SAHMX vs. SAMKX
Compare and contrast key facts about SA International Value Fund (SAHMX) and SA U.S. Core Market Fund (SAMKX).
SAHMX is managed by SA Funds. It was launched on Aug 4, 1999. SAMKX is managed by SA Funds. It was launched on Aug 5, 1999.
Performance
SAHMX vs. SAMKX - Performance Comparison
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SAHMX vs. SAMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAHMX SA International Value Fund | 3.60% | 44.08% | 5.44% | 16.49% | -3.70% | 17.59% | -2.48% | 14.61% | -17.95% | 25.06% |
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, SAHMX achieves a 3.60% return, which is significantly higher than SAMKX's -6.27% return. Over the past 10 years, SAHMX has underperformed SAMKX with an annualized return of 10.57%, while SAMKX has yielded a comparatively higher 12.91% annualized return.
SAHMX
- 1D
- -0.17%
- 1M
- -8.11%
- YTD
- 3.60%
- 6M
- 12.72%
- 1Y
- 34.94%
- 3Y*
- 20.21%
- 5Y*
- 13.32%
- 10Y*
- 10.57%
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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SAHMX vs. SAMKX - Expense Ratio Comparison
SAHMX has a 1.11% expense ratio, which is higher than SAMKX's 0.67% expense ratio.
Return for Risk
SAHMX vs. SAMKX — Risk / Return Rank
SAHMX
SAMKX
SAHMX vs. SAMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA International Value Fund (SAHMX) 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.
| SAHMX | SAMKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 0.81 | +1.27 |
Sortino ratioReturn per unit of downside risk | 2.54 | 1.25 | +1.29 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.18 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 0.21 | +2.26 |
Martin ratioReturn relative to average drawdown | 12.12 | 0.76 | +11.36 |
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
| SAHMX | SAMKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 0.81 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.62 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.75 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.80 | -0.48 |
Correlation
The correlation between SAHMX and SAMKX is 0.51, 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
SAHMX vs. SAMKX - Dividend Comparison
SAHMX's dividend yield for the trailing twelve months is around 5.16%, more than SAMKX's 0.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAHMX SA International Value Fund | 5.16% | 5.35% | 3.57% | 3.46% | 4.06% | 3.05% | 2.09% | 3.66% | 1.93% | 2.46% | 2.89% | 1.91% |
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
SAHMX vs. SAMKX - Drawdown Comparison
The maximum SAHMX drawdown since its inception was -66.58%, which is greater than SAMKX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for SAHMX and SAMKX.
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Drawdown Indicators
| SAHMX | SAMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.58% | -33.77% | -32.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -11.97% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -24.88% | -0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -48.63% | -33.77% | -14.86% |
Current DrawdownCurrent decline from peak | -8.11% | -8.75% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -16.27% | -3.96% | -12.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 5.08% | -2.05% |
Volatility
SAHMX vs. SAMKX - Volatility Comparison
SA International Value Fund (SAHMX) has a higher volatility of 5.22% compared to SA U.S. Core Market Fund (SAMKX) at 4.16%. This indicates that SAHMX'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
| SAHMX | SAMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 4.16% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 8.65% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 17.36% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 16.84% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 17.51% | -1.00% |