SAMKX vs. SAUMX

Last updated Apr 1, 2026

Compare and contrast key facts about SA U.S. Core Market Fund (SAMKX) and SA U.S. Small Company Fund (SAUMX).

SAMKX is managed by SA Funds. It was launched on Aug 5, 1999. SAUMX is managed by SA Funds. It was launched on Aug 5, 1999.

Performance

SAMKX vs. SAUMX - Performance Comparison

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

SAMKX vs. SAUMX - 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%
SAUMX SA U.S. Small Company Fund	0.50%	8.87%	11.14%	17.30%	-14.25%	26.93%	11.61%	22.17%	-12.82%	11.39%

Returns By Period

In the year-to-date period, SAMKX achieves a -6.27% return, which is significantly lower than SAUMX's 0.50% return. Over the past 10 years, SAMKX has outperformed SAUMX with an annualized return of 12.91%, while SAUMX has yielded a comparatively lower 9.47% 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%

SAUMX

• 1D: -0.90%
• 1M: -7.65%
• YTD: 0.50%
• 6M: 2.25%
• 1Y: 17.33%
• 3Y*: 11.15%
• 5Y*: 6.10%
• 10Y*: 9.47%

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

SAMKX vs. SAUMX - Expense Ratio Comparison

SAMKX has a 0.67% expense ratio, which is lower than SAUMX's 0.87% expense ratio.

SAUMX

SA U.S. Small Company Fund

SAMKX

SA U.S. Core Market Fund

Return for Risk

SAMKX vs. SAUMX — Risk / Return Rank

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

SAMKX

SAMKX Risk / Return Rank: 27
SAMKX Sharpe Ratio Rank: 37
SAMKX Sortino Ratio Rank: 38
SAMKX Omega Ratio Rank: 38
SAMKX Calmar Ratio Rank: 10
SAMKX Martin Ratio Rank: 10

SAUMX

SAUMX Risk / Return Rank: 26
SAUMX Sharpe Ratio Rank: 34
SAUMX Sortino Ratio Rank: 38
SAUMX Omega Ratio Rank: 34
SAUMX Calmar Ratio Rank: 11
SAUMX Martin Ratio Rank: 11

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. SAUMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA U.S. Core Market Fund (SAMKX) and SA U.S. Small Company Fund (SAUMX). 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	SAUMX	Difference
Sharpe ratio Return per unit of total volatility	0.81	0.78	+0.03
Sortino ratio Return per unit of downside risk	1.25	1.25	-0.01
Omega ratio Gain probability vs. loss probability	1.18	1.17	+0.01
Calmar ratio Return relative to maximum drawdown	0.21	0.27	-0.07
Martin ratio Return relative to average drawdown	0.76	0.94	-0.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAMKX vs. SAUMX - Sharpe Ratio Comparison

The current SAMKX Sharpe Ratio is 0.81, which is comparable to the SAUMX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of SAMKX and SAUMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SAMKX	SAUMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	0.78	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.31	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.44	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.52	+0.28

Correlation

The correlation between SAMKX and SAUMX is 0.85, 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. SAUMX - Dividend Comparison

SAMKX's dividend yield for the trailing twelve months is around 0.71%, more than SAUMX's 0.52% 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%
SAUMX SA U.S. Small Company Fund	0.52%	0.53%	0.29%	3.64%	3.19%	25.26%	1.99%	4.48%	3.22%	7.96%	5.16%	8.49%

Drawdowns

SAMKX vs. SAUMX - Drawdown Comparison

The maximum SAMKX drawdown since its inception was -33.77%, smaller than the maximum SAUMX drawdown of -43.14%. Use the drawdown chart below to compare losses from any high point for SAMKX and SAUMX.

Drawdown Indicators

	SAMKX	SAUMX	Difference
Max Drawdown Largest peak-to-trough decline	-33.77%	-43.14%	+9.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.97%	-13.54%	+1.57%
Max Drawdown (5Y) Largest decline over 5 years	-24.88%	-24.80%	-0.08%
Max Drawdown (10Y) Largest decline over 10 years	-33.77%	-43.14%	+9.37%
Current Drawdown Current decline from peak	-8.75%	-8.94%	+0.19%
Average Drawdown Average peak-to-trough decline	-3.96%	-6.47%	+2.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.08%	5.87%	-0.79%

Volatility

SAMKX vs. SAUMX - Volatility Comparison

The current volatility for SA U.S. Core Market Fund (SAMKX) is 4.16%, while SA U.S. Small Company Fund (SAUMX) has a volatility of 5.65%. This indicates that SAMKX experiences smaller price fluctuations and is considered to be less risky than SAUMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAMKX	SAUMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	5.65%	-1.49%
Volatility (6M) Calculated over the trailing 6-month period	8.65%	11.64%	-2.99%
Volatility (1Y) Calculated over the trailing 1-year period	17.36%	23.17%	-5.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.84%	20.42%	-3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.51%	21.95%	-4.44%