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SNIGX vs. SNGVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNIGX vs. SNGVX - Performance Comparison

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

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SNIGX vs. SNGVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNIGX
SIT Large Cap Growth Fund
-8.44%15.24%26.21%39.68%-28.26%28.39%33.99%32.89%-3.28%27.78%
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%

Returns By Period

In the year-to-date period, SNIGX achieves a -8.44% return, which is significantly lower than SNGVX's -0.23% return. Over the past 10 years, SNIGX has outperformed SNGVX with an annualized return of 14.59%, while SNGVX has yielded a comparatively lower 1.55% annualized return.


SNIGX

1D
3.42%
1M
-5.48%
YTD
-8.44%
6M
-6.00%
1Y
15.29%
3Y*
18.32%
5Y*
10.46%
10Y*
14.59%

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

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SNIGX vs. SNGVX - Expense Ratio Comparison

SNIGX has a 1.00% expense ratio, which is higher than SNGVX's 0.80% expense ratio.


Return for Risk

SNIGX vs. SNGVX — Risk / Return Rank

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

SNIGX
SNIGX Risk / Return Rank: 3535
Overall Rank
SNIGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SNIGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNIGX Omega Ratio Rank: 3333
Omega Ratio Rank
SNIGX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SNIGX Martin Ratio Rank: 3939
Martin Ratio Rank

SNGVX
SNGVX Risk / Return Rank: 5050
Overall Rank
SNGVX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SNGVX Sortino Ratio Rank: 5454
Sortino Ratio Rank
SNGVX Omega Ratio Rank: 4040
Omega Ratio Rank
SNGVX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SNGVX Martin Ratio Rank: 4242
Martin Ratio Rank
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.

SNIGX vs. SNGVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SIT Large Cap Growth Fund (SNIGX) 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.


SNIGXSNGVXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.12

-0.32

Sortino ratio

Return per unit of downside risk

1.29

1.63

-0.34

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.26

1.69

-0.43

Martin ratio

Return relative to average drawdown

4.73

5.14

-0.41

SNIGX vs. SNGVX - Sharpe Ratio Comparison

The current SNIGX Sharpe Ratio is 0.79, which is comparable to the SNGVX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of SNIGX and SNGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNIGXSNGVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.12

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.32

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.53

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.46

-0.96

Correlation

The correlation between SNIGX and SNGVX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SNIGX vs. SNGVX - Dividend Comparison

SNIGX's dividend yield for the trailing twelve months is around 2.33%, less than SNGVX's 3.47% yield.


TTM20252024202320222021202020192018201720162015
SNIGX
SIT Large Cap Growth Fund
2.33%2.13%4.01%1.84%3.87%5.89%5.33%9.56%10.20%11.95%7.73%29.92%
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%

Drawdowns

SNIGX vs. SNGVX - Drawdown Comparison

The maximum SNIGX drawdown since its inception was -64.95%, which is greater than SNGVX's maximum drawdown of -9.17%. Use the drawdown chart below to compare losses from any high point for SNIGX and SNGVX.


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Drawdown Indicators


SNIGXSNGVXDifference

Max Drawdown

Largest peak-to-trough decline

-64.95%

-9.17%

-55.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-2.27%

-10.72%

Max Drawdown (5Y)

Largest decline over 5 years

-32.14%

-9.17%

-22.97%

Max Drawdown (10Y)

Largest decline over 10 years

-32.14%

-9.17%

-22.97%

Current Drawdown

Current decline from peak

-10.01%

-1.99%

-8.02%

Average Drawdown

Average peak-to-trough decline

-15.81%

-0.83%

-14.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

0.75%

+2.70%

Volatility

SNIGX vs. SNGVX - Volatility Comparison

SIT Large Cap Growth Fund (SNIGX) has a higher volatility of 5.98% compared to SIT U.S. Government Securities Fund (SNGVX) at 1.29%. This indicates that SNIGX'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


SNIGXSNGVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

1.29%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.92%

2.04%

+8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

3.43%

+16.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.17%

3.69%

+16.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

2.95%

+17.53%