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SAUMX vs. SAXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAUMX vs. SAXIX - Performance Comparison

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

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SAUMX vs. SAXIX - 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%
SAXIX
SA Global Fixed Income Fund
0.35%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, SAUMX achieves a 3.30% return, which is significantly higher than SAXIX's 0.35% return. Over the past 10 years, SAUMX has outperformed SAXIX with an annualized return of 9.77%, while SAXIX has yielded a comparatively lower 1.21% 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%

SAXIX

1D
0.23%
1M
-0.80%
YTD
0.35%
6M
0.72%
1Y
3.45%
3Y*
4.58%
5Y*
1.27%
10Y*
1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAUMX vs. SAXIX - Expense Ratio Comparison

SAUMX has a 0.87% expense ratio, which is higher than SAXIX's 0.71% expense ratio.


Return for Risk

SAUMX vs. SAXIX — 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

SAXIX
SAXIX Risk / Return Rank: 8888
Overall Rank
SAXIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SAXIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SAXIX Omega Ratio Rank: 8585
Omega Ratio Rank
SAXIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SAXIX Martin Ratio Rank: 8888
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. SAXIX - Risk-Adjusted Trends Comparison

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


SAUMXSAXIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.76

-0.75

Sortino ratio

Return per unit of downside risk

1.54

2.66

-1.11

Omega ratio

Gain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratio

Return relative to maximum drawdown

0.46

2.84

-2.38

Martin ratio

Return relative to average drawdown

1.60

10.18

-8.59

SAUMX vs. SAXIX - Sharpe Ratio Comparison

The current SAUMX Sharpe Ratio is 1.00, which is lower than the SAXIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SAUMX 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


SAUMXSAXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.76

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.48

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.59

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.64

-0.11

Correlation

The correlation between SAUMX and SAXIX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SAUMX vs. SAXIX - Dividend Comparison

SAUMX's dividend yield for the trailing twelve months is around 0.51%, less than SAXIX's 4.83% 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%
SAXIX
SA Global Fixed Income Fund
4.83%4.85%6.01%0.00%3.58%0.00%2.16%2.83%2.11%0.85%1.25%0.80%

Drawdowns

SAUMX vs. SAXIX - Drawdown Comparison

The maximum SAUMX drawdown since its inception was -43.14%, which is greater than SAXIX's maximum drawdown of -9.94%. Use the drawdown chart below to compare losses from any high point for SAUMX and SAXIX.


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Drawdown Indicators


SAUMXSAXIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.14%

-9.94%

-33.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-1.59%

-11.95%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-9.94%

-14.86%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

-9.94%

-33.20%

Current Drawdown

Current decline from peak

-6.41%

-1.14%

-5.27%

Average Drawdown

Average peak-to-trough decline

-6.47%

-1.92%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

0.44%

+5.23%

Volatility

SAUMX vs. SAXIX - Volatility Comparison

SA U.S. Small Company Fund (SAUMX) has a higher volatility of 6.40% compared to SA Global Fixed Income Fund (SAXIX) at 0.84%. This indicates that SAUMX's price experiences larger fluctuations and is considered to be riskier 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


SAUMXSAXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

0.84%

+5.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

1.32%

+10.64%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

2.37%

+20.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.46%

2.70%

+17.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

2.07%

+19.90%