SAWMX vs. SABTX
Compare and contrast key facts about SA Worldwide Moderate Growth Fund (SAWMX) and SA U.S. Value Fund (SABTX).
SAWMX is managed by SA Funds. It was launched on Jun 30, 2015. SABTX is managed by SA Funds. It was launched on Aug 5, 1999.
Performance
SAWMX vs. SABTX - Performance Comparison
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SAWMX vs. SABTX - 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% |
SABTX SA U.S. Value Fund | 2.28% | 17.69% | 11.32% | 11.82% | -6.35% | 27.06% | -2.04% | 24.85% | -12.14% | 18.45% |
Returns By Period
In the year-to-date period, SAWMX achieves a 0.40% return, which is significantly lower than SABTX's 2.28% return. Over the past 10 years, SAWMX has underperformed SABTX with an annualized return of 7.90%, while SABTX has yielded a comparatively higher 10.33% 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%
SABTX
- 1D
- -0.55%
- 1M
- -5.80%
- YTD
- 2.28%
- 6M
- 7.10%
- 1Y
- 16.82%
- 3Y*
- 14.16%
- 5Y*
- 9.26%
- 10Y*
- 10.33%
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SAWMX vs. SABTX - Expense Ratio Comparison
SAWMX has a 0.00% expense ratio, which is lower than SABTX's 0.73% expense ratio.
Return for Risk
SAWMX vs. SABTX — Risk / Return Rank
SAWMX
SABTX
SAWMX vs. SABTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA Worldwide Moderate Growth Fund (SAWMX) and SA U.S. Value Fund (SABTX). 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 | SABTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 1.03 | +0.65 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.57 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.22 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.90 | +0.56 |
Martin ratioReturn relative to average drawdown | 6.46 | 3.35 | +3.11 |
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 | SABTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.03 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.58 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.55 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.34 | +0.38 |
Correlation
The correlation between SAWMX and SABTX is 0.90, 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. SABTX - Dividend Comparison
SAWMX's dividend yield for the trailing twelve months is around 5.93%, more than SABTX's 3.79% 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% |
SABTX SA U.S. Value Fund | 3.79% | 3.88% | 2.60% | 1.67% | 7.66% | 4.25% | 1.52% | 5.14% | 9.80% | 10.36% | 5.08% | 6.83% |
Drawdowns
SAWMX vs. SABTX - Drawdown Comparison
The maximum SAWMX drawdown since its inception was -30.56%, smaller than the maximum SABTX drawdown of -66.96%. Use the drawdown chart below to compare losses from any high point for SAWMX and SABTX.
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Drawdown Indicators
| SAWMX | SABTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.56% | -66.96% | +36.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -12.45% | +4.30% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -20.42% | +2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -30.56% | -42.00% | +11.44% |
Current DrawdownCurrent decline from peak | -5.79% | -6.36% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -11.39% | +7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 4.01% | -1.87% |
Volatility
SAWMX vs. SABTX - Volatility Comparison
The current volatility for SA Worldwide Moderate Growth Fund (SAWMX) is 2.72%, while SA U.S. Value Fund (SABTX) has a volatility of 3.53%. This indicates that SAWMX experiences smaller price fluctuations and is considered to be less risky than SABTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAWMX | SABTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 3.53% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 5.23% | 8.63% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 18.20% | -8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.88% | 16.41% | -6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.09% | 19.17% | -8.08% |