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SAWMX vs. RAPZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAWMX vs. RAPZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA Worldwide Moderate Growth Fund (SAWMX) and Cohen & Steers Real Assets Fund Inc (RAPZX). The values are adjusted to include any dividend payments, if applicable.

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SAWMX vs. RAPZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAWMX
SA Worldwide Moderate Growth Fund
1.66%18.15%6.40%13.60%-8.96%16.67%4.12%17.03%-7.87%13.89%
RAPZX
Cohen & Steers Real Assets Fund Inc
11.35%11.96%4.35%3.88%-2.05%23.51%-0.84%17.77%-8.44%6.51%

Returns By Period

In the year-to-date period, SAWMX achieves a 1.66% return, which is significantly lower than RAPZX's 11.35% return. Over the past 10 years, SAWMX has outperformed RAPZX with an annualized return of 8.04%, while RAPZX has yielded a comparatively lower 7.20% annualized return.


SAWMX

1D
1.26%
1M
-4.17%
YTD
1.66%
6M
5.18%
1Y
17.32%
3Y*
11.95%
5Y*
7.18%
10Y*
8.04%

RAPZX

1D
0.99%
1M
-1.92%
YTD
11.35%
6M
8.78%
1Y
17.38%
3Y*
10.63%
5Y*
8.78%
10Y*
7.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAWMX vs. RAPZX - Expense Ratio Comparison

SAWMX has a 0.00% expense ratio, which is lower than RAPZX's 0.80% expense ratio.


Return for Risk

SAWMX vs. RAPZX — Risk / Return Rank

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

SAWMX
SAWMX Risk / Return Rank: 7979
Overall Rank
SAWMX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SAWMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SAWMX Omega Ratio Rank: 8989
Omega Ratio Rank
SAWMX Calmar Ratio Rank: 6060
Calmar Ratio Rank
SAWMX Martin Ratio Rank: 6666
Martin Ratio Rank

RAPZX
RAPZX Risk / Return Rank: 7676
Overall Rank
RAPZX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RAPZX Sortino Ratio Rank: 6767
Sortino Ratio Rank
RAPZX Omega Ratio Rank: 7575
Omega Ratio Rank
RAPZX Calmar Ratio Rank: 7878
Calmar Ratio Rank
RAPZX Martin Ratio Rank: 8585
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.

SAWMX vs. RAPZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA Worldwide Moderate Growth Fund (SAWMX) and Cohen & Steers Real Assets Fund Inc (RAPZX). 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.


SAWMXRAPZXDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.47

+0.48

Sortino ratio

Return per unit of downside risk

2.68

1.84

+0.84

Omega ratio

Gain probability vs. loss probability

1.41

1.31

+0.10

Calmar ratio

Return relative to maximum drawdown

1.65

2.05

-0.41

Martin ratio

Return relative to average drawdown

7.18

9.52

-2.34

SAWMX vs. RAPZX - Sharpe Ratio Comparison

The current SAWMX Sharpe Ratio is 1.95, which is higher than the RAPZX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SAWMX and RAPZX, 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


SAWMXRAPZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.47

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.69

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.56

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.35

+0.39

Correlation

The correlation between SAWMX and RAPZX is 0.74, 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. RAPZX - Dividend Comparison

SAWMX's dividend yield for the trailing twelve months is around 5.85%, more than RAPZX's 1.30% yield.


TTM20252024202320222021202020192018201720162015
SAWMX
SA Worldwide Moderate Growth Fund
5.85%5.95%3.34%4.20%8.36%4.52%4.88%5.66%6.82%1.28%1.96%0.00%
RAPZX
Cohen & Steers Real Assets Fund Inc
1.30%1.44%3.20%2.71%3.08%9.61%1.71%2.85%2.06%1.76%2.83%2.00%

Drawdowns

SAWMX vs. RAPZX - Drawdown Comparison

The maximum SAWMX drawdown since its inception was -30.56%, roughly equal to the maximum RAPZX drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for SAWMX and RAPZX.


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Drawdown Indicators


SAWMXRAPZXDifference

Max Drawdown

Largest peak-to-trough decline

-30.56%

-30.69%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-8.84%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-19.31%

+1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-30.56%

-30.69%

+0.13%

Current Drawdown

Current decline from peak

-4.60%

-1.92%

-2.68%

Average Drawdown

Average peak-to-trough decline

-3.75%

-8.16%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.91%

+0.22%

Volatility

SAWMX vs. RAPZX - Volatility Comparison

SA Worldwide Moderate Growth Fund (SAWMX) and Cohen & Steers Real Assets Fund Inc (RAPZX) have volatilities of 3.12% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAWMXRAPZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

3.05%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

5.37%

9.14%

-3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

10.22%

12.25%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.90%

12.87%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.10%

12.81%

-1.71%