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SAEMX vs. SAREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAEMX vs. SAREX - Performance Comparison

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

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SAEMX vs. SAREX - 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%
SAREX
SA Real Estate Securities Fund
1.73%0.73%4.61%10.60%-25.42%40.94%-6.22%26.91%-4.00%4.61%

Returns By Period

In the year-to-date period, SAEMX achieves a 2.65% return, which is significantly higher than SAREX's 1.73% return. Over the past 10 years, SAEMX has outperformed SAREX with an annualized return of 8.04%, while SAREX has yielded a comparatively lower 4.23% 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%

SAREX

1D
-13.63%
1M
-7.70%
YTD
1.73%
6M
-0.88%
1Y
0.24%
3Y*
5.26%
5Y*
2.87%
10Y*
4.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAEMX vs. SAREX - Expense Ratio Comparison

SAEMX has a 1.24% expense ratio, which is higher than SAREX's 0.75% expense ratio.


Return for Risk

SAEMX vs. SAREX — 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

SAREX
SAREX Risk / Return Rank: 77
Overall Rank
SAREX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SAREX Sortino Ratio Rank: 77
Sortino Ratio Rank
SAREX Omega Ratio Rank: 99
Omega Ratio Rank
SAREX Calmar Ratio Rank: 66
Calmar Ratio Rank
SAREX Martin Ratio Rank: 66
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. SAREX - Risk-Adjusted Trends Comparison

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


SAEMXSAREXDifference

Sharpe ratio

Return per unit of total volatility

1.67

0.07

+1.60

Sortino ratio

Return per unit of downside risk

2.09

0.30

+1.79

Omega ratio

Gain probability vs. loss probability

1.34

1.05

+0.28

Calmar ratio

Return relative to maximum drawdown

2.09

-0.00

+2.09

Martin ratio

Return relative to average drawdown

8.21

-0.00

+8.22

SAEMX vs. SAREX - Sharpe Ratio Comparison

The current SAEMX Sharpe Ratio is 1.67, which is higher than the SAREX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SAEMX and SAREX, 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


SAEMXSAREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.07

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.14

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.20

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.18

-0.03

Correlation

The correlation between SAEMX and SAREX is 0.30, 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. SAREX - Dividend Comparison

SAEMX's dividend yield for the trailing twelve months is around 3.34%, more than SAREX's 3.16% 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%
SAREX
SA Real Estate Securities Fund
3.16%3.22%3.22%3.04%7.62%8.33%3.87%4.29%3.98%2.90%3.67%1.80%

Drawdowns

SAEMX vs. SAREX - Drawdown Comparison

The maximum SAEMX drawdown since its inception was -63.08%, smaller than the maximum SAREX drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for SAEMX and SAREX.


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Drawdown Indicators


SAEMXSAREXDifference

Max Drawdown

Largest peak-to-trough decline

-63.08%

-68.50%

+5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-13.63%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.98%

-33.87%

+7.89%

Max Drawdown (10Y)

Largest decline over 10 years

-49.23%

-41.56%

-7.67%

Current Drawdown

Current decline from peak

-11.39%

-13.63%

+2.24%

Average Drawdown

Average peak-to-trough decline

-17.36%

-12.63%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

4.27%

-0.84%

Volatility

SAEMX vs. SAREX - Volatility Comparison

The current volatility for SA Emerging Markets Value Fund (SAEMX) is 7.90%, while SA Real Estate Securities Fund (SAREX) has a volatility of 21.35%. This indicates that SAEMX experiences smaller price fluctuations and is considered to be less risky than SAREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAEMXSAREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

21.35%

-13.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

22.52%

-10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

28.01%

-10.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

21.36%

-6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

21.79%

-6.38%