SAUMX vs. SAISX
SAUMX (SA U.S. Small Company Fund) and SAISX (SA International Small Company Fund) are both mutual funds - SAUMX is a Small Cap Blend Equities fund managed by SA Funds, while SAISX is a Foreign Small & Mid Cap Equities fund managed by SA Funds. Over the past 10 years, SAUMX returned 10.61%/yr vs 8.58%/yr for SAISX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. SAUMX charges 0.87%/yr vs 0.74%/yr for SAISX.
Performance
SAUMX vs. SAISX - Performance Comparison
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Returns By Period
In the year-to-date period, SAUMX achieves a 18.11% return, which is significantly higher than SAISX's 9.48% return. Over the past 10 years, SAUMX has outperformed SAISX with an annualized return of 10.61%, while SAISX has yielded a comparatively lower 8.58% annualized return.
SAUMX
- 1D
- 0.94%
- 1M
- -0.58%
- 6M
- 12.25%
- YTD
- 18.11%
- 1Y
- 26.99%
- 3Y*
- 14.00%
- 5Y*
- 8.98%
- 10Y*
- 10.61%
- ALL TIME*
- 11.43%
SAISX
- 1D
- 2.35%
- 1M
- 2.05%
- 6M
- 3.80%
- YTD
- 9.48%
- 1Y
- 22.23%
- 3Y*
- 16.33%
- 5Y*
- 7.47%
- 10Y*
- 8.58%
- ALL TIME*
- 7.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SAUMX vs. SAISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAUMX SA U.S. Small Company Fund | 18.11% | 8.87% | 11.14% | 17.30% | -14.25% | 26.93% | 11.61% | 22.17% | -12.82% | 11.39% |
SAISX SA International Small Company Fund | 9.48% | 35.69% | 3.19% | 13.87% | -17.68% | 13.52% | 8.54% | 23.25% | -20.10% | 29.04% |
Correlation
The correlation between SAUMX and SAISX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.68 |
The correlation between SAUMX and SAISX has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.
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Return for Risk
SAUMX vs. SAISX — Risk / Return Rank
SAUMX
SAISX
SAUMX vs. SAISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA U.S. Small Company Fund (SAUMX) and SA International Small Company Fund (SAISX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAUMX | SAISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 1.95 | +1.10 |
| Martin ratioReturn relative to average drawdown | 10.54 | 6.42 | +4.12 |
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Drawdowns
SAUMX vs. SAISX - Drawdown Comparison
The maximum SAUMX drawdown since its inception was -43.14%, smaller than the maximum SAISX drawdown of -61.36%. Use the drawdown chart below to compare losses from any high point for SAUMX and SAISX.
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Drawdown Indicators
| SAUMX | SAISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.14% | -61.36% | +18.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -12.00% | +2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -24.80% | -13.15% | -11.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.80% | -33.49% | +8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -43.14% | -43.94% | +0.80% |
Current DrawdownCurrent decline from peak | -2.14% | -1.42% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -12.58% | +6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 3.54% | -0.95% |
Volatility
SAUMX vs. SAISX - Volatility Comparison
The current volatility for SA U.S. Small Company Fund (SAUMX) is 3.61%, while SA International Small Company Fund (SAISX) has a volatility of 4.28%. This indicates that SAUMX experiences smaller price fluctuations and is considered to be less risky than SAISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAUMX | SAISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 4.28% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 12.08% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 14.73% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 16.34% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.91% | 16.07% | +5.84% |
SAUMX vs. SAISX - Expense Ratio Comparison
SAUMX has a 0.87% expense ratio, which is higher than SAISX's 0.74% expense ratio.
Dividends
SAUMX vs. SAISX - Dividend Comparison
SAUMX's dividend yield for the trailing twelve months is around 0.45%, less than SAISX's 5.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAISX SA International Small Company Fund | 5.42% | 5.93% | 3.96% | 3.31% | 6.05% | 5.68% | 1.95% | 5.67% | 6.70% | 4.28% | 4.07% | 3.84% |
SAUMX SA U.S. Small Company Fund | 0.45% | 0.53% | 0.29% | 3.64% | 3.19% | 25.26% | 1.99% | 4.48% | 3.22% | 7.96% | 5.16% | 8.49% |
Frequently Asked Questions
SAUMX and SAISX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAISX has higher volatility (4.28%) compared to SAUMX (3.61%). In terms of maximum drawdown, SAUMX dropped -43.14% vs SAISX's -61.36%.
SAUMX currently has the higher Sharpe Ratio (1.71 vs 1.59), 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.
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