- ISIN
- US78386T8826
- Issuer
- SA Funds
- Inception Date
- Aug 5, 1999
- Category
- Large Cap Value Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
SABTX Performance Chart
SA U.S. Value Fund (SABTX) is up 16.4% since the beginning of the year. SABTX is currently trading at $29 per share. Investors who bought $1,000 worth of SABTX shares 5 years ago would now be looking at an investment worth $1,646.
Loading charts...
Returns By Period
SA U.S. Value Fund (SABTX) has returned 16.42% so far this year and 36.58% over the past 12 months. Over the last ten years, SABTX has returned 11.38% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
SA U.S. Value Fund
- 1D
- 0.28%
- 1M
- 4.83%
- YTD
- 16.42%
- 6M
- 19.52%
- 1Y
- 36.58%
- 3Y*
- 19.48%
- 5Y*
- 10.48%
- 10Y*
- 11.38%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
SABTX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2000, SABTX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +16.4%, while the worst month was Oct 2008 at -23.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SABTX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +13.1%, while the worst single day was Mar 16, 2020 at -13.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.04% | 3.37% | -3.97% | 6.90% | 4.16% | 0.28% | 16.42% | ||||||
| 2025 | 6.26% | -2.47% | -0.58% | -4.96% | 2.30% | 4.69% | 0.53% | 4.98% | 1.54% | -0.53% | 3.13% | 2.09% | 17.69% |
| 2024 | 0.65% | 3.57% | 6.62% | -4.72% | 2.78% | -1.15% | 4.78% | 1.06% | 0.44% | -0.66% | 6.33% | -7.92% | 11.32% |
| 2023 | 6.04% | -3.47% | -1.61% | 1.20% | -4.80% | 6.91% | 4.40% | -2.74% | -2.61% | -3.80% | 7.13% | 5.77% | 11.82% |
| 2022 | -1.62% | -0.53% | 1.80% | -5.85% | 4.22% | -10.74% | 6.07% | -2.84% | -8.65% | 12.67% | 5.93% | -4.48% | -6.35% |
| 2021 | 0.23% | 7.71% | 6.08% | 3.75% | 3.32% | -2.03% | -0.24% | 2.08% | -3.41% | 4.03% | -2.69% | 6.11% | 27.06% |
Benchmark Metrics
SA U.S. Value Fund has an annualized alpha of 1.56%, beta of 1.03, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since January 04, 2000.
- This fund captured 111.68% of S&P 500 Index gains and 104.06% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.03 and R2 of 0.86, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.56%
- Beta
- 1.03
- R²
- 0.86
- Upside Capture
- 111.68%
- Downside Capture
- 104.06%
Expense Ratio
SABTX has an expense ratio of 0.73%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SABTX ranks 95 for risk / return — in the top 95% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SA U.S. Value Fund (SABTX) and compare them to S&P 500 Index.
| SABTX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.57 | 2.39 | +1.18 |
Sortino ratioReturn per unit of downside risk | 5.03 | 3.25 | +1.78 |
Omega ratioGain probability vs. loss probability | 1.63 | 1.43 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 6.50 | 3.11 | +3.38 |
Martin ratioReturn relative to average drawdown | 23.48 | 14.38 | +9.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
SA U.S. Value Fund provided a 3.33% dividend yield over the last twelve months, with an annual payout of $0.95 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.95 | $0.95 | $0.56 | $0.34 | $1.39 | $0.89 | $0.26 | $0.92 | $1.47 | $1.95 | $0.89 | $1.06 |
Dividend yield | 3.33% | 3.88% | 2.60% | 1.67% | 7.66% | 4.25% | 1.52% | 5.14% | 9.80% | 10.36% | 5.08% | 6.83% |
Monthly Dividends
The table displays the monthly dividend distributions for SA U.S. Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.95 | $0.95 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.56 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.39 | $1.39 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $0.89 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the SA U.S. Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SA U.S. Value Fund was 66.96%, occurring on Mar 9, 2009. Recovery took 1007 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -66.96%Mar 2009 | 1y 9mo | 4y | 5y 9moJun 2007 - Mar 2013 |
Dot-com crash2000–2002 | -45.98%Oct 2002 | 1y 4mo | 2y 2mo | 3y 6moMay 2001 - Dec 2004 |
COVID crash2020 | -42.00%Mar 2020 | 2mo 2d | 9mo 19d | 11mo 21dJan 2020 - Jan 2021 |
Rate-hike selloffLate 2018 | -23.05%Dec 2018 | 10mo 29d | 11mo 8d | 1y 10moJan 2018 - Nov 2019 |
Bear market2022 | -20.42%Sep 2022 | 8mo 17d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Drawdown Indicators
| SABTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.96% | -56.78% | -10.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -9.10% | +2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -18.90% | +2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -25.43% | +5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -33.92% | -8.08% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.33% | -10.72% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.97% | -0.24% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with SABTX
Add SA U.S. Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with SABTX