SNIGX vs. SNGRX
SNIGX (SIT Large Cap Growth Fund) and SNGRX (SIT International Growth Fund) are both mutual funds - SNIGX is a Large Cap Growth Equities fund managed by Sit, while SNGRX is a Foreign Large Cap Equities fund managed by Sit. Over the past 10 years, SNIGX returned 15.94%/yr vs 8.19%/yr for SNGRX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. SNIGX charges 1.00%/yr vs 1.20%/yr for SNGRX.
Performance
SNIGX vs. SNGRX - Performance Comparison
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Returns By Period
In the year-to-date period, SNIGX achieves a 5.47% return, which is significantly lower than SNGRX's 10.50% return. Over the past 10 years, SNIGX has outperformed SNGRX with an annualized return of 15.94%, while SNGRX has yielded a comparatively lower 8.19% annualized return.
SNIGX
- 1D
- 1.86%
- 1M
- 0.83%
- 6M
- 6.09%
- YTD
- 5.47%
- 1Y
- 16.92%
- 3Y*
- 17.80%
- 5Y*
- 10.57%
- 10Y*
- 15.94%
- ALL TIME*
- 9.56%
SNGRX
- 1D
- 2.22%
- 1M
- 1.29%
- 6M
- 7.18%
- YTD
- 10.50%
- 1Y
- 19.62%
- 3Y*
- 13.76%
- 5Y*
- 5.96%
- 10Y*
- 8.19%
- ALL TIME*
- 4.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SNIGX vs. SNGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNIGX SIT Large Cap Growth Fund | 5.47% | 15.24% | 26.21% | 39.68% | -28.26% | 28.39% | 33.99% | 32.89% | -3.28% | 27.78% |
SNGRX SIT International Growth Fund | 10.50% | 22.14% | 5.54% | 19.98% | -22.07% | 11.87% | 18.63% | 26.17% | -16.28% | 24.02% |
Correlation
The correlation between SNIGX and SNGRX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1992 | 0.65 |
The correlation between SNIGX and SNGRX shifts across timeframes, from 0.65 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SNIGX vs. SNGRX — Risk / Return Rank
SNIGX
SNGRX
SNIGX vs. SNGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Large Cap Growth Fund (SNIGX) and SIT International Growth Fund (SNGRX). 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.
| SNIGX | SNGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.69 | -0.59 |
| Martin ratioReturn relative to average drawdown | 4.01 | 5.94 | -1.93 |
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Drawdowns
SNIGX vs. SNGRX - Drawdown Comparison
The maximum SNIGX drawdown since its inception was -64.95%, smaller than the maximum SNGRX drawdown of -72.79%. Use the drawdown chart below to compare losses from any high point for SNIGX and SNGRX.
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Drawdown Indicators
| SNIGX | SNGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.95% | -72.79% | +7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -10.15% | -2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -21.39% | -14.16% | -7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.14% | -35.11% | +2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -32.14% | -35.11% | +2.97% |
Current DrawdownCurrent decline from peak | -2.09% | -1.86% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -15.70% | -27.63% | +11.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.89% | +0.68% |
Volatility
SNIGX vs. SNGRX - Volatility Comparison
SIT Large Cap Growth Fund (SNIGX) and SIT International Growth Fund (SNGRX) have volatilities of 3.90% and 3.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNIGX | SNGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 3.87% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 13.60% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 16.15% | -1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.23% | 17.28% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 17.18% | +3.34% |
SNIGX vs. SNGRX - Expense Ratio Comparison
SNIGX has a 1.00% expense ratio, which is lower than SNGRX's 1.20% expense ratio.
Dividends
SNIGX vs. SNGRX - Dividend Comparison
SNIGX's dividend yield for the trailing twelve months is around 2.02%, more than SNGRX's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNGRX SIT International Growth Fund | 1.00% | 1.10% | 3.53% | 2.07% | 2.00% | 0.23% | 0.22% | 0.94% | 1.25% | 0.83% | 0.50% | 7.22% |
SNIGX SIT Large Cap Growth Fund | 2.02% | 2.13% | 4.01% | 1.84% | 3.87% | 5.89% | 5.33% | 9.56% | 10.20% | 11.95% | 7.73% | 29.92% |
Frequently Asked Questions
SNIGX and SNGRX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNIGX has higher volatility (3.90%) compared to SNGRX (3.87%). In terms of maximum drawdown, SNIGX dropped -64.95% vs SNGRX's -72.79%.
SNGRX currently has the higher Sharpe Ratio (1.06 vs 0.98), 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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