In this study, we demonstrate that the norm test and inner product/orthogonality test presented in \cite{Bol18} are equivalent in terms of the convergence rates associated with Stochastic Gradient Descent (SGD) methods if $ε^2=θ^2+ν^2$ with specific choices of $θ$ and $ν$. Here, $ε$ controls the relative statistical error of the norm of the gradient while $θ$ and $ν$ control the relative statistical error of the gradient in the direction of the gradient and in the direction orthogonal to the gradient, respectively. Furthermore, we demonstrate that the inner product/orthogonality test can be as inexpensive as the norm test in the best case scenario if $θ$ and $ν$ are optimally selected, but the inner product/orthogonality test will never be more computationally affordable than the norm test if $ε^2=θ^2+ν^2$. Finally, we present two stochastic optimization problems to illustrate our results.