SABTX vs. SAWMX
Compare and contrast key facts about SA U.S. Value Fund (SABTX) and SA Worldwide Moderate Growth Fund (SAWMX).
SABTX is managed by SA Funds. It was launched on Aug 5, 1999. SAWMX is managed by SA Funds. It was launched on Jun 30, 2015.
Performance
SABTX vs. SAWMX - Performance Comparison
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SABTX vs. SAWMX - 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% |
SAWMX SA Worldwide Moderate Growth Fund | 0.40% | 18.15% | 6.40% | 13.60% | -8.96% | 16.67% | 4.12% | 17.03% | -7.87% | 13.89% |
Returns By Period
In the year-to-date period, SABTX achieves a 2.28% return, which is significantly higher than SAWMX's 0.40% return. Over the past 10 years, SABTX has outperformed SAWMX with an annualized return of 10.33%, while SAWMX has yielded a comparatively lower 7.90% 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%
SAWMX
- 1D
- -0.24%
- 1M
- -5.79%
- YTD
- 0.40%
- 6M
- 4.03%
- 1Y
- 16.16%
- 3Y*
- 11.49%
- 5Y*
- 7.08%
- 10Y*
- 7.90%
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SABTX vs. SAWMX - Expense Ratio Comparison
SABTX has a 0.73% expense ratio, which is higher than SAWMX's 0.00% expense ratio.
Return for Risk
SABTX vs. SAWMX — Risk / Return Rank
SABTX
SAWMX
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.
| SABTX | SAWMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.68 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.32 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.35 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.47 | -0.56 |
Martin ratioReturn relative to average drawdown | 3.35 | 6.46 | -3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SABTX | SAWMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.68 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.74 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.72 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.72 | -0.38 |
Correlation
The correlation between SABTX and SAWMX is 0.90, 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. SAWMX - Dividend Comparison
SABTX's dividend yield for the trailing twelve months is around 3.79%, less than SAWMX's 5.93% 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% |
SAWMX SA Worldwide Moderate Growth Fund | 5.93% | 5.95% | 3.34% | 4.20% | 8.36% | 4.52% | 4.88% | 5.66% | 6.82% | 1.28% | 1.96% | 0.00% |
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.
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Drawdown Indicators
| SABTX | SAWMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.96% | -30.56% | -36.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.45% | -8.15% | -4.30% |
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 DrawdownCurrent decline from peak | -6.36% | -5.79% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -3.75% | -7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 2.14% | +1.87% |
Volatility
SABTX vs. SAWMX - Volatility Comparison
SA U.S. Value Fund (SABTX) has a higher volatility of 3.53% compared to SA Worldwide Moderate Growth Fund (SAWMX) at 2.72%. 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.
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Volatility by Period
| SABTX | SAWMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 2.72% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 5.23% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 10.16% | +8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 9.88% | +6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 11.09% | +8.08% |