SABTX vs. SAWMX

Last updated Jun 23, 2026

SABTX (SA U.S. Value Fund) and SAWMX (SA Worldwide Moderate Growth Fund) are both mutual funds - SABTX is a Large Cap Value Equities fund managed by SA Funds, while SAWMX is a Global Allocation fund managed by SA Funds. Over the past 10 years, SABTX returned 11.58%/yr vs 8.76%/yr for SAWMX. Their correlation of 0.90 suggests significant overlap in exposure. SABTX charges 0.73%/yr vs 0.00%/yr for SAWMX.

Performance

SABTX vs. SAWMX - Performance Comparison

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

Returns By Period

In the year-to-date period, SABTX achieves a 17.85% return, which is significantly higher than SAWMX's 10.51% return. Over the past 10 years, SABTX has outperformed SAWMX with an annualized return of 11.58%, while SAWMX has yielded a comparatively lower 8.76% annualized return.

SABTX

• 1D: 0.31%
• 1M: 2.76%
• YTD: 17.85%
• 6M: 17.13%
• 1Y: 35.82%
• 3Y*: 18.73%
• 5Y*: 12.03%
• 10Y*: 11.58%

SAWMX

• 1D: 0.22%
• 1M: 1.23%
• YTD: 10.51%
• 6M: 10.42%
• 1Y: 23.19%
• 3Y*: 13.86%
• 5Y*: 8.51%
• 10Y*: 8.76%

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

SABTX vs. SAWMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SABTX SA U.S. Value Fund	17.85%	17.69%	11.32%	11.82%	-6.35%	27.06%	-2.04%	24.85%	-12.14%	18.45%
SAWMX SA Worldwide Moderate Growth Fund	10.51%	18.15%	6.40%	13.60%	-8.96%	16.67%	4.12%	17.03%	-7.87%	13.89%

Correlation

The correlation between SABTX and SAWMX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.90

The correlation between SABTX and SAWMX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

Return for Risk

SABTX vs. SAWMX — Risk / Return Rank

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

SABTX

SABTX Risk / Return Rank: 95
SABTX Sharpe Ratio Rank: 97
SABTX Sortino Ratio Rank: 95
SABTX Omega Ratio Rank: 88
SABTX Calmar Ratio Rank: 97
SABTX Martin Ratio Rank: 96

SAWMX

SAWMX Risk / Return Rank: 93
SAWMX Sharpe Ratio Rank: 97
SAWMX Sortino Ratio Rank: 96
SAWMX Omega Ratio Rank: 91
SAWMX Calmar Ratio Rank: 91
SAWMX Martin Ratio Rank: 92

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. SAWMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA U.S. Value Fund (SABTX) and SA Worldwide Moderate Growth Fund (SAWMX). 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	SAWMX	Difference
Sharpe ratio: Return per unit of total volatility	3.34	3.40	-0.06
Sortino ratio: Return per unit of downside risk	4.63	4.94	-0.31
Omega ratio: Gain probability vs. loss probability	1.58	1.64	-0.06
Calmar ratio: Return relative to maximum drawdown	6.26	4.44	+1.83
Martin ratio: Return relative to average drawdown	22.52	17.54	+4.97

SABTX vs. SAWMX - Sharpe Ratio Comparison

The current SABTX Sharpe Ratio is 3.34, which is comparable to the SAWMX Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of SABTX and SAWMX, 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. SAWMX - Drawdown Comparison

The maximum SABTX drawdown since its inception was -66.96%, which is greater than SAWMX's maximum drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for SABTX and SAWMX.

Drawdown Indicators

	SABTX	SAWMX	Difference
Max Drawdown Largest peak-to-trough decline	-66.96%	-30.56%	-36.40%
Max Drawdown (1Y) Largest decline over 1 year	-6.36%	-5.79%	-0.57%
Max Drawdown (3Y) Largest decline over 3 years	-16.63%	-11.86%	-4.77%
Max Drawdown (5Y) Largest decline over 5 years	-20.42%	-17.57%	-2.85%
Max Drawdown (10Y) Largest decline over 10 years	-42.00%	-30.56%	-11.44%
Current Drawdown Current decline from peak	-1.13%	-0.57%	-0.56%
Average Drawdown Average peak-to-trough decline	-11.30%	-3.68%	-7.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	1.40%	+0.34%

Volatility

SABTX vs. SAWMX - Volatility Comparison

SA U.S. Value Fund (SABTX) has a higher volatility of 3.93% compared to SA Worldwide Moderate Growth Fund (SAWMX) at 2.51%. This indicates that SABTX's price experiences larger fluctuations and is considered to be riskier than SAWMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SABTX	SAWMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	2.51%	+1.42%
Volatility (6M) Calculated over the trailing 6-month period	8.60%	5.82%	+2.78%
Volatility (1Y) Calculated over the trailing 1-year period	11.95%	7.55%	+4.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.39%	9.91%	+6.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.18%	11.10%	+8.08%

SABTX vs. SAWMX - Expense Ratio Comparison

SABTX has a 0.73% expense ratio, which is higher than SAWMX's 0.00% expense ratio.

Dividends

SABTX vs. SAWMX - Dividend Comparison

SABTX's dividend yield for the trailing twelve months is around 3.29%, less than SAWMX's 5.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SABTX SA U.S. Value Fund	3.29%	3.88%	2.60%	1.67%	7.66%	4.25%	1.52%	5.14%	9.80%	10.36%	5.08%	6.83%
SAWMX SA Worldwide Moderate Growth Fund	5.38%	5.95%	3.34%	4.20%	8.36%	4.52%	4.88%	5.66%	6.82%	1.28%	1.96%	0.00%

Frequently Asked Questions

Can I hold both SABTX and SAWMX in my portfolio?

SABTX and SAWMX have a correlation of 0.85, 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 SAWMX?

SABTX has higher volatility (3.93%) compared to SAWMX (2.51%). In terms of maximum drawdown, SABTX dropped -66.96% vs SAWMX's -30.56%.

Which has better risk-adjusted returns?

SAWMX currently has the higher Sharpe Ratio (3.40 vs 3.34), 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.