SAMKX vs. WBREOX

Last updated Jun 4, 2026

SAMKX (SA U.S. Core Market Fund) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, SAMKX returned 26.48% vs 28.98% for WBREOX. Their correlation of 0.94 suggests significant overlap in exposure. SAMKX charges 0.67%/yr vs 0.02%/yr for WBREOX.

Performance

SAMKX vs. WBREOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA U.S. Core Market Fund (SAMKX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SAMKX achieves a 10.70% return, which is significantly lower than WBREOX's 11.70% return.

SAMKX

• 1D: 0.20%
• 1M: 5.03%
• YTD: 10.70%
• 6M: 10.65%
• 1Y: 26.48%
• 3Y*: 20.97%
• 5Y*: 12.86%
• 10Y*: 14.68%

WBREOX

• 1D: 0.13%
• 1M: 5.80%
• YTD: 11.70%
• 6M: 11.74%
• 1Y: 28.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SAMKX vs. WBREOX - Yearly Performance Comparison

	2026 (YTD)	2025
SAMKX SA U.S. Core Market Fund	10.70%	14.56%
WBREOX CIT: BlackRock Equity Index Fund Class 1	11.70%	16.64%

Correlation

The correlation between SAMKX and WBREOX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025	0.94

The correlation between SAMKX and WBREOX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

SAMKX vs. WBREOX — Risk / Return Rank

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

SAMKX

SAMKX Risk / Return Rank: 78
SAMKX Sharpe Ratio Rank: 82
SAMKX Sortino Ratio Rank: 78
SAMKX Omega Ratio Rank: 72
SAMKX Calmar Ratio Rank: 77
SAMKX Martin Ratio Rank: 83

WBREOX

WBREOX Risk / Return Rank: 84
WBREOX Sharpe Ratio Rank: 86
WBREOX Sortino Ratio Rank: 83
WBREOX Omega Ratio Rank: 78
WBREOX Calmar Ratio Rank: 83
WBREOX Martin Ratio Rank: 88

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. WBREOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA U.S. Core Market Fund (SAMKX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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	WBREOX	Difference
Sharpe ratio: Return per unit of total volatility	2.66	2.80	-0.14
Sortino ratio: Return per unit of downside risk	3.76	3.94	-0.18
Omega ratio: Gain probability vs. loss probability	1.48	1.51	-0.03
Calmar ratio: Return relative to maximum drawdown	3.49	3.85	-0.35
Martin ratio: Return relative to average drawdown	15.78	17.42	-1.65
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. WBREOX - Sharpe Ratio Comparison

The current SAMKX Sharpe Ratio is 2.66, which is comparable to the WBREOX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of SAMKX and WBREOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SAMKX	WBREOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.66	2.80	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	1.26	-0.38

Drawdowns

SAMKX vs. WBREOX - Drawdown Comparison

The maximum SAMKX drawdown since its inception was -33.77%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for SAMKX and WBREOX.

Drawdown Indicators

	SAMKX	WBREOX	Difference
Max Drawdown Largest peak-to-trough decline	-33.77%	-19.07%	-14.70%
Max Drawdown (1Y) Largest decline over 1 year	-8.75%	-8.89%	+0.14%
Max Drawdown (3Y) Largest decline over 3 years	-19.29%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.88%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.77%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.93%	-2.60%	-1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	1.89%	-0.03%

Volatility

SAMKX vs. WBREOX - Volatility Comparison

The current volatility for SA U.S. Core Market Fund (SAMKX) is 2.29%, while CIT: BlackRock Equity Index Fund Class 1 (WBREOX) has a volatility of 2.83%. This indicates that SAMKX experiences smaller price fluctuations and is considered to be less risky than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAMKX	WBREOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.29%	2.83%	-0.54%
Volatility (6M) Calculated over the trailing 6-month period	8.58%	9.40%	-0.82%
Volatility (1Y) Calculated over the trailing 1-year period	11.48%	12.22%	-0.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.85%	18.64%	-1.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	18.64%	-1.11%

SAMKX vs. WBREOX - Expense Ratio Comparison

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

Dividends

SAMKX vs. WBREOX - Dividend Comparison

SAMKX's dividend yield for the trailing twelve months is around 0.60%, while WBREOX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SAMKX SA U.S. Core Market Fund	0.60%	0.66%	0.69%	0.86%	5.83%	7.72%	8.08%	12.72%	6.46%	4.09%	6.20%	0.89%
WBREOX CIT: BlackRock Equity Index Fund Class 1	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SAMKX and WBREOX in my portfolio?

With a correlation of 0.96, SAMKX and WBREOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SAMKX or WBREOX?

WBREOX has higher volatility (2.83%) compared to SAMKX (2.29%). In terms of maximum drawdown, SAMKX dropped -33.77% vs WBREOX's -19.07%.

Which has better risk-adjusted returns?

WBREOX currently has the higher Sharpe Ratio (2.80 vs 2.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.