SAHMX vs. SAXIX
Compare and contrast key facts about SA International Value Fund (SAHMX) and SA Global Fixed Income Fund (SAXIX).
SAHMX is managed by SA Funds. It was launched on Aug 4, 1999. SAXIX is managed by SA Funds. It was launched on Jul 28, 1999.
Performance
SAHMX vs. SAXIX - Performance Comparison
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SAHMX vs. SAXIX - 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% |
SAXIX SA Global Fixed Income Fund | 0.12% | 4.87% | 5.33% | 4.55% | -6.79% | -1.59% | 0.89% | 3.40% | 1.17% | 1.17% |
Returns By Period
In the year-to-date period, SAHMX achieves a 3.60% return, which is significantly higher than SAXIX's 0.12% return. Over the past 10 years, SAHMX has outperformed SAXIX with an annualized return of 10.57%, while SAXIX has yielded a comparatively lower 1.19% 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%
SAXIX
- 1D
- 0.23%
- 1M
- -1.36%
- YTD
- 0.12%
- 6M
- 0.60%
- 1Y
- 3.44%
- 3Y*
- 4.50%
- 5Y*
- 1.22%
- 10Y*
- 1.19%
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SAHMX vs. SAXIX - Expense Ratio Comparison
SAHMX has a 1.11% expense ratio, which is higher than SAXIX's 0.71% expense ratio.
Return for Risk
SAHMX vs. SAXIX — Risk / Return Rank
SAHMX
SAXIX
SAHMX vs. SAXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA International Value Fund (SAHMX) and SA Global Fixed Income Fund (SAXIX). 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 | SAXIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 1.80 | +0.28 |
Sortino ratioReturn per unit of downside risk | 2.54 | 2.74 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.38 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 2.69 | -0.22 |
Martin ratioReturn relative to average drawdown | 12.12 | 9.77 | +2.35 |
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 | SAXIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 1.80 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.46 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.58 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.64 | -0.32 |
Correlation
The correlation between SAHMX and SAXIX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SAHMX vs. SAXIX - Dividend Comparison
SAHMX's dividend yield for the trailing twelve months is around 5.16%, more than SAXIX's 4.84% 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% |
SAXIX SA Global Fixed Income Fund | 4.84% | 4.85% | 6.01% | 0.00% | 3.58% | 0.00% | 2.16% | 2.83% | 2.11% | 0.85% | 1.25% | 0.80% |
Drawdowns
SAHMX vs. SAXIX - Drawdown Comparison
The maximum SAHMX drawdown since its inception was -66.58%, which is greater than SAXIX's maximum drawdown of -9.94%. Use the drawdown chart below to compare losses from any high point for SAHMX and SAXIX.
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Drawdown Indicators
| SAHMX | SAXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.58% | -9.94% | -56.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -1.59% | -10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -9.94% | -15.16% |
Max Drawdown (10Y)Largest decline over 10 years | -48.63% | -9.94% | -38.69% |
Current DrawdownCurrent decline from peak | -8.11% | -1.36% | -6.75% |
Average DrawdownAverage peak-to-trough decline | -16.27% | -1.92% | -14.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 0.44% | +2.59% |
Volatility
SAHMX vs. SAXIX - Volatility Comparison
SA International Value Fund (SAHMX) has a higher volatility of 5.22% compared to SA Global Fixed Income Fund (SAXIX) at 0.84%. This indicates that SAHMX's price experiences larger fluctuations and is considered to be riskier than SAXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAHMX | SAXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 0.84% | +4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 1.30% | +7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 2.36% | +14.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 2.70% | +12.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 2.07% | +14.44% |