SABTX vs. IRVSX
SABTX (SA U.S. Value Fund) and IRVSX (Voya Russell Large Cap Value Index Portfolio Class S) are both Large Cap Value Equities funds. Over the past 10 years, SABTX returned 11.62%/yr vs 11.67%/yr for IRVSX. Their 0.96 correlation means they have historically moved very closely together. SABTX charges 0.73%/yr vs 0.59%/yr for IRVSX.
Performance
SABTX vs. IRVSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SABTX having a 20.93% return and IRVSX slightly lower at 20.60%. Both investments have delivered pretty close results over the past 10 years, with SABTX having a 11.62% annualized return and IRVSX not far ahead at 11.67%.
SABTX
- 1D
- 0.27%
- 1M
- 2.02%
- 6M
- 14.12%
- YTD
- 20.93%
- 1Y
- 34.99%
- 3Y*
- 17.89%
- 5Y*
- 11.93%
- 10Y*
- 11.62%
- ALL TIME*
- 7.97%
IRVSX
- 1D
- 0.75%
- 1M
- 2.41%
- 6M
- 14.31%
- YTD
- 20.60%
- 1Y
- 32.47%
- 3Y*
- 18.59%
- 5Y*
- 12.23%
- 10Y*
- 11.67%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
SABTX SA U.S. Value Fund | $0.00 | $0.00 | $0.00 |
SABTX vs. IRVSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABTX SA U.S. Value Fund | 20.93% | 17.69% | 11.32% | 11.82% | -6.35% | 27.06% | -2.04% | 24.85% | -12.14% | 18.45% |
IRVSX Voya Russell Large Cap Value Index Portfolio Class S | 20.60% | 17.81% | 14.66% | 9.98% | -5.71% | 22.68% | 1.11% | 25.45% | -6.83% | 13.20% |
Correlation
The correlation between SABTX and IRVSX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.96 |
The correlation between SABTX and IRVSX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
SABTX vs. IRVSX — Risk / Return Rank
SABTX
IRVSX
SABTX vs. IRVSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA U.S. Value Fund (SABTX) and Voya Russell Large Cap Value Index Portfolio Class S (IRVSX). 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 | IRVSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.58 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 5.96 | 5.30 | +0.66 |
| Martin ratioReturn relative to average drawdown | 22.30 | 22.79 | -0.49 |
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Drawdowns
SABTX vs. IRVSX - Drawdown Comparison
The maximum SABTX drawdown since its inception was -66.96%, which is greater than IRVSX's maximum drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for SABTX and IRVSX.
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Drawdown Indicators
| SABTX | IRVSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.96% | -35.70% | -31.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -6.70% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -13.41% | -3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -18.49% | -1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -35.70% | -6.30% |
Current DrawdownCurrent decline from peak | -0.50% | 0.00% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -11.26% | -3.86% | -7.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.54% | +0.17% |
Volatility
SABTX vs. IRVSX - Volatility Comparison
The current volatility for SA U.S. Value Fund (SABTX) is 2.55%, while Voya Russell Large Cap Value Index Portfolio Class S (IRVSX) has a volatility of 3.08%. This indicates that SABTX experiences smaller price fluctuations and is considered to be less risky than IRVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SABTX | IRVSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 3.08% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 8.57% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 11.09% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 14.24% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.09% | 16.80% | +2.29% |
SABTX vs. IRVSX - Expense Ratio Comparison
SABTX has a 0.73% expense ratio, which is higher than IRVSX's 0.59% expense ratio.
Dividends
SABTX vs. IRVSX - Dividend Comparison
SABTX's dividend yield for the trailing twelve months is around 3.21%, less than IRVSX's 3.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRVSX Voya Russell Large Cap Value Index Portfolio Class S | 3.42% | 27.68% | 3.39% | 1.77% | 1.19% | 1.75% | 3.72% | 5.71% | 6.06% | 1.74% | 2.76% | 2.91% |
SABTX SA U.S. Value Fund | 3.21% | 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 IRVSX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IRVSX has higher volatility (3.08%) compared to SABTX (2.55%). In terms of maximum drawdown, SABTX dropped -66.96% vs IRVSX's -35.70%.
SABTX currently has the higher Sharpe Ratio (3.25 vs 3.22), 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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