SABTX vs. VIVIX
Compare and contrast key facts about SA U.S. Value Fund (SABTX) and Vanguard Value Index Fund Institutional Shares (VIVIX).
SABTX is managed by SA Funds. It was launched on Aug 5, 1999. VIVIX is managed by Vanguard. It was launched on Jul 2, 1998.
Performance
SABTX vs. VIVIX - Performance Comparison
Loading graphics...
SABTX vs. VIVIX - 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% |
VIVIX Vanguard Value Index Fund Institutional Shares | 1.63% | 15.30% | 15.99% | 9.23% | -2.05% | 26.50% | 2.30% | 25.83% | -5.44% | 17.14% |
Returns By Period
In the year-to-date period, SABTX achieves a 2.28% return, which is significantly higher than VIVIX's 1.63% return. Over the past 10 years, SABTX has underperformed VIVIX with an annualized return of 10.33%, while VIVIX has yielded a comparatively higher 11.62% 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%
VIVIX
- 1D
- -0.17%
- 1M
- -6.36%
- YTD
- 1.63%
- 6M
- 4.64%
- 1Y
- 14.18%
- 3Y*
- 14.46%
- 5Y*
- 10.63%
- 10Y*
- 11.62%
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. VIVIX - Expense Ratio Comparison
SABTX has a 0.73% expense ratio, which is higher than VIVIX's 0.04% expense ratio.
Return for Risk
SABTX vs. VIVIX — Risk / Return Rank
SABTX
VIVIX
SABTX vs. VIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA U.S. Value Fund (SABTX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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 | VIVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.04 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.50 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.25 | -0.34 |
Martin ratioReturn relative to average drawdown | 3.35 | 5.67 | -2.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SABTX | VIVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.04 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.77 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.70 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.39 | -0.05 |
Correlation
The correlation between SABTX and VIVIX is 0.94, 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. VIVIX - Dividend Comparison
SABTX's dividend yield for the trailing twelve months is around 3.79%, more than VIVIX's 2.06% 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% |
VIVIX Vanguard Value Index Fund Institutional Shares | 2.06% | 2.04% | 2.31% | 2.46% | 2.52% | 2.15% | 2.55% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% |
Drawdowns
SABTX vs. VIVIX - Drawdown Comparison
The maximum SABTX drawdown since its inception was -66.96%, which is greater than VIVIX's maximum drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for SABTX and VIVIX.
Loading graphics...
Drawdown Indicators
| SABTX | VIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.96% | -59.30% | -7.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.45% | -11.29% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -17.12% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -36.80% | -5.20% |
Current DrawdownCurrent decline from peak | -6.36% | -6.36% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -9.31% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 2.48% | +1.53% |
Volatility
SABTX vs. VIVIX - Volatility Comparison
SA U.S. Value Fund (SABTX) has a higher volatility of 3.53% compared to Vanguard Value Index Fund Institutional Shares (VIVIX) at 3.27%. This indicates that SABTX's price experiences larger fluctuations and is considered to be riskier than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SABTX | VIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 3.27% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 7.52% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 14.82% | +3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 13.90% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 16.74% | +2.43% |