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SAMKX vs. FLCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAMKX vs. FLCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA U.S. Core Market Fund (SAMKX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

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SAMKX vs. FLCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
-7.05%17.84%25.08%26.25%-18.06%28.61%18.24%31.59%-4.38%21.74%

Returns By Period

In the year-to-date period, SAMKX achieves a -6.27% return, which is significantly higher than FLCPX's -7.05% return. Over the past 10 years, SAMKX has underperformed FLCPX with an annualized return of 12.91%, while FLCPX has yielded a comparatively higher 13.75% annualized return.


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%

FLCPX

1D
-0.39%
1M
-7.70%
YTD
-7.05%
6M
-4.58%
1Y
14.45%
3Y*
17.20%
5Y*
11.42%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAMKX vs. FLCPX - Expense Ratio Comparison

SAMKX has a 0.67% expense ratio, which is higher than FLCPX's 0.02% expense ratio.


Return for Risk

SAMKX vs. FLCPX — Risk / Return Rank

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

SAMKX
SAMKX Risk / Return Rank: 2727
Overall Rank
SAMKX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SAMKX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SAMKX Omega Ratio Rank: 3838
Omega Ratio Rank
SAMKX Calmar Ratio Rank: 1010
Calmar Ratio Rank
SAMKX Martin Ratio Rank: 1010
Martin Ratio Rank

FLCPX
FLCPX Risk / Return Rank: 4444
Overall Rank
FLCPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FLCPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FLCPX Omega Ratio Rank: 4949
Omega Ratio Rank
FLCPX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FLCPX Martin Ratio Rank: 4949
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.

SAMKX vs. FLCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA U.S. Core Market Fund (SAMKX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.


SAMKXFLCPXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.84

-0.03

Sortino ratio

Return per unit of downside risk

1.25

1.30

-0.05

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

0.21

1.00

-0.79

Martin ratio

Return relative to average drawdown

0.76

4.86

-4.09

SAMKX vs. FLCPX - Sharpe Ratio Comparison

The current SAMKX Sharpe Ratio is 0.81, which is comparable to the FLCPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SAMKX and FLCPX, 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


SAMKXFLCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.84

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.67

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.76

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.82

-0.02

Correlation

The correlation between SAMKX and FLCPX is 0.96, 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

SAMKX vs. FLCPX - Dividend Comparison

SAMKX's dividend yield for the trailing twelve months is around 0.71%, more than FLCPX's 0.60% yield.


TTM20252024202320222021202020192018201720162015
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%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
0.60%0.56%6.11%7.05%11.23%10.38%3.93%1.74%2.18%1.57%0.76%0.00%

Drawdowns

SAMKX vs. FLCPX - Drawdown Comparison

The maximum SAMKX drawdown since its inception was -33.77%, roughly equal to the maximum FLCPX drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for SAMKX and FLCPX.


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Drawdown Indicators


SAMKXFLCPXDifference

Max Drawdown

Largest peak-to-trough decline

-33.77%

-33.87%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-12.14%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.88%

-24.40%

-0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.77%

-33.87%

+0.10%

Current Drawdown

Current decline from peak

-8.75%

-8.89%

+0.14%

Average Drawdown

Average peak-to-trough decline

-3.96%

-4.24%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

2.56%

+2.52%

Volatility

SAMKX vs. FLCPX - Volatility Comparison

SA U.S. Core Market Fund (SAMKX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX) have volatilities of 4.16% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAMKXFLCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

4.24%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

9.09%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.36%

18.14%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

17.03%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

18.12%

-0.61%