SAHMX vs. SAUMX
Compare and contrast key facts about SA International Value Fund (SAHMX) and SA U.S. Small Company Fund (SAUMX).
SAHMX is managed by SA Funds. It was launched on Aug 4, 1999. SAUMX is managed by SA Funds. It was launched on Aug 5, 1999.
Performance
SAHMX vs. SAUMX - Performance Comparison
Loading graphics...
SAHMX vs. SAUMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAHMX SA International Value Fund | 4.63% | 44.08% | 5.44% | 16.49% | -3.70% | 17.59% | -2.48% | 14.61% | -17.95% | 25.06% |
SAUMX SA U.S. Small Company Fund | 0.50% | 8.87% | 11.14% | 17.30% | -14.25% | 26.93% | 11.61% | 22.17% | -12.82% | 11.39% |
Returns By Period
In the year-to-date period, SAHMX achieves a 4.63% return, which is significantly higher than SAUMX's 0.50% return. Over the past 10 years, SAHMX has outperformed SAUMX with an annualized return of 10.68%, while SAUMX has yielded a comparatively lower 9.47% annualized return.
SAHMX
- 1D
- 0.99%
- 1M
- -5.62%
- YTD
- 4.63%
- 6M
- 13.64%
- 1Y
- 35.51%
- 3Y*
- 20.61%
- 5Y*
- 13.43%
- 10Y*
- 10.68%
SAUMX
- 1D
- -0.90%
- 1M
- -8.18%
- YTD
- 0.50%
- 6M
- 2.15%
- 1Y
- 16.78%
- 3Y*
- 11.15%
- 5Y*
- 6.10%
- 10Y*
- 9.47%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SAHMX vs. SAUMX - Expense Ratio Comparison
SAHMX has a 1.11% expense ratio, which is higher than SAUMX's 0.87% expense ratio.
Return for Risk
SAHMX vs. SAUMX — Risk / Return Rank
SAHMX
SAUMX
SAHMX vs. SAUMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA International Value Fund (SAHMX) and SA U.S. Small Company Fund (SAUMX). 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 | SAUMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 0.78 | +1.66 |
Sortino ratioReturn per unit of downside risk | 2.93 | 1.25 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.17 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 2.65 | 0.27 | +2.38 |
Martin ratioReturn relative to average drawdown | 12.85 | 0.94 | +11.91 |
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
| SAHMX | SAUMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 0.78 | +1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.31 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.44 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.52 | -0.20 |
Correlation
The correlation between SAHMX and SAUMX is 0.52, 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. SAUMX - Dividend Comparison
SAHMX's dividend yield for the trailing twelve months is around 5.11%, more than SAUMX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAHMX SA International Value Fund | 5.11% | 5.35% | 3.57% | 3.46% | 4.06% | 3.05% | 2.09% | 3.66% | 1.93% | 2.46% | 2.89% | 1.91% |
SAUMX SA U.S. Small Company Fund | 0.52% | 0.53% | 0.29% | 3.64% | 3.19% | 25.26% | 1.99% | 4.48% | 3.22% | 7.96% | 5.16% | 8.49% |
Drawdowns
SAHMX vs. SAUMX - Drawdown Comparison
The maximum SAHMX drawdown since its inception was -66.58%, which is greater than SAUMX's maximum drawdown of -43.14%. Use the drawdown chart below to compare losses from any high point for SAHMX and SAUMX.
Loading graphics...
Drawdown Indicators
| SAHMX | SAUMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.58% | -43.14% | -23.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -13.54% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -24.80% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -48.63% | -43.14% | -5.49% |
Current DrawdownCurrent decline from peak | -7.20% | -8.94% | +1.74% |
Average DrawdownAverage peak-to-trough decline | -16.27% | -6.47% | -9.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 5.87% | -2.81% |
Volatility
SAHMX vs. SAUMX - Volatility Comparison
The current volatility for SA International Value Fund (SAHMX) is 5.21%, while SA U.S. Small Company Fund (SAUMX) has a volatility of 5.65%. This indicates that SAHMX experiences smaller price fluctuations and is considered to be less risky than SAUMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SAHMX | SAUMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 5.65% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 11.64% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 23.17% | -6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 20.42% | -4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 21.95% | -5.45% |