SSMGX vs. SDMGX
Compare and contrast key facts about SIT Small Cap Growth Fund (SSMGX) and SIT Developing Markets Growth Fund (SDMGX).
SSMGX is managed by Sit. It was launched on Jul 1, 1994. SDMGX is managed by Sit. It was launched on Jun 30, 1994.
Performance
SSMGX vs. SDMGX - Performance Comparison
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SSMGX vs. SDMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSMGX SIT Small Cap Growth Fund | 1.24% | 9.40% | 13.42% | 16.93% | -25.59% | 15.80% | 35.97% | 29.19% | -10.88% | 15.69% |
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, SSMGX achieves a 1.24% return, which is significantly higher than SDMGX's -3.39% return. Over the past 10 years, SSMGX has outperformed SDMGX with an annualized return of 9.55%, while SDMGX has yielded a comparatively lower 8.37% annualized return.
SSMGX
- 1D
- -2.56%
- 1M
- -9.50%
- YTD
- 1.24%
- 6M
- 3.23%
- 1Y
- 23.28%
- 3Y*
- 11.40%
- 5Y*
- 3.28%
- 10Y*
- 9.55%
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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SSMGX vs. SDMGX - Expense Ratio Comparison
SSMGX has a 1.50% expense ratio, which is higher than SDMGX's 1.20% expense ratio.
Return for Risk
SSMGX vs. SDMGX — Risk / Return Rank
SSMGX
SDMGX
SSMGX vs. SDMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Small Cap Growth Fund (SSMGX) 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.
| SSMGX | SDMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.73 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.34 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.36 | -0.81 |
Martin ratioReturn relative to average drawdown | 6.49 | 9.37 | -2.88 |
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
| SSMGX | SDMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.73 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.19 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.44 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.24 | +0.12 |
Correlation
The correlation between SSMGX and SDMGX is 0.64, 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
SSMGX vs. SDMGX - Dividend Comparison
SSMGX's dividend yield for the trailing twelve months is around 5.41%, more than SDMGX's 0.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSMGX SIT Small Cap Growth Fund | 5.41% | 5.48% | 4.69% | 3.13% | 1.73% | 15.89% | 3.44% | 3.14% | 9.80% | 6.81% | 0.17% | 10.68% |
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
SSMGX vs. SDMGX - Drawdown Comparison
The maximum SSMGX drawdown since its inception was -65.75%, roughly equal to the maximum SDMGX drawdown of -67.12%. Use the drawdown chart below to compare losses from any high point for SSMGX and SDMGX.
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Drawdown Indicators
| SSMGX | SDMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.75% | -67.12% | +1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -13.00% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -34.37% | -40.16% | +5.79% |
Max Drawdown (10Y)Largest decline over 10 years | -35.72% | -44.63% | +8.91% |
Current DrawdownCurrent decline from peak | -10.05% | -13.00% | +2.95% |
Average DrawdownAverage peak-to-trough decline | -19.15% | -23.72% | +4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.28% | -0.04% |
Volatility
SSMGX vs. SDMGX - Volatility Comparison
The current volatility for SIT Small Cap Growth Fund (SSMGX) is 7.29%, while SIT Developing Markets Growth Fund (SDMGX) has a volatility of 8.10%. This indicates that SSMGX 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
| SSMGX | SDMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 8.10% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 13.65% | 13.73% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.81% | 19.56% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.77% | 19.06% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 19.13% | +2.38% |