SAEMX vs. SAMKX
Compare and contrast key facts about SA Emerging Markets Value Fund (SAEMX) and SA U.S. Core Market Fund (SAMKX).
SAEMX is managed by SA Funds. It was launched on Apr 1, 2007. SAMKX is managed by SA Funds. It was launched on Aug 5, 1999.
Performance
SAEMX vs. SAMKX - Performance Comparison
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SAEMX vs. SAMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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, SAEMX achieves a 2.65% return, which is significantly higher than SAMKX's -6.27% return. Over the past 10 years, SAEMX has underperformed SAMKX with an annualized return of 8.04%, while SAMKX has yielded a comparatively higher 12.91% annualized return.
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%
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%
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SAEMX vs. SAMKX - Expense Ratio Comparison
SAEMX has a 1.24% expense ratio, which is higher than SAMKX's 0.67% expense ratio.
Return for Risk
SAEMX vs. SAMKX — Risk / Return Rank
SAEMX
SAMKX
SAEMX vs. SAMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA Emerging Markets Value Fund (SAEMX) 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.
| SAEMX | SAMKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.81 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.25 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.18 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 0.21 | +1.88 |
Martin ratioReturn relative to average drawdown | 8.21 | 0.76 | +7.45 |
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
| SAEMX | SAMKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.81 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.62 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.75 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.80 | -0.65 |
Correlation
The correlation between SAEMX and SAMKX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SAEMX vs. SAMKX - Dividend Comparison
SAEMX's dividend yield for the trailing twelve months is around 3.34%, more than SAMKX's 0.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
SAEMX vs. SAMKX - Drawdown Comparison
The maximum SAEMX drawdown since its inception was -63.08%, which is greater than SAMKX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for SAEMX and SAMKX.
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Drawdown Indicators
| SAEMX | SAMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.08% | -33.77% | -29.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -11.97% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -25.98% | -24.88% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -49.23% | -33.77% | -15.46% |
Current DrawdownCurrent decline from peak | -11.39% | -8.75% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -17.36% | -3.96% | -13.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 5.08% | -1.65% |
Volatility
SAEMX vs. SAMKX - Volatility Comparison
SA Emerging Markets Value Fund (SAEMX) has a higher volatility of 7.90% compared to SA U.S. Core Market Fund (SAMKX) at 4.16%. This indicates that SAEMX's price experiences larger fluctuations and is considered to be riskier than SAMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAEMX | SAMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 4.16% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 8.65% | +2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 17.36% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 16.84% | -2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.41% | 17.51% | -2.10% |