PortfoliosLab logoPortfoliosLab logo
SABTX vs. SAISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SABTX vs. SAISX - Performance Comparison

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

Loading graphics...

SABTX vs. SAISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SABTX
SA U.S. Value Fund
2.28%17.69%11.32%11.82%-6.35%27.06%-2.04%24.85%-12.14%18.45%
SAISX
SA International Small Company Fund
-2.08%35.69%3.19%13.87%-17.68%13.52%8.54%23.25%-20.10%29.04%

Returns By Period

In the year-to-date period, SABTX achieves a 2.28% return, which is significantly higher than SAISX's -2.08% return. Over the past 10 years, SABTX has outperformed SAISX with an annualized return of 10.33%, while SAISX has yielded a comparatively lower 7.81% annualized return.


SABTX

1D
-0.55%
1M
-5.80%
YTD
2.28%
6M
7.10%
1Y
16.82%
3Y*
14.16%
5Y*
9.26%
10Y*
10.33%

SAISX

1D
-0.36%
1M
-11.83%
YTD
-2.08%
6M
1.90%
1Y
26.31%
3Y*
13.68%
5Y*
6.66%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SABTX vs. SAISX - Expense Ratio Comparison

SABTX has a 0.73% expense ratio, which is lower than SAISX's 0.74% expense ratio.


Return for Risk

SABTX vs. SAISX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SABTX
SABTX Risk / Return Rank: 4747
Overall Rank
SABTX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SABTX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SABTX Omega Ratio Rank: 5656
Omega Ratio Rank
SABTX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SABTX Martin Ratio Rank: 3131
Martin Ratio Rank

SAISX
SAISX Risk / Return Rank: 8181
Overall Rank
SAISX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SAISX Sortino Ratio Rank: 8383
Sortino Ratio Rank
SAISX Omega Ratio Rank: 8181
Omega Ratio Rank
SAISX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SAISX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SABTX vs. SAISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA U.S. Value Fund (SABTX) and SA International Small Company Fund (SAISX). 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.


SABTXSAISXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.60

-0.57

Sortino ratio

Return per unit of downside risk

1.57

2.16

-0.58

Omega ratio

Gain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratio

Return relative to maximum drawdown

0.90

1.93

-1.03

Martin ratio

Return relative to average drawdown

3.35

7.80

-4.45

SABTX vs. SAISX - Sharpe Ratio Comparison

The current SABTX Sharpe Ratio is 1.03, which is lower than the SAISX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SABTX and SAISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SABTXSAISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.60

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.42

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.49

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.44

-0.09

Correlation

The correlation between SABTX and SAISX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SABTX vs. SAISX - Dividend Comparison

SABTX's dividend yield for the trailing twelve months is around 3.79%, less than SAISX's 6.06% yield.


TTM20252024202320222021202020192018201720162015
SABTX
SA U.S. Value Fund
3.79%3.88%2.60%1.67%7.66%4.25%1.52%5.14%9.80%10.36%5.08%6.83%
SAISX
SA International Small Company Fund
6.06%5.93%3.96%3.31%6.05%5.68%1.95%5.67%6.70%4.28%4.07%3.84%

Drawdowns

SABTX vs. SAISX - Drawdown Comparison

The maximum SABTX drawdown since its inception was -66.96%, which is greater than SAISX's maximum drawdown of -61.36%. Use the drawdown chart below to compare losses from any high point for SABTX and SAISX.


Loading graphics...

Drawdown Indicators


SABTXSAISXDifference

Max Drawdown

Largest peak-to-trough decline

-66.96%

-61.36%

-5.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-12.00%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-20.42%

-33.49%

+13.07%

Max Drawdown (10Y)

Largest decline over 10 years

-42.00%

-43.94%

+1.94%

Current Drawdown

Current decline from peak

-6.36%

-11.83%

+5.47%

Average Drawdown

Average peak-to-trough decline

-11.39%

-12.69%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

3.24%

+0.77%

Volatility

SABTX vs. SAISX - Volatility Comparison

The current volatility for SA U.S. Value Fund (SABTX) is 3.53%, while SA International Small Company Fund (SAISX) has a volatility of 5.89%. This indicates that SABTX experiences smaller price fluctuations and is considered to be less risky than SAISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SABTXSAISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

5.89%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

10.06%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

16.73%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

16.12%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

16.22%

+2.95%