SEGMX Performance — Sdit GNMA Fund, Class F
Data updated: 2026-09-29
SEGMX returned −0.27% year to date and +3.24% over one year to Jul 2026. Annualised returns are +3.54% over 3 years and −0.10% over 5 years. The fund trailed its Intermediate Securitized Bond category average: $100 invested three years ago grew to $111, against $115 for the category, and to $103 over one year, against $104. Volatility over the past three years was 5.81% a year. In the 12 months to Jul 2026 the fund lost a net $4.4M, and assets reached $9.57M.
SEGMX Growth of $100
What $100 invested in Sdit GNMA Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Securitized Bond category average over the same months.
| Period | SEGMX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $103 | $104 |
| 3 years (Aug 2023 – Jul 2026) | $111 | $115 |
| 5 years (Aug 2021 – Jul 2026) | $100 | $103 |
| Since data start (Aug 2019 – Jul 2026) | $103 | $111 |
SEGMX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −0.27% |
| 1 year | +3.24% |
| 3 years (annualised) | +3.54% |
| 5 years (annualised) | −0.10% |
SEGMX Annual Returns
Calendar-year total returns of Sdit GNMA Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | −0.27% |
| 2025 | +7.41% |
| 2024 | +5.37% |
| 2023 | +0.44% |
| 2022 | −10.28% |
| 2021 | −2.64% |
| 2020 | +2.89% |
| 2019 (Aug–Dec) | +1.55% |
SEGMX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.7% | +0.1% | −1.6% | +1.7% | −1.6% | +0.3% | +0.1% | — | — | — | — | — |
| 2025 | +1.1% | +0.3% | 0.0% | +2.2% | −0.4% | +1.5% | −1.0% | +0.8% | +1.1% | +1.3% | +0.6% | −0.3% |
| 2024 | +4.5% | −2.6% | +0.8% | −1.5% | +2.4% | +1.0% | +1.8% | −2.7% | +1.0% | +1.7% | +0.5% | −1.3% |
| 2023 | +3.3% | +0.6% | +2.1% | −2.4% | −0.1% | −0.4% | −0.9% | −1.9% | −2.8% | −0.6% | −0.3% | +4.0% |
| 2022 | −0.1% | −3.2% | −2.5% | −0.4% | +2.9% | −1.6% | +1.2% | −0.9% | −5.0% | −2.9% | +3.1% | −0.9% |
| 2021 | +0.3% | +0.3% | −0.1% | −0.5% | +0.2% | −0.2% | −0.4% | −0.3% | −0.3% | 0.0% | −1.1% | −0.3% |
| 2020 | 0.0% | +0.4% | +1.3% | +0.9% | 0.0% | 0.0% | +0.3% | +0.1% | 0.0% | −0.1% | −0.1% | +0.1% |
| 2019 | — | — | — | — | — | — | — | +0.2% | −0.1% | +1.0% | +0.5% | −0.1% |
SEGMX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 5.81%
- 3-year Sharpe ratio: -0.17 (vs 4.5% risk-free rate)
- Best month: +4.45% (Jan 2024)
- Worst month: −2.83% (Sep 2023)
SEGMX Fund Flows
Monthly money in and out of Sdit GNMA Fund, from SEC Form N-PORT.
- 12-month net flow: −$4.4M
- 12-month gross sales (incl. reinvestments): $2.6M
- Sales ÷ redemptions: 0.37×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $210K | $174K | $36K |
| Jun 2026 | $29K | $303K | −$274K |
| May 2026 | $55K | $231K | −$176K |
| Apr 2026 | $159K | $201K | −$41K |
| Mar 2026 | $41K | $918K | −$877K |
| Feb 2026 | $65K | $51K | $14K |
| Jan 2026 | $34K | $111K | −$76K |
| Dec 2025 | $285K | $223K | $63K |
| Nov 2025 | $130K | $103K | $27K |
| Oct 2025 | $1.3M | $95K | $1.2M |
| Sep 2025 | $42K | $56K | −$14K |
| Aug 2025 | $232K | $4.5M | −$4.3M |
SEGMX Assets Under Management
Net assets of Sdit GNMA Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $9.57M |
| 2026-04-30 | $10.19M |
| 2026-01-31 | $11.17M |
| 2025-10-31 | $11.21M |
| 2025-07-31 | $13.92M |
| 2025-04-30 | $14.43M |
| 2025-01-31 | $15.73M |
| 2024-10-31 | $16.42M |
| 2024-07-31 | $16.89M |
| 2024-04-30 | $17.12M |
| 2024-01-31 | $45.11M |
| 2023-10-31 | $44.12M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.