SIT GLOBAL Competition

GDGIX Fund

USD 31.64 -0.39 -1.22%

The fund is listed under the World Large-Stock Blend category and is part of the Sit family. Sit Global Dividend is often compared with Ab Select, GOLDMAN SACHS, Ultra-Short Fixed, LIMITED TERM, and SIIT ULTRA and additional peers. This provides context for comparative analysis. Peer comparison for SIT GLOBAL provides quick context before deeper valuation work.

Correlation: SIT GLOBAL vs Old Westbury Overview

Significant diversification

For the present investment horizon, the measured correlation between GDGIX and OWSBX stands at 0.03, or Significant diversification. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.

Moving together with SIT Mutual Fund

0.74	SSCDX	Sit Small Cap	Pair Corr
1.0	GDGSX	Sit Global Dividend	Pair Corr
0.74	SSMGX	Sit Small Cap	Pair Corr
0.73	SDFSX	Sit Small Cap	Pair Corr

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The mean reversion principle applied to SIT GLOBAL's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.

Hype

Prediction

Low	Estimated	High
30.94	31.64	32.34

Details

Intrinsic

Valuation

Low	Real	High
31.06	31.76	32.46

Details

Peer comparison enriches SIT GLOBAL analysis by revealing how the company ranks against competitors on key metrics. This relative perspective often changes investment conclusions drawn from standalone fundamental analysis.

SIT GLOBAL Competition Correlation Matrix

Correlation analysis between Sit Global Dividend and its competitors helps investors understand whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.

	ASCLX	GDFIX	SWSFX	LTEFX	SUSAX	CIABX	OWSBX
ASCLX		0.37	0.37	0.26	0.27	0.31	-0.19	ASCLX
GDFIX	0.37		0.76	0.8	0.72	0.83	0.27	GDFIX
SWSFX	0.37	0.76		0.87	0.85	0.86	0.19	SWSFX
LTEFX	0.26	0.8	0.87		0.95	0.98	0.38	LTEFX
SUSAX	0.27	0.72	0.85	0.95		0.91	0.31	SUSAX
CIABX	0.31	0.83	0.86	0.98	0.91		0.29	CIABX
OWSBX	-0.19	0.27	0.19	0.38	0.31	0.29		OWSBX
	ASCLX	GDFIX	SWSFX	LTEFX	SUSAX	CIABX	OWSBX

High positive correlations

CIABX	+ 0.98	LTEFX
SUSAX	+ 0.95	LTEFX
CIABX	+ 0.91	SUSAX
LTEFX	+ 0.87	SWSFX
CIABX	+ 0.86	SWSFX
SUSAX	+ 0.85	SWSFX

High negative correlations

OWSBX

- 0.19

ASCLX

Risk-Adjusted Indicators

There is a big difference between SIT Mutual Fund performing well and SIT GLOBAL Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze SIT GLOBAL's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
ASCLX	0.56	0.24	0.76	1.10	-0.86	0.49	-0.49	17.47
GDFIX	0.07	-0.01	0.00	-0.61	0.00	0.10	-0.20	0.71
SWSFX	0.03	0.00	0.00	-0.07	0.00	0.10	-0.10	0.58
LTEFX	0.07	0.01	0.29	1.04	-0.11	0.19	-0.19	0.70
SUSAX	0.04	0.00	0.00	-0.29	0.00	0.10	-0.10	0.51
CIABX	0.05	0.00	0.00	0.18	0.00	0.20	-0.20	0.40
OWSBX	0.08	-0.03	0.00	-1.09	0.00	0.10	-0.10	0.97

