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SAMKX vs. SAISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAMKX vs. SAISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA U.S. Core Market Fund (SAMKX) and SA International Small Company Fund (SAISX). The values are adjusted to include any dividend payments, if applicable.

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SAMKX vs. SAISX - 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%
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%

Returns By Period

In the year-to-date period, SAMKX achieves a -6.27% return, which is significantly lower than SAISX's -2.08% return. Over the past 10 years, SAMKX has outperformed SAISX with an annualized return of 12.91%, while SAISX has yielded a comparatively lower 7.81% 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%

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

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SAMKX vs. SAISX - Expense Ratio Comparison

SAMKX has a 0.67% expense ratio, which is lower than SAISX's 0.74% expense ratio.


Return for Risk

SAMKX vs. SAISX — 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

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
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. SAISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA U.S. Core Market Fund (SAMKX) and SA International Small Company Fund (SAISX). 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.


SAMKXSAISXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.60

-0.79

Sortino ratio

Return per unit of downside risk

1.25

2.16

-0.91

Omega ratio

Gain probability vs. loss probability

1.18

1.32

-0.14

Calmar ratio

Return relative to maximum drawdown

0.21

1.93

-1.73

Martin ratio

Return relative to average drawdown

0.76

7.80

-7.03

SAMKX vs. SAISX - Sharpe Ratio Comparison

The current SAMKX Sharpe Ratio is 0.81, which is lower than the SAISX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SAMKX and SAISX, 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


SAMKXSAISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.60

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.42

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.49

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.44

+0.36

Correlation

The correlation between SAMKX and SAISX is 0.73, 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. SAISX - Dividend Comparison

SAMKX's dividend yield for the trailing twelve months is around 0.71%, less than SAISX's 6.06% 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%
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%

Drawdowns

SAMKX vs. SAISX - Drawdown Comparison

The maximum SAMKX drawdown since its inception was -33.77%, smaller than the maximum SAISX drawdown of -61.36%. Use the drawdown chart below to compare losses from any high point for SAMKX and SAISX.


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Drawdown Indicators


SAMKXSAISXDifference

Max Drawdown

Largest peak-to-trough decline

-33.77%

-61.36%

+27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-12.00%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-24.88%

-33.49%

+8.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.77%

-43.94%

+10.17%

Current Drawdown

Current decline from peak

-8.75%

-11.83%

+3.08%

Average Drawdown

Average peak-to-trough decline

-3.96%

-12.69%

+8.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

3.24%

+1.84%

Volatility

SAMKX vs. SAISX - Volatility Comparison

The current volatility for SA U.S. Core Market Fund (SAMKX) is 4.16%, while SA International Small Company Fund (SAISX) has a volatility of 5.89%. This indicates that SAMKX experiences smaller price fluctuations and is considered to be less risky than SAISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAMKXSAISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

5.89%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

10.06%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.36%

16.73%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

16.12%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

16.22%

+1.29%