SSKEX vs. SDMGX
Compare and contrast key facts about State Street Emerging Markets Equity Index Fund (SSKEX) and SIT Developing Markets Growth Fund (SDMGX).
SSKEX is managed by State Street. It was launched on Dec 17, 2015. SDMGX is managed by Sit. It was launched on Jun 30, 1994.
Performance
SSKEX vs. SDMGX - Performance Comparison
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SSKEX vs. SDMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSKEX State Street Emerging Markets Equity Index Fund | 1.08% | 33.79% | 7.00% | 9.50% | -20.23% | -2.80% | 18.20% | 18.16% | -14.78% | 37.18% |
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, SSKEX achieves a 1.08% return, which is significantly higher than SDMGX's -3.39% return. Over the past 10 years, SSKEX has underperformed SDMGX with an annualized return of 7.79%, while SDMGX has yielded a comparatively higher 8.37% annualized return.
SSKEX
- 1D
- -0.06%
- 1M
- -11.97%
- YTD
- 1.08%
- 6M
- 5.80%
- 1Y
- 30.40%
- 3Y*
- 15.02%
- 5Y*
- 3.75%
- 10Y*
- 7.79%
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%
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SSKEX vs. SDMGX - Expense Ratio Comparison
SSKEX has a 0.17% expense ratio, which is lower than SDMGX's 1.20% expense ratio.
Return for Risk
SSKEX vs. SDMGX — Risk / Return Rank
SSKEX
SDMGX
SSKEX vs. SDMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Emerging Markets Equity Index Fund (SSKEX) 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.
| SSKEX | SDMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.73 | +0.10 |
Sortino ratioReturn per unit of downside risk | 2.37 | 2.34 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.36 | -0.14 |
Martin ratioReturn relative to average drawdown | 8.63 | 9.37 | -0.74 |
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
| SSKEX | SDMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.73 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.19 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.44 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.24 | +0.25 |
Correlation
The correlation between SSKEX and SDMGX is 0.92, 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
SSKEX vs. SDMGX - Dividend Comparison
SSKEX's dividend yield for the trailing twelve months is around 2.82%, more than SDMGX's 0.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSKEX State Street Emerging Markets Equity Index Fund | 2.82% | 2.85% | 2.90% | 3.26% | 3.90% | 1.95% | 1.84% | 2.84% | 3.01% | 2.55% | 2.29% | 0.00% |
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
SSKEX vs. SDMGX - Drawdown Comparison
The maximum SSKEX drawdown since its inception was -39.23%, smaller than the maximum SDMGX drawdown of -67.12%. Use the drawdown chart below to compare losses from any high point for SSKEX and SDMGX.
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Drawdown Indicators
| SSKEX | SDMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.23% | -67.12% | +27.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -13.00% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -37.16% | -40.16% | +3.00% |
Max Drawdown (10Y)Largest decline over 10 years | -39.23% | -44.63% | +5.40% |
Current DrawdownCurrent decline from peak | -12.44% | -13.00% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -23.72% | +10.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.28% | -0.07% |
Volatility
SSKEX vs. SDMGX - Volatility Comparison
The current volatility for State Street Emerging Markets Equity Index Fund (SSKEX) is 7.57%, while SIT Developing Markets Growth Fund (SDMGX) has a volatility of 8.10%. This indicates that SSKEX 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
| SSKEX | SDMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.57% | 8.10% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 13.73% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 19.56% | -3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 19.06% | -2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 19.13% | -2.04% |