SIT GLOBAL Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	GDGIX	ASCLX	GDFIX	SWSFX	LTEFX	SUSAX	CIABX	OWSBX
	1.22 31.64 SIT	0.41 12.06 ASCLX	0.31 9.79 GOLDMAN	0.1 10.31 Ultra-Short	0.25 15.70 LIMITED	0.10 9.97 SIIT	0.20 5.09 Western	1.07 10.15 Old
Market Volatility (90 Days Market Risk)	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Weak	Weak	Weak	Moderate	Balanced	Balanced	Balanced	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Over Valued	Fairly Valued	Fairly Valued	Fairly Valued
Buy or Sell Analysis (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Hold	Cautious Hold	Sell	Cautious Hold	Strong Sell	Sell	Cautious Hold	Cautious Hold
Net Asset	33.92 M	1.47 B	642.73 M	1.76 B	3.56 B	465.55 M	307.39 M	N/A
Minimum Initial Investment	N/A	N/A	1000 K	N/A	N/A	100 K	N/A	N/A
Price To Book	2.71 X	3.03 X	N/A	N/A	N/A	N/A	N/A	N/A
Five Year Return	10.97 %	7.06 %	2.49 %	N/A	1.68 %	3.35 %	N/A	N/A
One Year Return	15.65 %	7.88 %	5.25 %	N/A	5.07 %	4.75 %	N/A	N/A
Last Dividend Paid	0.08	N/A	0.01	N/A	N/A	0.01	N/A	N/A
Price To Earning	17.00 X	18.69 X	N/A	N/A	N/A	N/A	N/A	N/A
Price To Sales	1.65 X	2.04 X	N/A	N/A	N/A	N/A	N/A	N/A
Cash Position Weight	1.64 %	51.67 %	11.44 %	N/A	2.06 %	3.22 %	0.21 %	N/A
Equity Positions Weight	98.36 %	47.98 %	N/A	N/A	N/A	N/A	N/A	N/A
Three Year Return	17.09 %	11.40 %	5.70 %	N/A	4.12 %	5.51 %	N/A	N/A
Annual Yield	0.01 %	N/A	0.04 %	0.05 %	0.03 %	0.001 %	0.02 %	N/A
Year To Date Return	2.09 %	0.08 %	0.22 %	N/A	1.03 %	0.68 %	N/A	N/A
Bond Positions Weight	N/A	N/A	83.59 %	N/A	0.03 %	93.47 %	N/A	N/A
Ten Year Return	8.46 %	N/A	N/A	N/A	2.83 %	N/A	N/A	N/A
Day Typical Price	31.64	12.06	9.79	10.31	15.7	9.97	5.09	10.15
Period Momentum Indicator	-0.39	-0.05	-0.03	-0.01	-0.04	-0.01	-0.01	-0.11
Rate Of Daily Change	0.99	1.0	1.0	1.0	1.0	1.0	1.0	0.99
Day Median Price	31.64	12.06	9.79	10.31	15.7	9.97	5.09	10.15
Price Action Indicator	-0.20	-0.03	-0.01	-0.01	-0.02	-0.01	-0.01	-0.06
Relative Strength Index	43.2	40.11	30.22	43.28	45.36	59.32	44.89	25.15
Coefficient Of Variation	-8,365	874.05	-3,668	875.02	653.45	626.7	755.06	-963.08
Mean Deviation	0.5476	0.5576	0.0661	0.0311	0.0691	0.0402	0.0505	0.0845
Jensen Alpha	0.0129	0.2362	-0.01	-0.0004	0.0069	0.0032	0.0025	-0.03
Total Risk Alpha	0.0241	0.3503	-0.01	0.0035	0.013	0.009	0.0074	-0.02
Sortino Ratio	N/A	0.7597	N/A	N/A	0.2911	N/A	N/A	N/A
Downside Variance	N/A	0.1302	N/A	N/A	0.0348	N/A	N/A	N/A
Standard Deviation	0.71	2.07	0.1112	0.0776	0.1082	0.0863	0.0906	0.1841
Kurtosis	1.13	62.8	6.5	24.28	3.6	13.26	1.88	22.86
Potential Upside	0.8459	0.4894	0.1019	0.0973	0.1921	0.1012	0.1976	0.0978
Treynor Ratio	-0.03	1.1	-0.61	-0.07	1.04	-0.29	0.1797	-1.09
Maximum Drawdown	3.36	17.47	0.7109	0.5827	0.6974	0.5052	0.3956	0.9712
Variance	0.504	4.27	0.0124	0.006	0.0117	0.0075	0.0082	0.0339
Market Risk Adjusted Performance	-0.02	1.11	-0.60	-0.06	1.05	-0.28	0.1897	-1.08
Risk Adjusted Performance	-0.01	0.0972	-0.08	-0.0016	0.0582	0.0448	0.0275	-0.12
Skewness	-0.38	7.83	1.15	4.32	-0.55	3.37	0.25	-4.49
Information Ratio	0.0412	0.1327	0.3124	0.6007	0.5022	0.597	0.5494	0.1013
Value At Risk	-1.25	-0.49	-0.20	-0.1	-0.19	-0.10	-0.20	-0.1
Expected Short fall	N/A	-0.86	N/A	N/A	-0.11	N/A	N/A	N/A
Downside Deviation	N/A	0.3609	N/A	N/A	0.1866	N/A	N/A	N/A
Semi Variance	N/A	-0.16	N/A	N/A	-0.01	N/A	N/A	N/A

Peer Performance Charts

How to Analyze SIT GLOBAL Against Peers

SIT GLOBAL's peer analysis compares SIT GLOBAL with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:

Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
Check valuation dispersion: Review whether SIT GLOBAL trades at a premium or discount versus peers and why.
Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
Document the thesis: Record where SIT GLOBAL leads or lags and what catalysts could close or widen the gap.

Use this as an educational baseline, then validate conclusions with current filings, market conditions, and portfolio objectives.

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