SAMKX vs. SAEMX
Compare and contrast key facts about SA U.S. Core Market Fund (SAMKX) and SA Emerging Markets Value Fund (SAEMX).
SAMKX is managed by SA Funds. It was launched on Aug 5, 1999. SAEMX is managed by SA Funds. It was launched on Apr 1, 2007.
Performance
SAMKX vs. SAEMX - Performance Comparison
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SAMKX vs. SAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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, SAMKX achieves a -6.27% return, which is significantly lower than SAEMX's 2.65% return. Over the past 10 years, SAMKX has outperformed SAEMX with an annualized return of 12.91%, while SAEMX has yielded a comparatively lower 8.04% 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%
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%
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SAMKX vs. SAEMX - Expense Ratio Comparison
SAMKX has a 0.67% expense ratio, which is lower than SAEMX's 1.24% expense ratio.
Return for Risk
SAMKX vs. SAEMX — Risk / Return Rank
SAMKX
SAEMX
SAMKX vs. SAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA U.S. Core Market Fund (SAMKX) 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.
| SAMKX | SAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.67 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.25 | 2.09 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.34 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.09 | -1.88 |
Martin ratioReturn relative to average drawdown | 0.76 | 8.21 | -7.45 |
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
| SAMKX | SAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.67 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.56 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.53 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.15 | +0.65 |
Correlation
The correlation between SAMKX and SAEMX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SAMKX vs. SAEMX - Dividend Comparison
SAMKX's dividend yield for the trailing twelve months is around 0.71%, less than SAEMX's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
SAMKX vs. SAEMX - Drawdown Comparison
The maximum SAMKX drawdown since its inception was -33.77%, smaller than the maximum SAEMX drawdown of -63.08%. Use the drawdown chart below to compare losses from any high point for SAMKX and SAEMX.
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Drawdown Indicators
| SAMKX | SAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -63.08% | +29.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -11.39% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.88% | -25.98% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -49.23% | +15.46% |
Current DrawdownCurrent decline from peak | -8.75% | -11.39% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -17.36% | +13.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.08% | 3.43% | +1.65% |
Volatility
SAMKX vs. SAEMX - Volatility Comparison
The current volatility for SA U.S. Core Market Fund (SAMKX) is 4.16%, while SA Emerging Markets Value Fund (SAEMX) has a volatility of 7.90%. This indicates that SAMKX 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
| SAMKX | SAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 7.90% | -3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 11.58% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 17.67% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 14.60% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.51% | 15.41% | +2.10% |