SAWMX vs. IPIRX
Compare and contrast key facts about SA Worldwide Moderate Growth Fund (SAWMX) and Voya Global Perspectives Portfolio (IPIRX).
SAWMX is managed by SA Funds. It was launched on Jun 30, 2015. IPIRX is managed by Voya. It was launched on Apr 30, 2013.
Performance
SAWMX vs. IPIRX - Performance Comparison
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SAWMX vs. IPIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAWMX SA Worldwide Moderate Growth Fund | 0.40% | 18.15% | 6.40% | 13.60% | -8.96% | 16.67% | 4.12% | 17.03% | -7.87% | 13.89% |
IPIRX Voya Global Perspectives Portfolio | -3.05% | 14.21% | 7.31% | 10.65% | -17.52% | 6.06% | 16.10% | 18.35% | -9.87% | 15.00% |
Returns By Period
In the year-to-date period, SAWMX achieves a 0.40% return, which is significantly higher than IPIRX's -3.05% return. Over the past 10 years, SAWMX has outperformed IPIRX with an annualized return of 7.90%, while IPIRX has yielded a comparatively lower 5.44% annualized return.
SAWMX
- 1D
- -0.24%
- 1M
- -5.79%
- YTD
- 0.40%
- 6M
- 4.03%
- 1Y
- 16.16%
- 3Y*
- 11.49%
- 5Y*
- 7.08%
- 10Y*
- 7.90%
IPIRX
- 1D
- -1.07%
- 1M
- -7.88%
- YTD
- -3.05%
- 6M
- -1.28%
- 1Y
- 10.48%
- 3Y*
- 7.95%
- 5Y*
- 2.82%
- 10Y*
- 5.44%
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SAWMX vs. IPIRX - Expense Ratio Comparison
SAWMX has a 0.00% expense ratio, which is lower than IPIRX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SAWMX vs. IPIRX — Risk / Return Rank
SAWMX
IPIRX
SAWMX vs. IPIRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA Worldwide Moderate Growth Fund (SAWMX) and Voya Global Perspectives Portfolio (IPIRX). 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.
| SAWMX | IPIRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 1.02 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.52 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.98 | +0.49 |
Martin ratioReturn relative to average drawdown | 6.46 | 4.41 | +2.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAWMX | IPIRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.02 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.27 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.57 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.52 | +0.20 |
Correlation
The correlation between SAWMX and IPIRX is 0.84, 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
SAWMX vs. IPIRX - Dividend Comparison
SAWMX's dividend yield for the trailing twelve months is around 5.93%, more than IPIRX's 5.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAWMX SA Worldwide Moderate Growth Fund | 5.93% | 5.95% | 3.34% | 4.20% | 8.36% | 4.52% | 4.88% | 5.66% | 6.82% | 1.28% | 1.96% | 0.00% |
IPIRX Voya Global Perspectives Portfolio | 5.82% | 5.64% | 3.25% | 14.65% | 13.55% | 6.34% | 6.25% | 7.80% | 1.30% | 2.78% | 2.78% | 7.16% |
Drawdowns
SAWMX vs. IPIRX - Drawdown Comparison
The maximum SAWMX drawdown since its inception was -30.56%, which is greater than IPIRX's maximum drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for SAWMX and IPIRX.
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Drawdown Indicators
| SAWMX | IPIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.56% | -24.97% | -5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -7.88% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -24.97% | +7.40% |
Max Drawdown (10Y)Largest decline over 10 years | -30.56% | -24.97% | -5.59% |
Current DrawdownCurrent decline from peak | -5.79% | -7.88% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -4.89% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.99% | +0.15% |
Volatility
SAWMX vs. IPIRX - Volatility Comparison
The current volatility for SA Worldwide Moderate Growth Fund (SAWMX) is 2.72%, while Voya Global Perspectives Portfolio (IPIRX) has a volatility of 3.44%. This indicates that SAWMX experiences smaller price fluctuations and is considered to be less risky than IPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAWMX | IPIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 3.44% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 5.23% | 6.50% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 11.05% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.88% | 10.73% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.09% | 9.69% | +1.40% |