNGVX vs. DFFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT U.S. Government Securities Fund (SNGVX) and DFA Short-Term Government Portfolio (DFFGX). 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.
| SNGVX | DFFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 2.60 | -1.48 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.99 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.20 | 3.97 | -2.77 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 3.09 | -1.40 |
Martin ratioReturn relative to average drawdown | 5.14 | 9.14 | -4.00 |
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
| SNGVX | DFFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 2.60 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.98 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.76 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.46 | 0.49 | +0.97 |
Correlation
The correlation between SNGVX and DFFGX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SNGVX vs. DFFGX - Dividend Comparison
SNGVX's dividend yield for the trailing twelve months is around 3.47%, more than DFFGX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNGVX SIT U.S. Government Securities Fund | 3.47% | 3.76% | 3.78% | 3.23% | 1.70% | 0.75% | 1.40% | 2.18% | 2.05% | 1.60% | 1.63% | 1.87% |
DFFGX DFA Short-Term Government Portfolio | 2.86% | 2.98% | 4.87% | 3.57% | 1.85% | 0.15% | 0.29% | 1.83% | 1.53% | 1.18% | 0.99% | 1.27% |
Drawdowns
SNGVX vs. DFFGX - Drawdown Comparison
The maximum SNGVX drawdown since its inception was -9.17%, smaller than the maximum DFFGX drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for SNGVX and DFFGX.
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Drawdown Indicators
| SNGVX | DFFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.17% | -10.09% | +0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -2.27% | -1.00% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -9.17% | -6.49% | -2.68% |
Max Drawdown (10Y)Largest decline over 10 years | -9.17% | -6.49% | -2.68% |
Current DrawdownCurrent decline from peak | -1.99% | 0.00% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -0.83% | -0.86% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 0.34% | +0.41% |
Volatility
SNGVX vs. DFFGX - Volatility Comparison
SIT U.S. Government Securities Fund (SNGVX) has a higher volatility of 1.29% compared to DFA Short-Term Government Portfolio (DFFGX) at 0.15%. This indicates that SNGVX's price experiences larger fluctuations and is considered to be riskier than DFFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNGVX | DFFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 0.15% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 0.40% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 1.42% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.69% | 1.85% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.95% | 1.57% | +1.38% |