- ISIN
- US78386T8669
- Issuer
- SA Funds
- Inception Date
- Aug 4, 1999
- Category
- Foreign Large Cap Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SAHMX Performance Chart
SA International Value Fund (SAHMX) is up 11.2% since the beginning of the year. SAHMX is currently trading at $19 per share. Investors who bought $1,000 worth of SAHMX shares 5 years ago would now be looking at an investment worth $1,906.
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Returns By Period
SA International Value Fund (SAHMX) has returned 11.15% so far this year and 34.24% over the past 12 months. Over the last ten years, SAHMX has returned 11.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
SA International Value Fund
- 1D
- 0.31%
- 1M
- -0.10%
- YTD
- 11.15%
- 6M
- 10.96%
- 1Y
- 34.24%
- 3Y*
- 22.51%
- 5Y*
- 13.77%
- 10Y*
- 11.51%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
SAHMX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2000, SAHMX's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 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 50% 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% | -7.20% | 5.57% | 1.29% | -0.66% | 11.15% | ||||||
| 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 3.53%, beta of 0.53, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since January 03, 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
- 3.53%
- Beta
- 0.53
- R²
- 0.30
- Upside Capture
- 95.70%
- Downside Capture
- 96.94%
Expense Ratio
SAHMX has a high expense ratio of 1.11%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SAHMX ranks 88 for risk / return — in the top 88% 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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAHMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.32 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.22 | 2.46 | +1.76 |
| Martin ratioReturn relative to average drawdown | 14.12 | 10.92 | +3.21 |
Dividends
Dividend History
SA International Value Fund provided a 4.81% 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 | 4.81% | 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 | $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 1.42%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -66.58%Mar 2009 | 1y 4mo | 8y 10mo | 10y 2moNov 2007 - Jan 2018 |
COVID crash2020 | -48.63%Mar 2020 | 2y 1mo | 1y 1mo | 3y 3moJan 2018 - May 2021 |
2003 bear market2003 | -37.01%Mar 2003 | 2y 8mo | 9mo 8d | 3y 5moJul 2000 - Dec 2003 |
Bear market2022 | -25.10%Sep 2022 | 7mo 18d | 9mo 20d | 1y 5moFeb 2022 - Jul 2023 |
2006 correction2006 | -15.41%Jun 2006 | 1mo 3d | 4mo 14d | 5mo 17dMay 2006 - Oct 2006 |
Drawdown Indicators
| SAHMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.58% | -56.78% | -9.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.72% | -9.10% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -18.90% | +4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -25.43% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -48.63% | -33.92% | -14.71% |
Current DrawdownCurrent decline from peak | -1.42% | -3.21% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -16.15% | -10.71% | -5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.04% | +0.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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