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SAUMX vs. SAREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAUMX vs. SAREX - Performance Comparison

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

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SAUMX vs. SAREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SAREX
SA Real Estate Securities Fund
3.19%0.73%4.61%10.60%-25.42%40.94%-6.22%26.91%-4.00%4.61%

Returns By Period

The year-to-date returns for both stocks are quite close, with SAUMX having a 3.30% return and SAREX slightly lower at 3.19%. Over the past 10 years, SAUMX has outperformed SAREX with an annualized return of 9.77%, while SAREX has yielded a comparatively lower 4.37% 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%

SAREX

1D
1.43%
1M
-6.76%
YTD
3.19%
6M
0.46%
1Y
1.59%
3Y*
5.76%
5Y*
2.79%
10Y*
4.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAUMX vs. SAREX - Expense Ratio Comparison

SAUMX has a 0.87% expense ratio, which is higher than SAREX's 0.75% expense ratio.


Return for Risk

SAUMX vs. SAREX — Risk / Return Rank

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

SAUMX
SAUMX Risk / Return Rank: 3232
Overall Rank
SAUMX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SAUMX Sortino Ratio Rank: 4949
Sortino Ratio Rank
SAUMX Omega Ratio Rank: 4242
Omega Ratio Rank
SAUMX Calmar Ratio Rank: 1111
Calmar Ratio Rank
SAUMX Martin Ratio Rank: 1212
Martin Ratio Rank

SAREX
SAREX Risk / Return Rank: 66
Overall Rank
SAREX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SAREX Sortino Ratio Rank: 66
Sortino Ratio Rank
SAREX Omega Ratio Rank: 77
Omega Ratio Rank
SAREX Calmar Ratio Rank: 66
Calmar Ratio Rank
SAREX Martin Ratio Rank: 66
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.

SAUMX vs. SAREX - Risk-Adjusted Trends Comparison

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


SAUMXSAREXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.07

+0.94

Sortino ratio

Return per unit of downside risk

1.54

0.30

+1.24

Omega ratio

Gain probability vs. loss probability

1.21

1.05

+0.16

Calmar ratio

Return relative to maximum drawdown

0.46

0.10

+0.36

Martin ratio

Return relative to average drawdown

1.60

0.33

+1.27

SAUMX vs. SAREX - Sharpe Ratio Comparison

The current SAUMX Sharpe Ratio is 1.00, which is higher than the SAREX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SAUMX and SAREX, 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


SAUMXSAREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.07

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.13

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.20

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.19

+0.34

Correlation

The correlation between SAUMX and SAREX is 0.55, 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

SAUMX vs. SAREX - Dividend Comparison

SAUMX's dividend yield for the trailing twelve months is around 0.51%, less than SAREX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
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%
SAREX
SA Real Estate Securities Fund
3.12%3.22%3.22%3.04%7.62%8.33%3.87%4.29%3.98%2.90%3.67%1.80%

Drawdowns

SAUMX vs. SAREX - Drawdown Comparison

The maximum SAUMX drawdown since its inception was -43.14%, smaller than the maximum SAREX drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for SAUMX and SAREX.


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Drawdown Indicators


SAUMXSAREXDifference

Max Drawdown

Largest peak-to-trough decline

-43.14%

-68.50%

+25.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-13.63%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-33.87%

+9.07%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

-41.56%

-1.58%

Current Drawdown

Current decline from peak

-6.41%

-12.39%

+5.98%

Average Drawdown

Average peak-to-trough decline

-6.47%

-12.63%

+6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

4.34%

+1.33%

Volatility

SAUMX vs. SAREX - Volatility Comparison

The current volatility for SA U.S. Small Company Fund (SAUMX) is 6.40%, while SA Real Estate Securities Fund (SAREX) has a volatility of 21.42%. This indicates that SAUMX experiences smaller price fluctuations and is considered to be less risky than SAREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAUMXSAREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

21.42%

-15.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

22.56%

-10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

27.99%

-4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.46%

21.36%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

21.79%

+0.18%