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SAEMX vs. SAISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAEMX vs. SAISX - Performance Comparison

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

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SAEMX vs. SAISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAEMX
SA Emerging Markets Value Fund
2.65%29.21%5.47%15.72%-11.61%10.51%0.88%8.05%-12.11%31.24%
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, SAEMX achieves a 2.65% return, which is significantly higher than SAISX's -2.08% return. Both investments have delivered pretty close results over the past 10 years, with SAEMX having a 8.04% annualized return and SAISX not far behind at 7.81%.


SAEMX

1D
-1.16%
1M
-11.14%
YTD
2.65%
6M
8.64%
1Y
29.90%
3Y*
16.12%
5Y*
8.00%
10Y*
8.04%

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)

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SAEMX vs. SAISX - Expense Ratio Comparison

SAEMX has a 1.24% expense ratio, which is higher than SAISX's 0.74% expense ratio.


Return for Risk

SAEMX vs. SAISX — Risk / Return Rank

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

SAEMX
SAEMX Risk / Return Rank: 8383
Overall Rank
SAEMX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SAEMX Sortino Ratio Rank: 8282
Sortino Ratio Rank
SAEMX Omega Ratio Rank: 8383
Omega Ratio Rank
SAEMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SAEMX Martin Ratio Rank: 8282
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.

SAEMX vs. SAISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA Emerging Markets Value Fund (SAEMX) 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.


SAEMXSAISXDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.60

+0.07

Sortino ratio

Return per unit of downside risk

2.09

2.16

-0.06

Omega ratio

Gain probability vs. loss probability

1.34

1.32

+0.02

Calmar ratio

Return relative to maximum drawdown

2.09

1.93

+0.15

Martin ratio

Return relative to average drawdown

8.21

7.80

+0.41

SAEMX vs. SAISX - Sharpe Ratio Comparison

The current SAEMX Sharpe Ratio is 1.67, which is comparable to the SAISX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SAEMX 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.


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Sharpe Ratios by Period


SAEMXSAISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.60

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.42

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.49

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.44

-0.28

Correlation

The correlation between SAEMX 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

SAEMX vs. SAISX - Dividend Comparison

SAEMX's dividend yield for the trailing twelve months is around 3.34%, less than SAISX's 6.06% yield.


TTM20252024202320222021202020192018201720162015
SAEMX
SA Emerging Markets Value Fund
3.34%3.43%4.37%4.07%3.54%2.86%1.76%2.18%1.78%1.28%1.23%1.25%
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

SAEMX vs. SAISX - Drawdown Comparison

The maximum SAEMX drawdown since its inception was -63.08%, roughly equal to the maximum SAISX drawdown of -61.36%. Use the drawdown chart below to compare losses from any high point for SAEMX and SAISX.


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Drawdown Indicators


SAEMXSAISXDifference

Max Drawdown

Largest peak-to-trough decline

-63.08%

-61.36%

-1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-12.00%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.98%

-33.49%

+7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-49.23%

-43.94%

-5.29%

Current Drawdown

Current decline from peak

-11.39%

-11.83%

+0.44%

Average Drawdown

Average peak-to-trough decline

-17.36%

-12.69%

-4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.24%

+0.19%

Volatility

SAEMX vs. SAISX - Volatility Comparison

SA Emerging Markets Value Fund (SAEMX) has a higher volatility of 7.90% compared to SA International Small Company Fund (SAISX) at 5.89%. This indicates that SAEMX's price experiences larger fluctuations and is considered to be riskier than SAISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAEMXSAISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

5.89%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

10.06%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

16.73%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

16.12%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

16.22%

-0.81%