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SSCDX vs. SDMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSCDX vs. SDMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sit Small Cap Dividend Growth Fund (SSCDX) and SIT Developing Markets Growth Fund (SDMGX). The values are adjusted to include any dividend payments, if applicable.

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SSCDX vs. SDMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSCDX
Sit Small Cap Dividend Growth Fund
3.52%12.90%15.50%15.50%-17.15%23.46%16.21%27.12%-17.10%13.69%
SDMGX
SIT Developing Markets Growth Fund
-3.39%36.11%13.58%7.37%-17.23%-8.88%23.14%19.77%-14.76%43.22%

Returns By Period

In the year-to-date period, SSCDX achieves a 3.52% return, which is significantly higher than SDMGX's -3.39% return. Over the past 10 years, SSCDX has outperformed SDMGX with an annualized return of 9.84%, while SDMGX has yielded a comparatively lower 8.37% annualized return.


SSCDX

1D
-1.72%
1M
-7.13%
YTD
3.52%
6M
5.65%
1Y
24.10%
3Y*
14.77%
5Y*
7.39%
10Y*
9.84%

SDMGX

1D
-0.18%
1M
-12.53%
YTD
-3.39%
6M
3.01%
1Y
34.53%
3Y*
14.44%
5Y*
3.67%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSCDX vs. SDMGX - Expense Ratio Comparison

SSCDX has a 1.35% expense ratio, which is higher than SDMGX's 1.20% expense ratio.


Return for Risk

SSCDX vs. SDMGX — Risk / Return Rank

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

SSCDX
SSCDX Risk / Return Rank: 6969
Overall Rank
SSCDX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SSCDX Sortino Ratio Rank: 6868
Sortino Ratio Rank
SSCDX Omega Ratio Rank: 6262
Omega Ratio Rank
SSCDX Calmar Ratio Rank: 7373
Calmar Ratio Rank
SSCDX Martin Ratio Rank: 7676
Martin Ratio Rank

SDMGX
SDMGX Risk / Return Rank: 8686
Overall Rank
SDMGX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SDMGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SDMGX Omega Ratio Rank: 8383
Omega Ratio Rank
SDMGX Calmar Ratio Rank: 8888
Calmar Ratio Rank
SDMGX Martin Ratio Rank: 8787
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.

SSCDX vs. SDMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sit Small Cap Dividend Growth Fund (SSCDX) and SIT Developing Markets Growth Fund (SDMGX). 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.


SSCDXSDMGXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.73

-0.57

Sortino ratio

Return per unit of downside risk

1.71

2.34

-0.63

Omega ratio

Gain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratio

Return relative to maximum drawdown

1.69

2.36

-0.67

Martin ratio

Return relative to average drawdown

7.32

9.37

-2.04

SSCDX vs. SDMGX - Sharpe Ratio Comparison

The current SSCDX Sharpe Ratio is 1.16, which is lower than the SDMGX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SSCDX and SDMGX, 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


SSCDXSDMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.73

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.19

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.44

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.24

+0.20

Correlation

The correlation between SSCDX and SDMGX is 0.61, 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

SSCDX vs. SDMGX - Dividend Comparison

SSCDX's dividend yield for the trailing twelve months is around 2.13%, more than SDMGX's 0.90% yield.


TTM20252024202320222021202020192018201720162015
SSCDX
Sit Small Cap Dividend Growth Fund
2.13%2.21%1.79%1.07%4.26%8.47%0.77%1.33%2.69%0.85%1.16%0.87%
SDMGX
SIT Developing Markets Growth Fund
0.90%0.87%4.13%2.03%2.44%2.13%0.26%1.75%1.67%1.45%0.27%3.13%

Drawdowns

SSCDX vs. SDMGX - Drawdown Comparison

The maximum SSCDX drawdown since its inception was -38.79%, smaller than the maximum SDMGX drawdown of -67.12%. Use the drawdown chart below to compare losses from any high point for SSCDX and SDMGX.


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Drawdown Indicators


SSCDXSDMGXDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-67.12%

+28.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-13.00%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-40.16%

+13.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

-44.63%

+5.84%

Current Drawdown

Current decline from peak

-8.22%

-13.00%

+4.78%

Average Drawdown

Average peak-to-trough decline

-7.09%

-23.72%

+16.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.28%

-0.24%

Volatility

SSCDX vs. SDMGX - Volatility Comparison

The current volatility for Sit Small Cap Dividend Growth Fund (SSCDX) is 5.97%, while SIT Developing Markets Growth Fund (SDMGX) has a volatility of 8.10%. This indicates that SSCDX experiences smaller price fluctuations and is considered to be less risky than SDMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCDXSDMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

8.10%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

13.73%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.88%

19.56%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

19.06%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

19.13%

+1.49%