SNGVX vs. IESGX

Last updated Apr 2, 2026

Compare and contrast key facts about SIT U.S. Government Securities Fund (SNGVX) and Sit ESG Growth Fund (IESGX).

SNGVX is managed by Sit. It was launched on Jun 1, 1987. IESGX is managed by Sit. It was launched on Jun 30, 2016.

Performance

SNGVX vs. IESGX - Performance Comparison

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

SNGVX vs. IESGX - 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%
IESGX Sit ESG Growth Fund	-5.25%	19.65%	19.59%	26.67%	-21.08%	19.93%	15.91%	26.41%	-7.38%	23.71%

Returns By Period

In the year-to-date period, SNGVX achieves a -0.23% return, which is significantly higher than IESGX's -5.25% 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%

IESGX

• 1D: 3.06%
• 1M: -5.00%
• YTD: -5.25%
• 6M: -3.56%
• 1Y: 16.13%
• 3Y*: 16.17%
• 5Y*: 9.46%
• 10Y*: —

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

SNGVX vs. IESGX - Expense Ratio Comparison

SNGVX has a 0.80% expense ratio, which is lower than IESGX's 1.00% expense ratio.

IESGX

Sit ESG Growth Fund

SNGVX

SIT U.S. Government Securities Fund

Return for Risk

SNGVX vs. IESGX — Risk / Return Rank

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

SNGVX

SNGVX Risk / Return Rank: 50
SNGVX Sharpe Ratio Rank: 54
SNGVX Sortino Ratio Rank: 54
SNGVX Omega Ratio Rank: 40
SNGVX Calmar Ratio Rank: 62
SNGVX Martin Ratio Rank: 42

IESGX

IESGX Risk / Return Rank: 50
IESGX Sharpe Ratio Rank: 42
IESGX Sortino Ratio Rank: 48
IESGX Omega Ratio Rank: 46
IESGX Calmar Ratio Rank: 56
IESGX Martin Ratio Rank: 59

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.

SNGVX vs. IESGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SIT U.S. Government Securities Fund (SNGVX) 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.

	SNGVX	IESGX	Difference
Sharpe ratio Return per unit of total volatility	1.12	0.99	+0.12
Sortino ratio Return per unit of downside risk	1.63	1.54	+0.09
Omega ratio Gain probability vs. loss probability	1.20	1.22	-0.02
Calmar ratio Return relative to maximum drawdown	1.69	1.60	+0.09
Martin ratio Return relative to average drawdown	5.14	6.74	-1.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNGVX vs. IESGX - Sharpe Ratio Comparison

The current SNGVX Sharpe Ratio is 1.12, which is comparable to the IESGX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SNGVX and IESGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SNGVX	IESGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	0.99	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.59	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.46	0.66	+0.80

Correlation

The correlation between SNGVX and IESGX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SNGVX vs. IESGX - Dividend Comparison

SNGVX's dividend yield for the trailing twelve months is around 3.47%, more than IESGX's 1.25% 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%
IESGX Sit ESG Growth Fund	1.25%	1.19%	0.06%	0.77%	3.29%	1.43%	0.58%	1.54%	1.41%	0.91%	0.21%	0.00%

Drawdowns

SNGVX vs. IESGX - Drawdown Comparison

The maximum SNGVX drawdown since its inception was -9.17%, smaller than the maximum IESGX drawdown of -32.15%. Use the drawdown chart below to compare losses from any high point for SNGVX and IESGX.

Drawdown Indicators

	SNGVX	IESGX	Difference
Max Drawdown Largest peak-to-trough decline	-9.17%	-32.15%	+22.98%
Max Drawdown (1Y) Largest decline over 1 year	-2.27%	-10.45%	+8.18%
Max Drawdown (5Y) Largest decline over 5 years	-9.17%	-29.64%	+20.47%
Max Drawdown (10Y) Largest decline over 10 years	-9.17%	—	—
Current Drawdown Current decline from peak	-1.99%	-6.88%	+4.89%
Average Drawdown Average peak-to-trough decline	-0.83%	-5.15%	+4.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.75%	2.49%	-1.74%

Volatility

SNGVX vs. IESGX - Volatility Comparison

The current volatility for SIT U.S. Government Securities Fund (SNGVX) is 1.29%, while Sit ESG Growth Fund (IESGX) has a volatility of 5.60%. This indicates that SNGVX experiences smaller price fluctuations and is considered to be less risky than IESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNGVX	IESGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.29%	5.60%	-4.31%
Volatility (6M) Calculated over the trailing 6-month period	2.04%	9.55%	-7.51%
Volatility (1Y) Calculated over the trailing 1-year period	3.43%	16.80%	-13.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.69%	16.11%	-12.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.95%	16.82%	-13.87%