SAHMX vs. SAWMX
Compare and contrast key facts about SA International Value Fund (SAHMX) and SA Worldwide Moderate Growth Fund (SAWMX).
SAHMX is managed by SA Funds. It was launched on Aug 4, 1999. SAWMX is managed by SA Funds. It was launched on Jun 30, 2015.
Performance
SAHMX vs. SAWMX - Performance Comparison
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SAHMX vs. SAWMX - 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% |
SAWMX SA Worldwide Moderate Growth Fund | 0.40% | 18.15% | 6.40% | 13.60% | -8.96% | 16.67% | 4.12% | 17.03% | -7.87% | 13.89% |
Returns By Period
In the year-to-date period, SAHMX achieves a 3.60% return, which is significantly higher than SAWMX's 0.40% return. Over the past 10 years, SAHMX has outperformed SAWMX with an annualized return of 10.57%, while SAWMX has yielded a comparatively lower 7.90% 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%
SAWMX
- 1D
- -0.24%
- 1M
- -5.79%
- YTD
- 0.40%
- 6M
- 4.03%
- 1Y
- 16.16%
- 3Y*
- 11.49%
- 5Y*
- 7.08%
- 10Y*
- 7.90%
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SAHMX vs. SAWMX - Expense Ratio Comparison
SAHMX has a 1.11% expense ratio, which is higher than SAWMX's 0.00% expense ratio.
Return for Risk
SAHMX vs. SAWMX — Risk / Return Rank
SAHMX
SAWMX
SAHMX vs. SAWMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA International Value Fund (SAHMX) and SA Worldwide Moderate Growth Fund (SAWMX). 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 | SAWMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 1.68 | +0.40 |
Sortino ratioReturn per unit of downside risk | 2.54 | 2.32 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.35 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.47 | +1.00 |
Martin ratioReturn relative to average drawdown | 12.12 | 6.46 | +5.66 |
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 | SAWMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 1.68 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.74 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.72 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.72 | -0.40 |
Correlation
The correlation between SAHMX and SAWMX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SAHMX vs. SAWMX - Dividend Comparison
SAHMX's dividend yield for the trailing twelve months is around 5.16%, less than SAWMX's 5.93% 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% |
SAWMX SA Worldwide Moderate Growth Fund | 5.93% | 5.95% | 3.34% | 4.20% | 8.36% | 4.52% | 4.88% | 5.66% | 6.82% | 1.28% | 1.96% | 0.00% |
Drawdowns
SAHMX vs. SAWMX - Drawdown Comparison
The maximum SAHMX drawdown since its inception was -66.58%, which is greater than SAWMX's maximum drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for SAHMX and SAWMX.
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Drawdown Indicators
| SAHMX | SAWMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.58% | -30.56% | -36.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -8.15% | -4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -17.57% | -7.53% |
Max Drawdown (10Y)Largest decline over 10 years | -48.63% | -30.56% | -18.07% |
Current DrawdownCurrent decline from peak | -8.11% | -5.79% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -16.27% | -3.75% | -12.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.14% | +0.89% |
Volatility
SAHMX vs. SAWMX - Volatility Comparison
SA International Value Fund (SAHMX) has a higher volatility of 5.22% compared to SA Worldwide Moderate Growth Fund (SAWMX) at 2.72%. This indicates that SAHMX's price experiences larger fluctuations and is considered to be riskier than SAWMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAHMX | SAWMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 2.72% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 5.23% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 10.16% | +6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 9.88% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 11.09% | +5.42% |