SABTX vs. FGIKX
SABTX (SA U.S. Value Fund) and FGIKX (Fidelity Growth & Income Portfolio Class K) are both Large Cap Value Equities funds. Over the past 10 years, SABTX returned 12.00%/yr vs 14.48%/yr for FGIKX. Their correlation of 0.94 suggests significant overlap in exposure. SABTX charges 0.73%/yr vs 0.49%/yr for FGIKX.
Performance
SABTX vs. FGIKX - Performance Comparison
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Returns By Period
In the year-to-date period, SABTX achieves a 18.98% return, which is significantly higher than FGIKX's 7.86% return. Over the past 10 years, SABTX has underperformed FGIKX with an annualized return of 12.00%, while FGIKX has yielded a comparatively higher 14.48% annualized return.
SABTX
- 1D
- 0.97%
- 1M
- 3.76%
- YTD
- 18.98%
- 6M
- 18.21%
- 1Y
- 35.90%
- 3Y*
- 20.00%
- 5Y*
- 11.79%
- 10Y*
- 12.00%
FGIKX
- 1D
- -0.33%
- 1M
- 0.96%
- YTD
- 7.86%
- 6M
- 5.03%
- 1Y
- 19.22%
- 3Y*
- 19.24%
- 5Y*
- 13.11%
- 10Y*
- 14.48%
SABTX vs. FGIKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABTX SA U.S. Value Fund | 18.98% | 17.69% | 11.32% | 11.82% | -6.35% | 27.06% | -2.04% | 24.85% | -12.14% | 18.45% |
FGIKX Fidelity Growth & Income Portfolio Class K | 7.86% | 19.16% | 19.57% | 18.75% | -4.88% | 25.95% | 8.09% | 30.39% | -8.88% | 17.03% |
Correlation
The correlation between SABTX and FGIKX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 9, 2008 | 0.94 |
Over the past year, the correlation between SABTX and FGIKX has dropped to 0.69 - well below their long-term average of 0.94, suggesting their price drivers have been diverging.
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Return for Risk
SABTX vs. FGIKX — Risk / Return Rank
SABTX
FGIKX
SABTX vs. FGIKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA U.S. Value Fund (SABTX) and Fidelity Growth & Income Portfolio Class K (FGIKX). 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.
| SABTX | FGIKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.33 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 6.46 | 2.47 | +3.99 |
| Martin ratioReturn relative to average drawdown | 23.28 | 10.17 | +13.11 |
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Drawdowns
SABTX vs. FGIKX - Drawdown Comparison
The maximum SABTX drawdown since its inception was -66.96%, which is greater than FGIKX's maximum drawdown of -62.07%. Use the drawdown chart below to compare losses from any high point for SABTX and FGIKX.
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Drawdown Indicators
| SABTX | FGIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.96% | -62.07% | -4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -8.33% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -17.20% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -19.20% | -1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -35.61% | -6.39% |
Current DrawdownCurrent decline from peak | -0.17% | -0.85% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -11.30% | -10.62% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.02% | -0.28% |
Volatility
SABTX vs. FGIKX - Volatility Comparison
SA U.S. Value Fund (SABTX) has a higher volatility of 3.92% compared to Fidelity Growth & Income Portfolio Class K (FGIKX) at 3.28%. This indicates that SABTX's price experiences larger fluctuations and is considered to be riskier than FGIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SABTX | FGIKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 3.28% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 8.66% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 11.24% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 15.57% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 17.49% | +1.70% |
SABTX vs. FGIKX - Expense Ratio Comparison
SABTX has a 0.73% expense ratio, which is higher than FGIKX's 0.49% expense ratio.
Dividends
SABTX vs. FGIKX - Dividend Comparison
SABTX's dividend yield for the trailing twelve months is around 3.26%, less than FGIKX's 7.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGIKX Fidelity Growth & Income Portfolio Class K | 7.19% | 7.74% | 4.66% | 4.03% | 3.52% | 6.11% | 3.71% | 2.94% | 3.51% | 1.63% | 1.92% | 2.23% |
SABTX SA U.S. Value Fund | 3.26% | 3.88% | 2.60% | 1.67% | 7.66% | 4.25% | 1.52% | 5.14% | 9.80% | 10.36% | 5.08% | 6.83% |
Frequently Asked Questions
SABTX and FGIKX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SABTX has higher volatility (3.92%) compared to FGIKX (3.28%). In terms of maximum drawdown, SABTX dropped -66.96% vs FGIKX's -62.07%.
SABTX currently has the higher Sharpe Ratio (3.44 vs 1.84), 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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