SNGVX vs. PDMIX
Compare and contrast key facts about SIT U.S. Government Securities Fund (SNGVX) and PIMCO GNMA and Government Securities Fund (PDMIX).
SNGVX is managed by Sit. It was launched on Jun 1, 1987. PDMIX is managed by PIMCO. It was launched on Jul 30, 1997.
Performance
SNGVX vs. PDMIX - Performance Comparison
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SNGVX vs. PDMIX - 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% |
PDMIX PIMCO GNMA and Government Securities Fund | 0.60% | 8.43% | 1.59% | 6.03% | -13.96% | -0.65% | 5.78% | 6.57% | 0.83% | 2.06% |
Returns By Period
In the year-to-date period, SNGVX achieves a -0.23% return, which is significantly lower than PDMIX's 0.60% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SNGVX at 1.55% and PDMIX at 1.55%.
SNGVX
- 1D
- 0.00%
- 1M
- -1.62%
- YTD
- -0.23%
- 6M
- 0.71%
- 1Y
- 3.61%
- 3Y*
- 3.60%
- 5Y*
- 1.18%
- 10Y*
- 1.55%
PDMIX
- 1D
- 0.00%
- 1M
- -1.45%
- YTD
- 0.60%
- 6M
- 1.52%
- 1Y
- 5.14%
- 3Y*
- 4.41%
- 5Y*
- 0.18%
- 10Y*
- 1.55%
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SNGVX vs. PDMIX - Expense Ratio Comparison
SNGVX has a 0.80% expense ratio, which is higher than PDMIX's 0.50% expense ratio.
Return for Risk
SNGVX vs. PDMIX — Risk / Return Rank
SNGVX
PDMIX
SNGVX vs. PDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT U.S. Government Securities Fund (SNGVX) and PIMCO GNMA and Government Securities Fund (PDMIX). 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 | PDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.99 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.42 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.83 | -0.15 |
Martin ratioReturn relative to average drawdown | 5.03 | 5.11 | -0.08 |
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 | PDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.99 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.03 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.31 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.46 | 1.04 | +0.43 |
Correlation
The correlation between SNGVX and PDMIX is 0.71, 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
SNGVX vs. PDMIX - Dividend Comparison
SNGVX's dividend yield for the trailing twelve months is around 3.47%, less than PDMIX's 3.93% 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% |
PDMIX PIMCO GNMA and Government Securities Fund | 3.93% | 4.29% | 4.66% | 3.76% | 3.84% | 2.03% | 2.40% | 3.41% | 3.10% | 2.96% | 2.93% | 2.14% |
Drawdowns
SNGVX vs. PDMIX - Drawdown Comparison
The maximum SNGVX drawdown since its inception was -9.17%, smaller than the maximum PDMIX drawdown of -18.64%. Use the drawdown chart below to compare losses from any high point for SNGVX and PDMIX.
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Drawdown Indicators
| SNGVX | PDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.17% | -18.64% | +9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -2.27% | -3.25% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -9.17% | -18.59% | +9.42% |
Max Drawdown (10Y)Largest decline over 10 years | -9.17% | -18.64% | +9.47% |
Current DrawdownCurrent decline from peak | -1.99% | -1.96% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -0.83% | -1.75% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 1.16% | -0.40% |
Volatility
SNGVX vs. PDMIX - Volatility Comparison
The current volatility for SIT U.S. Government Securities Fund (SNGVX) is 1.29%, while PIMCO GNMA and Government Securities Fund (PDMIX) has a volatility of 1.92%. This indicates that SNGVX experiences smaller price fluctuations and is considered to be less risky than PDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNGVX | PDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 1.92% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 2.85% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 5.04% | -1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.69% | 6.60% | -2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.95% | 5.02% | -2.07% |