SAUMX vs. SAMKX

Last updated Apr 1, 2026

Compare and contrast key facts about SA U.S. Small Company Fund (SAUMX) and SA U.S. Core Market Fund (SAMKX).

SAUMX is managed by SA Funds. It was launched on Aug 5, 1999. SAMKX is managed by SA Funds. It was launched on Aug 5, 1999.

Performance

SAUMX vs. SAMKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA U.S. Small Company Fund (SAUMX) and SA U.S. Core Market Fund (SAMKX). The values are adjusted to include any dividend payments, if applicable.

SAUMX vs. SAMKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAUMX SA U.S. Small Company Fund	0.50%	8.87%	11.14%	17.30%	-14.25%	26.93%	11.61%	22.17%	-12.82%	11.39%
SAMKX SA U.S. Core Market Fund	-6.27%	15.80%	22.80%	25.81%	-18.91%	25.66%	18.88%	30.56%	-4.69%	22.20%

Returns By Period

In the year-to-date period, SAUMX achieves a 0.50% return, which is significantly higher than SAMKX's -6.27% return. Over the past 10 years, SAUMX has underperformed SAMKX with an annualized return of 9.47%, while SAMKX has yielded a comparatively higher 12.91% annualized return.

SAUMX

• 1D: -0.90%
• 1M: -7.65%
• YTD: 0.50%
• 6M: 2.25%
• 1Y: 17.33%
• 3Y*: 11.15%
• 5Y*: 6.10%
• 10Y*: 9.47%

SAMKX

• 1D: -0.31%
• 1M: -7.74%
• YTD: -6.27%
• 6M: -3.88%
• 1Y: 13.55%
• 3Y*: 16.02%
• 5Y*: 10.17%
• 10Y*: 12.91%

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

SAUMX vs. SAMKX - Expense Ratio Comparison

SAUMX has a 0.87% expense ratio, which is higher than SAMKX's 0.67% expense ratio.

SAUMX

SA U.S. Small Company Fund

SAMKX

SA U.S. Core Market Fund

Return for Risk

SAUMX vs. SAMKX — Risk / Return Rank

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

SAUMX

SAUMX Risk / Return Rank: 26
SAUMX Sharpe Ratio Rank: 34
SAUMX Sortino Ratio Rank: 38
SAUMX Omega Ratio Rank: 34
SAUMX Calmar Ratio Rank: 11
SAUMX Martin Ratio Rank: 11

SAMKX

SAMKX Risk / Return Rank: 27
SAMKX Sharpe Ratio Rank: 37
SAMKX Sortino Ratio Rank: 38
SAMKX Omega Ratio Rank: 38
SAMKX Calmar Ratio Rank: 10
SAMKX Martin Ratio Rank: 10

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.

SAUMX vs. SAMKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA U.S. Small Company Fund (SAUMX) and SA U.S. Core Market Fund (SAMKX). 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	SAMKX	Difference
Sharpe ratio Return per unit of total volatility	0.78	0.81	-0.03
Sortino ratio Return per unit of downside risk	1.25	1.25	+0.01
Omega ratio Gain probability vs. loss probability	1.17	1.18	-0.01
Calmar ratio Return relative to maximum drawdown	0.27	0.21	+0.07
Martin ratio Return relative to average drawdown	0.94	0.76	+0.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAUMX vs. SAMKX - Sharpe Ratio Comparison

The current SAUMX Sharpe Ratio is 0.78, which is comparable to the SAMKX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of SAUMX and SAMKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SAUMX	SAMKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	0.81	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.62	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.75	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.80	-0.28

Correlation

The correlation between SAUMX and SAMKX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SAUMX vs. SAMKX - Dividend Comparison

SAUMX's dividend yield for the trailing twelve months is around 0.52%, less than SAMKX's 0.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SAUMX SA U.S. Small Company Fund	0.52%	0.53%	0.29%	3.64%	3.19%	25.26%	1.99%	4.48%	3.22%	7.96%	5.16%	8.49%
SAMKX SA U.S. Core Market Fund	0.71%	0.66%	0.69%	0.86%	5.83%	7.72%	8.08%	12.72%	6.46%	4.09%	6.20%	0.89%

Drawdowns

SAUMX vs. SAMKX - Drawdown Comparison

The maximum SAUMX drawdown since its inception was -43.14%, which is greater than SAMKX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for SAUMX and SAMKX.

Drawdown Indicators

	SAUMX	SAMKX	Difference
Max Drawdown Largest peak-to-trough decline	-43.14%	-33.77%	-9.37%
Max Drawdown (1Y) Largest decline over 1 year	-13.54%	-11.97%	-1.57%
Max Drawdown (5Y) Largest decline over 5 years	-24.80%	-24.88%	+0.08%
Max Drawdown (10Y) Largest decline over 10 years	-43.14%	-33.77%	-9.37%
Current Drawdown Current decline from peak	-8.94%	-8.75%	-0.19%
Average Drawdown Average peak-to-trough decline	-6.47%	-3.96%	-2.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.87%	5.08%	+0.79%

Volatility

SAUMX vs. SAMKX - Volatility Comparison

SA U.S. Small Company Fund (SAUMX) has a higher volatility of 5.65% compared to SA U.S. Core Market Fund (SAMKX) at 4.16%. This indicates that SAUMX's price experiences larger fluctuations and is considered to be riskier than SAMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAUMX	SAMKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.65%	4.16%	+1.49%
Volatility (6M) Calculated over the trailing 6-month period	11.64%	8.65%	+2.99%
Volatility (1Y) Calculated over the trailing 1-year period	23.17%	17.36%	+5.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.42%	16.84%	+3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.95%	17.51%	+4.44%