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SAREX vs. SAUFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAREX vs. SAUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA Real Estate Securities Fund (SAREX) and SA U.S. Fixed Income Fund (SAUFX). The values are adjusted to include any dividend payments, if applicable.

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SAREX vs. SAUFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAREX
SA Real Estate Securities Fund
1.73%0.73%4.61%10.60%-25.42%40.94%-6.22%26.91%-4.00%4.61%
SAUFX
SA U.S. Fixed Income Fund
0.29%4.85%5.23%4.04%-5.11%-1.38%0.61%2.27%1.28%0.24%

Returns By Period

In the year-to-date period, SAREX achieves a 1.73% return, which is significantly higher than SAUFX's 0.29% return. Over the past 10 years, SAREX has outperformed SAUFX with an annualized return of 4.23%, while SAUFX has yielded a comparatively lower 1.19% annualized return.


SAREX

1D
-13.63%
1M
-7.70%
YTD
1.73%
6M
-0.88%
1Y
0.24%
3Y*
5.26%
5Y*
2.87%
10Y*
4.23%

SAUFX

1D
0.21%
1M
-0.64%
YTD
0.29%
6M
1.25%
1Y
4.38%
3Y*
4.40%
5Y*
1.52%
10Y*
1.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAREX vs. SAUFX - Expense Ratio Comparison

SAREX has a 0.75% expense ratio, which is higher than SAUFX's 0.40% expense ratio.


Return for Risk

SAREX vs. SAUFX — Risk / Return Rank

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

SAREX
SAREX Risk / Return Rank: 77
Overall Rank
SAREX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SAREX Sortino Ratio Rank: 77
Sortino Ratio Rank
SAREX Omega Ratio Rank: 99
Omega Ratio Rank
SAREX Calmar Ratio Rank: 66
Calmar Ratio Rank
SAREX Martin Ratio Rank: 66
Martin Ratio Rank

SAUFX
SAUFX Risk / Return Rank: 9292
Overall Rank
SAUFX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SAUFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
SAUFX Omega Ratio Rank: 9696
Omega Ratio Rank
SAUFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SAUFX Martin Ratio Rank: 8787
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.

SAREX vs. SAUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA Real Estate Securities Fund (SAREX) and SA U.S. Fixed Income Fund (SAUFX). 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.


SAREXSAUFXDifference

Sharpe ratio

Return per unit of total volatility

0.07

2.37

-2.30

Sortino ratio

Return per unit of downside risk

0.30

3.57

-3.27

Omega ratio

Gain probability vs. loss probability

1.05

1.56

-0.51

Calmar ratio

Return relative to maximum drawdown

-0.00

2.30

-2.30

Martin ratio

Return relative to average drawdown

-0.00

9.29

-9.30

SAREX vs. SAUFX - Sharpe Ratio Comparison

The current SAREX Sharpe Ratio is 0.07, which is lower than the SAUFX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of SAREX and SAUFX, 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


SAREXSAUFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

2.37

-2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.75

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.80

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.84

-0.66

Correlation

The correlation between SAREX and SAUFX is 0.04, 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

SAREX vs. SAUFX - Dividend Comparison

SAREX's dividend yield for the trailing twelve months is around 3.16%, less than SAUFX's 4.21% yield.


TTM20252024202320222021202020192018201720162015
SAREX
SA Real Estate Securities Fund
3.16%3.22%3.22%3.04%7.62%8.33%3.87%4.29%3.98%2.90%3.67%1.80%
SAUFX
SA U.S. Fixed Income Fund
4.21%3.38%4.91%2.58%1.26%0.00%0.41%1.86%1.47%0.74%0.43%0.26%

Drawdowns

SAREX vs. SAUFX - Drawdown Comparison

The maximum SAREX drawdown since its inception was -68.50%, which is greater than SAUFX's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for SAREX and SAUFX.


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Drawdown Indicators


SAREXSAUFXDifference

Max Drawdown

Largest peak-to-trough decline

-68.50%

-7.43%

-61.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.63%

-1.55%

-12.08%

Max Drawdown (5Y)

Largest decline over 5 years

-33.87%

-7.34%

-26.53%

Max Drawdown (10Y)

Largest decline over 10 years

-41.56%

-7.43%

-34.13%

Current Drawdown

Current decline from peak

-13.63%

-0.64%

-12.99%

Average Drawdown

Average peak-to-trough decline

-12.63%

-0.75%

-11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

0.46%

+3.81%

Volatility

SAREX vs. SAUFX - Volatility Comparison

SA Real Estate Securities Fund (SAREX) has a higher volatility of 21.35% compared to SA U.S. Fixed Income Fund (SAUFX) at 0.66%. This indicates that SAREX's price experiences larger fluctuations and is considered to be riskier than SAUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAREXSAUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.35%

0.66%

+20.69%

Volatility (6M)

Calculated over the trailing 6-month period

22.52%

1.05%

+21.47%

Volatility (1Y)

Calculated over the trailing 1-year period

28.01%

2.23%

+25.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.36%

2.07%

+19.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

1.52%

+20.27%