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SAISX vs. SAEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAISX vs. SAEMX - Performance Comparison

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

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SAISX vs. SAEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAISX
SA International Small Company Fund
-2.08%35.69%3.19%13.87%-17.68%13.52%8.54%23.25%-20.10%29.04%
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%

Returns By Period

In the year-to-date period, SAISX achieves a -2.08% return, which is significantly lower than SAEMX's 2.65% return. Both investments have delivered pretty close results over the past 10 years, with SAISX having a 7.81% annualized return and SAEMX not far ahead at 8.04%.


SAISX

1D
-0.36%
1M
-11.83%
YTD
-2.08%
6M
1.90%
1Y
26.31%
3Y*
13.68%
5Y*
6.66%
10Y*
7.81%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAISX vs. SAEMX - Expense Ratio Comparison

SAISX has a 0.74% expense ratio, which is lower than SAEMX's 1.24% expense ratio.


Return for Risk

SAISX vs. SAEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAISX
SAISX Risk / Return Rank: 8181
Overall Rank
SAISX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SAISX Sortino Ratio Rank: 8383
Sortino Ratio Rank
SAISX Omega Ratio Rank: 8181
Omega Ratio Rank
SAISX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SAISX Martin Ratio Rank: 8080
Martin Ratio Rank

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
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.

SAISX vs. SAEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA International Small Company Fund (SAISX) and SA Emerging Markets Value Fund (SAEMX). 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.


SAISXSAEMXDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.67

-0.07

Sortino ratio

Return per unit of downside risk

2.16

2.09

+0.06

Omega ratio

Gain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratio

Return relative to maximum drawdown

1.93

2.09

-0.15

Martin ratio

Return relative to average drawdown

7.80

8.21

-0.41

SAISX vs. SAEMX - Sharpe Ratio Comparison

The current SAISX Sharpe Ratio is 1.60, which is comparable to the SAEMX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SAISX and SAEMX, 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


SAISXSAEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.67

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.56

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.53

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.15

+0.28

Correlation

The correlation between SAISX and SAEMX is 0.63, 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

SAISX vs. SAEMX - Dividend Comparison

SAISX's dividend yield for the trailing twelve months is around 6.06%, more than SAEMX's 3.34% yield.


TTM20252024202320222021202020192018201720162015
SAISX
SA International Small Company Fund
6.06%5.93%3.96%3.31%6.05%5.68%1.95%5.67%6.70%4.28%4.07%3.84%
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%

Drawdowns

SAISX vs. SAEMX - Drawdown Comparison

The maximum SAISX drawdown since its inception was -61.36%, roughly equal to the maximum SAEMX drawdown of -63.08%. Use the drawdown chart below to compare losses from any high point for SAISX and SAEMX.


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Drawdown Indicators


SAISXSAEMXDifference

Max Drawdown

Largest peak-to-trough decline

-61.36%

-63.08%

+1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-11.39%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-33.49%

-25.98%

-7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-43.94%

-49.23%

+5.29%

Current Drawdown

Current decline from peak

-11.83%

-11.39%

-0.44%

Average Drawdown

Average peak-to-trough decline

-12.69%

-17.36%

+4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.43%

-0.19%

Volatility

SAISX vs. SAEMX - Volatility Comparison

The current volatility for SA International Small Company Fund (SAISX) is 5.89%, while SA Emerging Markets Value Fund (SAEMX) has a volatility of 7.90%. This indicates that SAISX experiences smaller price fluctuations and is considered to be less risky than SAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAISXSAEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

7.90%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

11.58%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

17.67%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

14.60%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

15.41%

+0.81%