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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SA International Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
SA International Value Fund (SAHMX) has returned 3.60% so far this year and 34.94% over the past 12 months. Over the last ten years, SAHMX has returned 10.57% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
SA International Value Fund
- 1D
- -0.17%
- 1M
- -8.11%
- YTD
- 3.60%
- 6M
- 12.72%
- 1Y
- 34.94%
- 3Y*
- 20.21%
- 5Y*
- 13.32%
- 10Y*
- 10.57%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2000, SAHMX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +19.5%, while the worst month was Oct 2008 at -24.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 7 months.
On a daily basis, SAHMX closed higher 51% of trading days. The best single day was Oct 29, 2008 with a return of +11.4%, while the worst single day was Mar 12, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.83% | 6.54% | -8.11% | 3.60% | |||||||||
| 2025 | 6.80% | 1.24% | 2.31% | 2.33% | 5.11% | 3.09% | 0.38% | 5.96% | 1.50% | 0.35% | 3.94% | 4.31% | 44.08% |
| 2024 | -1.03% | 2.09% | 5.51% | -1.04% | 4.07% | -3.77% | 4.29% | 1.16% | 0.79% | -3.75% | -0.00% | -2.47% | 5.44% |
| 2023 | 7.88% | -1.08% | -1.09% | 3.31% | -5.42% | 5.99% | 4.75% | -2.89% | -1.13% | -5.21% | 6.70% | 4.77% | 16.49% |
| 2022 | 2.98% | -1.29% | 0.57% | -5.10% | 4.10% | -10.98% | 2.30% | -2.79% | -9.54% | 7.06% | 11.47% | -0.23% | -3.70% |
| 2021 | -0.66% | 6.65% | 4.90% | 1.53% | 5.43% | -2.85% | -0.73% | 0.82% | 0.00% | 2.69% | -6.12% | 5.46% | 17.59% |
Benchmark Metrics
SA International Value Fund has an annualized alpha of 3.61%, beta of 0.53, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since January 04, 2000.
- Beta of 0.53 may look defensive, but with R² of 0.30 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.30 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.61%
- Beta
- 0.53
- R²
- 0.30
- Upside Capture
- 97.20%
- Downside Capture
- 96.92%
Expense Ratio
SAHMX has a high expense ratio of 1.11%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SAHMX ranks 91 for risk / return — in the top 91% 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 International Value Fund (SAHMX) and compare them to a chosen benchmark (S&P 500 Index).
| SAHMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 0.90 | +1.19 |
Sortino ratioReturn per unit of downside risk | 2.54 | 1.39 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.21 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.40 | +1.07 |
Martin ratioReturn relative to average drawdown | 12.12 | 6.61 | +5.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SAHMX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
SA International Value Fund provided a 5.16% dividend yield over the last twelve months, with an annual payout of $0.94 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 | $0.94 | $0.94 | $0.46 | $0.44 | $0.45 | $0.37 | $0.22 | $0.41 | $0.19 | $0.31 | $0.30 | $0.19 |
Dividend yield | 5.16% | 5.35% | 3.57% | 3.46% | 4.06% | 3.05% | 2.09% | 3.66% | 1.93% | 2.46% | 2.89% | 1.91% |
Monthly Dividends
The table displays the monthly dividend distributions for SA International 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.94 | $0.94 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.46 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SA International 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 International Value Fund was 66.58%, occurring on Mar 9, 2009. Recovery took 2223 trading sessions.
The current SA International Value Fund drawdown is 8.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.58% | Nov 1, 2007 | 339 | Mar 9, 2009 | 2223 | Jan 4, 2018 | 2562 |
| -48.63% | Jan 25, 2018 | 543 | Mar 23, 2020 | 284 | May 7, 2021 | 827 |
| -37.01% | Jul 12, 2000 | 668 | Mar 12, 2003 | 193 | Dec 15, 2003 | 861 |
| -25.1% | Feb 10, 2022 | 157 | Sep 26, 2022 | 199 | Jul 13, 2023 | 356 |
| -15.41% | May 11, 2006 | 23 | Jun 13, 2006 | 94 | Oct 25, 2006 | 117 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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