SABTX vs. LSVVX

Last updated Aug 4, 2026

SABTX (SA U.S. Value Fund) and LSVVX (LSV Conservative Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, SABTX returned 11.62%/yr vs 11.26%/yr for LSVVX. Their 0.97 correlation means they have historically moved very closely together. SABTX charges 0.73%/yr vs 0.35%/yr for LSVVX.

Performance

SABTX vs. LSVVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA U.S. Value Fund (SABTX) and LSV Conservative Value Equity Fund (LSVVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SABTX having a 20.93% return and LSVVX slightly higher at 21.02%. Both investments have delivered pretty close results over the past 10 years, with SABTX having a 11.62% annualized return and LSVVX not far behind at 11.26%.

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%

LSVVX

• 1D: 0.35%
• 1M: 3.76%
• 6M: 15.85%
• YTD: 21.02%
• 1Y: 39.58%
• 3Y*: 15.88%
• 5Y*: 11.32%
• 10Y*: 11.26%
• ALL TIME*: 7.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LSVVX LSV Conservative Value Equity Fund	$0.00	$0.00	$0.00
SABTX SA U.S. Value Fund	$0.00	$0.00	$0.00

SABTX vs. LSVVX - 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%
LSVVX LSV Conservative Value Equity Fund	21.02%	19.63%	3.97%	12.19%	-4.02%	28.57%	-3.46%	25.29%	-11.10%	16.18%

Correlation

The correlation between SABTX and LSVVX is 0.83, 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.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.87
Correlation (5Y) Shows whether the relationship held over a longer period.	0.93
Correlation (10Y) Provides a long-term view across more market conditions.	0.95
Correlation (All Time) Calculated using the full available price history since Apr 2, 2007	0.97

The correlation between SABTX and LSVVX shifts across timeframes, from 0.83 (1 year) to 0.97 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SABTX vs. LSVVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SABTX

SABTX Risk / Return Rank: 97
SABTX Sharpe Ratio Rank: 98
SABTX Sortino Ratio Rank: 97
SABTX Omega Ratio Rank: 95
SABTX Calmar Ratio Rank: 98
SABTX Martin Ratio Rank: 98

LSVVX

LSVVX Risk / Return Rank: 98
LSVVX Sharpe Ratio Rank: 99
LSVVX Sortino Ratio Rank: 98
LSVVX Omega Ratio Rank: 96
LSVVX Calmar Ratio Rank: 98
LSVVX Martin Ratio Rank: 98

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SABTX vs. LSVVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA U.S. Value Fund (SABTX) and LSV Conservative Value Equity Fund (LSVVX). 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	LSVVX	Difference
Sharpe ratio: Return per unit of total volatility	3.25	3.40	-0.16
Sortino ratio: Return per unit of downside risk	4.55	4.81	-0.27
Omega ratio: Gain probability vs. loss probability	1.58	1.62	-0.04
Calmar ratio: Return relative to maximum drawdown	5.96	6.10	-0.13
Martin ratio: Return relative to average drawdown	22.30	24.16	-1.86

SABTX vs. LSVVX - Sharpe Ratio Comparison

The current SABTX Sharpe Ratio is 3.25, which is comparable to the LSVVX Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of SABTX and LSVVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SABTX vs. LSVVX - Drawdown Comparison

The maximum SABTX drawdown since its inception was -66.96%, which is greater than LSVVX's maximum drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for SABTX and LSVVX.

Drawdown Indicators

	SABTX	LSVVX	Difference
Max Drawdown Largest peak-to-trough decline	-66.96%	-61.62%	-5.34%
Max Drawdown (1Y) Largest decline over 1 year	-6.36%	-6.23%	-0.13%
Max Drawdown (3Y) Largest decline over 3 years	-16.63%	-24.61%	+7.98%
Max Drawdown (5Y) Largest decline over 5 years	-20.42%	-24.61%	+4.19%
Max Drawdown (10Y) Largest decline over 10 years	-42.00%	-40.61%	-1.39%
Current Drawdown Current decline from peak	-0.50%	-0.41%	-0.09%
Average Drawdown Average peak-to-trough decline	-11.26%	-12.10%	+0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.71%	1.57%	+0.14%

Volatility

SABTX vs. LSVVX - Volatility Comparison

SA U.S. Value Fund (SABTX) and LSV Conservative Value Equity Fund (LSVVX) have volatilities of 2.55% and 2.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SABTX	LSVVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.55%	2.67%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	8.44%	8.14%	+0.30%
Volatility (1Y) Calculated over the trailing 1-year period	11.74%	11.20%	+0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.28%	15.84%	+0.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.09%	18.42%	+0.67%

SABTX vs. LSVVX - Expense Ratio Comparison

SABTX has a 0.73% expense ratio, which is higher than LSVVX's 0.35% expense ratio.

Dividends

SABTX vs. LSVVX - Dividend Comparison

SABTX's dividend yield for the trailing twelve months is around 3.21%, less than LSVVX's 11.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSVVX LSV Conservative Value Equity Fund	11.31%	13.69%	2.45%	6.57%	5.41%	3.67%	2.40%	21.48%	3.91%	1.98%	2.37%	2.38%
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

Can I hold both SABTX and LSVVX in my portfolio?

SABTX and LSVVX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SABTX or LSVVX?

LSVVX has higher volatility (2.67%) compared to SABTX (2.55%). In terms of maximum drawdown, SABTX dropped -66.96% vs LSVVX's -61.62%.

Which has better risk-adjusted returns?

LSVVX currently has the higher Sharpe Ratio (3.40 vs 3.25), 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.