- ISIN
- US78386T8743
- Issuer
- SA Funds
- Inception Date
- Aug 5, 1999
- Category
- Small Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SAUMX Performance Chart
SA U.S. Small Company Fund (SAUMX) is up 17.6% since the beginning of the year. SAUMX is currently trading at $37 per share. Investors who bought $1,000 worth of SAUMX shares 5 years ago would now be looking at an investment worth $1,574.
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Returns By Period
SA U.S. Small Company Fund (SAUMX) has returned 17.60% so far this year and 32.27% over the past 12 months. Over the last ten years, SAUMX has returned 10.98% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SA U.S. Small Company Fund
- 1D
- 1.27%
- 1M
- 4.26%
- YTD
- 17.60%
- 6M
- 14.75%
- 1Y
- 32.27%
- 3Y*
- 16.10%
- 5Y*
- 9.50%
- 10Y*
- 10.98%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SAUMX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2012, SAUMX's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.6%, while the worst month was Mar 2020 at -21.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SAUMX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, 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 | 5.22% | 3.44% | -5.08% | 9.07% | 1.09% | 3.26% | 17.60% | ||||||
| 2025 | 5.69% | -8.83% | -3.22% | -2.48% | 5.88% | 3.68% | 1.43% | 5.75% | -0.06% | -1.62% | 3.04% | 0.36% | 8.87% |
| 2024 | -2.53% | 4.41% | 4.34% | -5.86% | 4.72% | -1.84% | 8.01% | -0.71% | 1.37% | -1.52% | 9.67% | -7.87% | 11.14% |
| 2023 | 9.05% | -1.17% | -3.60% | -1.89% | -2.55% | 8.85% | 4.66% | -3.13% | -5.26% | -5.59% | 8.36% | 10.42% | 17.30% |
| 2022 | -7.05% | 1.22% | 0.23% | -7.48% | 1.18% | -8.92% | 10.01% | -3.09% | -8.89% | 10.80% | 4.92% | -5.54% | -14.25% |
| 2021 | 2.41% | 8.37% | 4.05% | 3.22% | 1.19% | -0.88% | -0.74% | 2.03% | -2.99% | 4.77% | -2.42% | 5.69% | 26.93% |
Benchmark Metrics
SA U.S. Small Company Fund has an annualized alpha of -1.70%, beta of 1.04, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.
- This fund participated in 107.18% of S&P 500 Index downside but only 97.70% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.04 and R2 of 0.74, 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
- -1.70%
- Beta
- 1.04
- R²
- 0.74
- Upside Capture
- 97.70%
- Downside Capture
- 107.18%
Expense Ratio
SAUMX has an expense ratio of 0.87%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SAUMX ranks 70 for risk / return — better than 70% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SA U.S. Small Company Fund (SAUMX) 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.
| SAUMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 2.78 | +1.15 |
| Martin ratioReturn relative to average drawdown | 13.65 | 12.44 | +1.21 |
Dividends
Dividend History
SA U.S. Small Company Fund provided a 0.45% dividend yield over the last twelve months, with an annual payout of $0.17 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.17 | $0.17 | $0.09 | $0.97 | $0.75 | $7.13 | $0.56 | $1.16 | $0.71 | $2.08 | $1.31 | $1.84 |
Dividend yield | 0.45% | 0.53% | 0.29% | 3.64% | 3.19% | 25.26% | 1.99% | 4.48% | 3.22% | 7.96% | 5.16% | 8.49% |
Monthly Dividends
The table displays the monthly dividend distributions for SA U.S. Small Company 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 | $0.17 | $0.17 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $0.97 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.75 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $7.13 | $7.13 |
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 U.S. Small Company 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. Small Company Fund was 43.14%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.
The current SA U.S. Small Company Fund drawdown is 0.13%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -43.14%Mar 2020 | 1y 6mo | 8mo 5d | 2y 2moSep 2018 - Nov 2020 |
2025 selloff2025 | -24.80%Apr 2025 | 4mo 16d | 8mo 3d | 1y 14dNov 2024 - Dec 2025 |
Bear market2022 | -23.85%Jun 2022 | 7mo 1d | 1y 8mo | 2y 3moNov 2021 - Feb 2024 |
2016 bear market2016 | -22.36%Feb 2016 | 7mo 22d | 9mo 4d | 1y 4moJun 2015 - Nov 2016 |
2014 correction2014 | -13.04%Oct 2014 | 3mo 8d | 2mo 14d | 5mo 22dJul 2014 - Dec 2014 |
Drawdown Indicators
| SAUMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.14% | -56.78% | +13.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -9.10% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -24.80% | -18.90% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.80% | -25.43% | +0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -43.14% | -33.92% | -9.22% |
Current DrawdownCurrent decline from peak | -0.13% | -1.80% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -10.71% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.03% | +0.53% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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