SAUMX vs. SAEMX
Compare and contrast key facts about SA U.S. Small Company Fund (SAUMX) and SA Emerging Markets Value Fund (SAEMX).
SAUMX is managed by SA Funds. It was launched on Aug 5, 1999. SAEMX is managed by SA Funds. It was launched on Apr 1, 2007.
Performance
SAUMX vs. SAEMX - Performance Comparison
Loading graphics...
SAUMX vs. SAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAUMX SA U.S. Small Company Fund | 3.30% | 8.87% | 11.14% | 17.30% | -14.25% | 26.93% | 11.61% | 22.17% | -12.82% | 11.39% |
SAEMX SA Emerging Markets Value Fund | 1.69% | 29.21% | 5.47% | 15.72% | -11.61% | 10.51% | 0.88% | 8.05% | -12.11% | 31.24% |
Returns By Period
In the year-to-date period, SAUMX achieves a 3.30% return, which is significantly higher than SAEMX's 1.69% return. Over the past 10 years, SAUMX has outperformed SAEMX with an annualized return of 9.77%, while SAEMX has yielded a comparatively lower 7.94% annualized return.
SAUMX
- 1D
- 2.78%
- 1M
- -5.63%
- YTD
- 3.30%
- 6M
- 5.00%
- 1Y
- 20.03%
- 3Y*
- 12.17%
- 5Y*
- 6.38%
- 10Y*
- 9.77%
SAEMX
- 1D
- -0.94%
- 1M
- -10.73%
- YTD
- 1.69%
- 6M
- 7.18%
- 1Y
- 27.67%
- 3Y*
- 15.76%
- 5Y*
- 7.69%
- 10Y*
- 7.94%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SAUMX vs. SAEMX - Expense Ratio Comparison
SAUMX has a 0.87% expense ratio, which is lower than SAEMX's 1.24% expense ratio.
Return for Risk
SAUMX vs. SAEMX — Risk / Return Rank
SAUMX
SAEMX
SAUMX vs. SAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA U.S. Small Company Fund (SAUMX) and SA Emerging Markets Value Fund (SAEMX). 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.
| SAUMX | SAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.87 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.33 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.99 | -1.53 |
Martin ratioReturn relative to average drawdown | 1.60 | 7.63 | -6.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SAUMX | SAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.87 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.54 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.52 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.15 | +0.37 |
Correlation
The correlation between SAUMX and SAEMX is 0.36, 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
SAUMX vs. SAEMX - Dividend Comparison
SAUMX's dividend yield for the trailing twelve months is around 0.51%, less than SAEMX's 3.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAUMX SA U.S. Small Company Fund | 0.51% | 0.53% | 0.29% | 3.64% | 3.19% | 25.26% | 1.99% | 4.48% | 3.22% | 7.96% | 5.16% | 8.49% |
SAEMX SA Emerging Markets Value Fund | 3.38% | 3.43% | 4.37% | 4.07% | 3.54% | 2.86% | 1.76% | 2.18% | 1.78% | 1.28% | 1.23% | 1.25% |
Drawdowns
SAUMX vs. SAEMX - Drawdown Comparison
The maximum SAUMX drawdown since its inception was -43.14%, smaller than the maximum SAEMX drawdown of -63.08%. Use the drawdown chart below to compare losses from any high point for SAUMX and SAEMX.
Loading graphics...
Drawdown Indicators
| SAUMX | SAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.14% | -63.08% | +19.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -12.22% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -24.80% | -25.98% | +1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -43.14% | -49.23% | +6.09% |
Current DrawdownCurrent decline from peak | -6.41% | -12.22% | +5.81% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -17.36% | +10.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 3.51% | +2.16% |
Volatility
SAUMX vs. SAEMX - Volatility Comparison
The current volatility for SA U.S. Small Company Fund (SAUMX) is 6.40%, while SA Emerging Markets Value Fund (SAEMX) has a volatility of 7.86%. This indicates that SAUMX experiences smaller price fluctuations and is considered to be less risky than SAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SAUMX | SAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 7.86% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.96% | 11.62% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 17.66% | +5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 14.60% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 15.41% | +6.56% |