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SAUFX vs. SAXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAUFX vs. SAXIX - Performance Comparison

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

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SAUFX vs. SAXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SAXIX
SA Global Fixed Income Fund
0.12%4.87%5.33%4.55%-6.79%-1.59%0.89%3.40%1.17%1.17%

Returns By Period

In the year-to-date period, SAUFX achieves a 0.29% return, which is significantly higher than SAXIX's 0.12% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SAUFX at 1.19% and SAXIX at 1.19%.


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%

SAXIX

1D
0.23%
1M
-1.36%
YTD
0.12%
6M
0.60%
1Y
3.44%
3Y*
4.50%
5Y*
1.22%
10Y*
1.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAUFX vs. SAXIX - Expense Ratio Comparison

SAUFX has a 0.40% expense ratio, which is lower than SAXIX's 0.71% expense ratio.


Return for Risk

SAUFX vs. SAXIX — Risk / Return Rank

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

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

SAXIX
SAXIX Risk / Return Rank: 9090
Overall Rank
SAXIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SAXIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SAXIX Omega Ratio Rank: 8888
Omega Ratio Rank
SAXIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SAXIX Martin Ratio Rank: 8989
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.

SAUFX vs. SAXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA U.S. Fixed Income Fund (SAUFX) and SA Global Fixed Income Fund (SAXIX). 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.


SAUFXSAXIXDifference

Sharpe ratio

Return per unit of total volatility

2.37

1.80

+0.57

Sortino ratio

Return per unit of downside risk

3.57

2.74

+0.84

Omega ratio

Gain probability vs. loss probability

1.56

1.38

+0.19

Calmar ratio

Return relative to maximum drawdown

2.30

2.69

-0.39

Martin ratio

Return relative to average drawdown

9.29

9.77

-0.48

SAUFX vs. SAXIX - Sharpe Ratio Comparison

The current SAUFX Sharpe Ratio is 2.37, which is higher than the SAXIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SAUFX and SAXIX, 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


SAUFXSAXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

1.80

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.46

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.58

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.64

+0.21

Correlation

The correlation between SAUFX and SAXIX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SAUFX vs. SAXIX - Dividend Comparison

SAUFX's dividend yield for the trailing twelve months is around 4.21%, less than SAXIX's 4.84% yield.


TTM20252024202320222021202020192018201720162015
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%
SAXIX
SA Global Fixed Income Fund
4.84%4.85%6.01%0.00%3.58%0.00%2.16%2.83%2.11%0.85%1.25%0.80%

Drawdowns

SAUFX vs. SAXIX - Drawdown Comparison

The maximum SAUFX drawdown since its inception was -7.43%, smaller than the maximum SAXIX drawdown of -9.94%. Use the drawdown chart below to compare losses from any high point for SAUFX and SAXIX.


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Drawdown Indicators


SAUFXSAXIXDifference

Max Drawdown

Largest peak-to-trough decline

-7.43%

-9.94%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.55%

-1.59%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-7.34%

-9.94%

+2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-7.43%

-9.94%

+2.51%

Current Drawdown

Current decline from peak

-0.64%

-1.36%

+0.72%

Average Drawdown

Average peak-to-trough decline

-0.75%

-1.92%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.44%

+0.02%

Volatility

SAUFX vs. SAXIX - Volatility Comparison

The current volatility for SA U.S. Fixed Income Fund (SAUFX) is 0.66%, while SA Global Fixed Income Fund (SAXIX) has a volatility of 0.84%. This indicates that SAUFX experiences smaller price fluctuations and is considered to be less risky than SAXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAUFXSAXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

0.84%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

1.30%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

2.23%

2.36%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.07%

2.70%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.52%

2.07%

-0.55%