See Prey of the Milky Way section of an article in Scientific American.
The SEDS website says "This galaxy was immediately recognized as being the nearest known neighbor to our Milky Way."
"In February 1998, a team of astronomers headed by Rosemary Wyse of John Hopkins University found that SagDEG orbits the Milky Way Galaxy in less than one billion years. Because it must have passed the dense central region of our Galaxy at least about ten times, it is surprising that the dwarf has not been disrupted for so far. Astronomers suspect that this fact is an indication for significant amounts of dark matter within this small galaxy, which ties the stars stronger to the galaxy by its gravity."
<font size=-1>[Thanks to JW for suggesting this topic]</font>