DMO vs. SAWMX
DMO (Dimensional Multi-Asset Fund) and SAWMX (SA Worldwide Moderate Growth Fund) are both Global Allocation funds. Over the past 10 years, DMO returned 3.76%/yr vs 8.58%/yr for SAWMX. Their 0.25 correlation means their historical movements had little consistent relationship. DMO charges 0.04%/yr vs 0.00%/yr for SAWMX.
Performance
DMO vs. SAWMX - Performance Comparison
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Returns By Period
In the year-to-date period, DMO achieves a 1.66% return, which is significantly lower than SAWMX's 12.41% return. Over the past 10 years, DMO has underperformed SAWMX with an annualized return of 3.76%, while SAWMX has yielded a comparatively higher 8.58% annualized return.
DMO
- 1D
- 0.19%
- 1M
- -1.78%
- 6M
- 0.19%
- YTD
- 1.66%
- 1Y
- -0.24%
- 3Y*
- 11.42%
- 5Y*
- 3.64%
- 10Y*
- 3.76%
- ALL TIME*
- 8.28%
SAWMX
- 1D
- 0.57%
- 1M
- 1.64%
- 6M
- 7.89%
- YTD
- 12.41%
- 1Y
- 21.86%
- 3Y*
- 13.84%
- 5Y*
- 8.49%
- 10Y*
- 8.58%
- ALL TIME*
- 8.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $399.37K | $416.73K | $406.81K | |
| $0.00 | $0.00 | $0.00 |
DMO vs. SAWMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 1.66% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
SAWMX SA Worldwide Moderate Growth Fund | 12.41% | 18.15% | 6.40% | 13.60% | -8.96% | 16.67% | 4.12% | 17.03% | -7.87% | 13.89% |
Correlation
The correlation between DMO and SAWMX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.25 |
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Return for Risk
DMO vs. SAWMX — Risk / Return Rank
DMO
SAWMX
DMO vs. SAWMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Asset Fund (DMO) and SA Worldwide Moderate Growth Fund (SAWMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| DMO | SAWMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.22 | ||
| Sortino ratioReturn per unit of downside risk | -4.64 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.61 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 4.10 | -4.13 |
| Martin ratioReturn relative to average drawdown | -0.07 | 16.48 | -16.55 |
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Drawdowns
DMO vs. SAWMX - Drawdown Comparison
The maximum DMO drawdown since its inception was -49.16%, which is greater than SAWMX's maximum drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for DMO and SAWMX.
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Drawdown Indicators
| DMO | SAWMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -30.56% | -18.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -5.79% | -2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -9.04% | -11.86% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -17.57% | -11.47% |
Max Drawdown (10Y)Largest decline over 10 years | -49.16% | -30.56% | -18.60% |
Current DrawdownCurrent decline from peak | -4.49% | 0.00% | -4.49% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -3.64% | -5.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 1.41% | +2.19% |
Volatility
DMO vs. SAWMX - Volatility Comparison
The current volatility for Dimensional Multi-Asset Fund (DMO) is 1.57%, while SA Worldwide Moderate Growth Fund (SAWMX) has a volatility of 1.80%. This indicates that DMO experiences smaller price fluctuations and is considered to be less risky than SAWMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMO | SAWMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 1.80% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 5.84% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 7.43% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.60% | 9.88% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.92% | 11.00% | +8.92% |
DMO vs. SAWMX - Expense Ratio Comparison
DMO has a 0.04% expense ratio, which is higher than SAWMX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DMO vs. SAWMX - Dividend Comparison
DMO's dividend yield for the trailing twelve months is around 14.22%, more than SAWMX's 5.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 14.22% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
SAWMX SA Worldwide Moderate Growth Fund | 5.29% | 5.95% | 3.34% | 4.20% | 8.36% | 4.52% | 4.88% | 5.66% | 6.82% | 1.28% | 1.96% | 0.00% |
Frequently Asked Questions
DMO and SAWMX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAWMX has higher volatility (1.80%) compared to DMO (1.57%). In terms of maximum drawdown, DMO dropped -49.16% vs SAWMX's -30.56%.
SAWMX currently has the higher Sharpe Ratio (3.20 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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