- ISIN
- US78386T7679
- Issuer
- SA Funds
- Inception Date
- Jun 30, 2015
- Category
- Global Allocation
- Min. Investment
- $5,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SAWMX Performance Chart
SA Worldwide Moderate Growth Fund (SAWMX) is up 11.5% since the beginning of the year. SAWMX is currently trading at $14 per share. Investors who bought $1,000 worth of SAWMX shares 5 years ago would now be looking at an investment worth $1,494.
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Returns By Period
SA Worldwide Moderate Growth Fund (SAWMX) has returned 11.46% so far this year and 21.03% over the past 12 months. Over the last ten years, SAWMX has returned 8.53% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
SA Worldwide Moderate Growth Fund
- 1D
- 0.71%
- 1M
- 0.79%
- 6M
- 7.72%
- YTD
- 11.46%
- 1Y
- 21.03%
- 3Y*
- 12.97%
- 5Y*
- 8.36%
- 10Y*
- 8.53%
- ALL TIME*
- 8.76%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SAWMX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, SAWMX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +11.0%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SAWMX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +6.2%, while the worst single day was Mar 16, 2020 at -7.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.48% | 2.98% | -4.60% | 5.68% | 2.58% | 0.29% | 0.86% | 11.46% | |||||
| 2025 | 3.70% | -1.36% | -0.17% | -0.52% | 3.30% | 3.03% | 0.65% | 3.32% | 1.41% | 0.46% | 1.77% | 1.35% | 18.15% |
| 2024 | -0.18% | 2.64% | 3.46% | -2.32% | 2.99% | -0.26% | 2.91% | 1.33% | 1.31% | -1.70% | 2.88% | -6.37% | 6.40% |
| 2023 | 5.15% | -1.79% | 0.19% | 1.05% | -2.18% | 4.65% | 3.15% | -1.80% | -2.01% | -2.71% | 5.47% | 4.20% | 13.60% |
| 2022 | -1.67% | -1.10% | 0.51% | -4.68% | 1.70% | -6.94% | 4.15% | -2.27% | -6.86% | 5.48% | 5.85% | -2.47% | -8.96% |
| 2021 | 0.09% | 4.46% | 3.47% | 2.84% | 2.09% | -0.49% | 0.16% | 1.31% | -2.11% | 2.57% | -2.18% | 3.58% | 16.67% |
Benchmark Metrics
SA Worldwide Moderate Growth Fund has an annualized alpha of 2.18%, beta of 0.49, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participated in 71.99% of S&P 500 Index downside but only 63.04% of its upside - more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.49 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.18%
- Beta
- 0.49
- R²
- 0.64
- Upside Capture
- 63.04%
- Downside Capture
- 71.99%
Expense Ratio
SAWMX has an expense ratio of 0.00%, meaning no management fees are charged.
Return for Risk
Risk / Return Rank
SAWMX ranks 95 for risk / return — above 95% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for SA Worldwide Moderate Growth Fund (SAWMX) 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.
| SAWMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.25 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 2.00 | +1.81 |
| Martin ratioReturn relative to average drawdown | 15.31 | 8.49 | +6.81 |
Dividends
Dividend History
SA Worldwide Moderate Growth Fund provided a 5.34% dividend yield over the last twelve months, with an annual payout of $0.75 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.75 | $0.75 | $0.38 | $0.46 | $0.84 | $0.54 | $0.52 | $0.61 | $0.67 | $0.15 | $0.20 |
Dividend yield | 5.34% | 5.95% | 3.34% | 4.20% | 8.36% | 4.52% | 4.88% | 5.66% | 6.82% | 1.28% | 1.96% |
Monthly Dividends
The table displays the monthly dividend distributions for SA Worldwide Moderate Growth 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 | $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 | $0.75 | $0.75 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2023 | $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 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.84 | $0.84 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.54 |
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 Worldwide Moderate Growth 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 Worldwide Moderate Growth Fund was 30.56%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-30.56%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 | COVID crash2020 |
-17.57%Sep 2022 | 8mo 19d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-14.93%Dec 2018 | 10mo 29d | 10mo 15d | 1y 9moJan 2018 - Nov 2019 | Rate-hike selloffLate 2018 |
-11.86%Apr 2025 | 4mo 28d | 2mo 17d | 7mo 15dNov 2024 - Jun 2025 | 2025 selloff2025 |
-8.07%Feb 2016 | 1mo 6d | 22d | 1mo 28dJan 2016 - Mar 2016 | — |
Drawdown Indicators
| SAWMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.56% | -56.78% | +26.22% |
Max Drawdown (1Y)Largest decline over 1 year | -5.79% | -9.10% | +3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -18.90% | +7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -25.43% | +7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -30.56% | -33.92% | +3.36% |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -10.70% | +7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 2.14% | -0.73% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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