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SAWMX vs. SAISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAWMX vs. SAISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA Worldwide Moderate Growth Fund (SAWMX) and SA International Small Company Fund (SAISX). The values are adjusted to include any dividend payments, if applicable.

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SAWMX vs. SAISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SAISX
SA International Small Company Fund
-2.08%35.69%3.19%13.87%-17.68%13.52%8.54%23.25%-20.10%29.04%

Returns By Period

In the year-to-date period, SAWMX achieves a 0.40% return, which is significantly higher than SAISX's -2.08% return. Both investments have delivered pretty close results over the past 10 years, with SAWMX having a 7.90% annualized return and SAISX not far behind at 7.81%.


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%

SAISX

1D
-0.36%
1M
-11.83%
YTD
-2.08%
6M
1.90%
1Y
26.31%
3Y*
13.68%
5Y*
6.66%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAWMX vs. SAISX - Expense Ratio Comparison

SAWMX has a 0.00% expense ratio, which is lower than SAISX's 0.74% expense ratio.


Return for Risk

SAWMX vs. SAISX — Risk / Return Rank

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

SAWMX
SAWMX Risk / Return Rank: 7777
Overall Rank
SAWMX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SAWMX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SAWMX Omega Ratio Rank: 8484
Omega Ratio Rank
SAWMX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SAWMX Martin Ratio Rank: 6868
Martin Ratio Rank

SAISX
SAISX Risk / Return Rank: 8181
Overall Rank
SAISX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SAISX Sortino Ratio Rank: 8383
Sortino Ratio Rank
SAISX Omega Ratio Rank: 8181
Omega Ratio Rank
SAISX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SAISX Martin Ratio Rank: 8080
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. SAISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA Worldwide Moderate Growth Fund (SAWMX) and SA International Small Company Fund (SAISX). 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.


SAWMXSAISXDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.60

+0.09

Sortino ratio

Return per unit of downside risk

2.32

2.16

+0.16

Omega ratio

Gain probability vs. loss probability

1.35

1.32

+0.03

Calmar ratio

Return relative to maximum drawdown

1.47

1.93

-0.46

Martin ratio

Return relative to average drawdown

6.46

7.80

-1.34

SAWMX vs. SAISX - Sharpe Ratio Comparison

The current SAWMX Sharpe Ratio is 1.68, which is comparable to the SAISX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SAWMX and SAISX, 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


SAWMXSAISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.60

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.42

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.49

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.44

+0.29

Correlation

The correlation between SAWMX and SAISX is 0.86, 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. SAISX - Dividend Comparison

SAWMX's dividend yield for the trailing twelve months is around 5.93%, less than SAISX's 6.06% yield.


TTM20252024202320222021202020192018201720162015
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%
SAISX
SA International Small Company Fund
6.06%5.93%3.96%3.31%6.05%5.68%1.95%5.67%6.70%4.28%4.07%3.84%

Drawdowns

SAWMX vs. SAISX - Drawdown Comparison

The maximum SAWMX drawdown since its inception was -30.56%, smaller than the maximum SAISX drawdown of -61.36%. Use the drawdown chart below to compare losses from any high point for SAWMX and SAISX.


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Drawdown Indicators


SAWMXSAISXDifference

Max Drawdown

Largest peak-to-trough decline

-30.56%

-61.36%

+30.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-12.00%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-33.49%

+15.92%

Max Drawdown (10Y)

Largest decline over 10 years

-30.56%

-43.94%

+13.38%

Current Drawdown

Current decline from peak

-5.79%

-11.83%

+6.04%

Average Drawdown

Average peak-to-trough decline

-3.75%

-12.69%

+8.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

3.24%

-1.10%

Volatility

SAWMX vs. SAISX - Volatility Comparison

The current volatility for SA Worldwide Moderate Growth Fund (SAWMX) is 2.72%, while SA International Small Company Fund (SAISX) has a volatility of 5.89%. This indicates that SAWMX experiences smaller price fluctuations and is considered to be less risky than SAISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAWMXSAISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

5.89%

-3.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.23%

10.06%

-4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

10.16%

16.73%

-6.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.88%

16.12%

-6.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.09%

16.22%

-5.13%