SABTX vs. SAMKX

Last updated Apr 1, 2026

Compare and contrast key facts about SA U.S. Value Fund (SABTX) and SA U.S. Core Market Fund (SAMKX).

SABTX is managed by SA Funds. It was launched on Aug 5, 1999. SAMKX is managed by SA Funds. It was launched on Aug 5, 1999.

Performance

SABTX vs. SAMKX - Performance Comparison

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

SABTX vs. SAMKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SAMKX SA U.S. Core Market Fund	-6.27%	15.80%	22.80%	25.81%	-18.91%	25.66%	18.88%	30.56%	-4.69%	22.20%

Returns By Period

In the year-to-date period, SABTX achieves a 2.28% return, which is significantly higher than SAMKX's -6.27% return. Over the past 10 years, SABTX has underperformed SAMKX with an annualized return of 10.33%, while SAMKX has yielded a comparatively higher 12.91% 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%

SAMKX

• 1D: -0.31%
• 1M: -7.74%
• YTD: -6.27%
• 6M: -3.88%
• 1Y: 13.55%
• 3Y*: 16.02%
• 5Y*: 10.17%
• 10Y*: 12.91%

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

SABTX vs. SAMKX - Expense Ratio Comparison

SABTX has a 0.73% expense ratio, which is higher than SAMKX's 0.67% expense ratio.

SABTX

SA U.S. Value Fund

SAMKX

SA U.S. Core Market Fund

Return for Risk

SABTX vs. SAMKX — Risk / Return Rank

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

SABTX

SABTX Risk / Return Rank: 47
SABTX Sharpe Ratio Rank: 55
SABTX Sortino Ratio Rank: 60
SABTX Omega Ratio Rank: 56
SABTX Calmar Ratio Rank: 32
SABTX Martin Ratio Rank: 31

SAMKX

SAMKX Risk / Return Rank: 27
SAMKX Sharpe Ratio Rank: 37
SAMKX Sortino Ratio Rank: 38
SAMKX Omega Ratio Rank: 38
SAMKX Calmar Ratio Rank: 10
SAMKX Martin Ratio Rank: 10

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. SAMKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA U.S. Value Fund (SABTX) and SA U.S. Core Market Fund (SAMKX). 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.

	SABTX	SAMKX	Difference
Sharpe ratio Return per unit of total volatility	1.03	0.81	+0.22
Sortino ratio Return per unit of downside risk	1.57	1.25	+0.33
Omega ratio Gain probability vs. loss probability	1.22	1.18	+0.04
Calmar ratio Return relative to maximum drawdown	0.90	0.21	+0.70
Martin ratio Return relative to average drawdown	3.35	0.76	+2.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SABTX vs. SAMKX - Sharpe Ratio Comparison

The current SABTX Sharpe Ratio is 1.03, which is comparable to the SAMKX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of SABTX and SAMKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SABTX	SAMKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	0.81	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.62	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.75	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.80	-0.46

Correlation

The correlation between SABTX and SAMKX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SABTX vs. SAMKX - Dividend Comparison

SABTX's dividend yield for the trailing twelve months is around 3.79%, more than SAMKX's 0.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SAMKX SA U.S. Core Market Fund	0.71%	0.66%	0.69%	0.86%	5.83%	7.72%	8.08%	12.72%	6.46%	4.09%	6.20%	0.89%

Drawdowns

SABTX vs. SAMKX - Drawdown Comparison

The maximum SABTX drawdown since its inception was -66.96%, which is greater than SAMKX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for SABTX and SAMKX.

Drawdown Indicators

	SABTX	SAMKX	Difference
Max Drawdown Largest peak-to-trough decline	-66.96%	-33.77%	-33.19%
Max Drawdown (1Y) Largest decline over 1 year	-12.45%	-11.97%	-0.48%
Max Drawdown (5Y) Largest decline over 5 years	-20.42%	-24.88%	+4.46%
Max Drawdown (10Y) Largest decline over 10 years	-42.00%	-33.77%	-8.23%
Current Drawdown Current decline from peak	-6.36%	-8.75%	+2.39%
Average Drawdown Average peak-to-trough decline	-11.39%	-3.96%	-7.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.01%	5.08%	-1.07%

Volatility

SABTX vs. SAMKX - Volatility Comparison

The current volatility for SA U.S. Value Fund (SABTX) is 3.53%, while SA U.S. Core Market Fund (SAMKX) has a volatility of 4.16%. This indicates that SABTX experiences smaller price fluctuations and is considered to be less risky than SAMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SABTX	SAMKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	4.16%	-0.63%
Volatility (6M) Calculated over the trailing 6-month period	8.63%	8.65%	-0.02%
Volatility (1Y) Calculated over the trailing 1-year period	18.20%	17.36%	+0.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.41%	16.84%	-0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.17%	17.51%	+1.66%