SAWMX vs. SAREX
Compare and contrast key facts about SA Worldwide Moderate Growth Fund (SAWMX) and SA Real Estate Securities Fund (SAREX).
SAWMX is managed by SA Funds. It was launched on Jun 30, 2015. SAREX is managed by SA Funds. It was launched on Apr 2, 2007.
Performance
SAWMX vs. SAREX - Performance Comparison
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SAWMX vs. SAREX - 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% |
SAREX SA Real Estate Securities Fund | 1.73% | 0.73% | 4.61% | 10.60% | -25.42% | 40.94% | -6.22% | 26.91% | -4.00% | 4.61% |
Returns By Period
In the year-to-date period, SAWMX achieves a 0.40% return, which is significantly lower than SAREX's 1.73% return. Over the past 10 years, SAWMX has outperformed SAREX with an annualized return of 7.90%, while SAREX has yielded a comparatively lower 4.23% 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%
SAREX
- 1D
- -13.63%
- 1M
- -7.70%
- YTD
- 1.73%
- 6M
- -0.88%
- 1Y
- 0.24%
- 3Y*
- 5.26%
- 5Y*
- 2.87%
- 10Y*
- 4.23%
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SAWMX vs. SAREX - Expense Ratio Comparison
SAWMX has a 0.00% expense ratio, which is lower than SAREX's 0.75% expense ratio.
Return for Risk
SAWMX vs. SAREX — Risk / Return Rank
SAWMX
SAREX
SAWMX vs. SAREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA Worldwide Moderate Growth Fund (SAWMX) and SA Real Estate Securities Fund (SAREX). 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 | SAREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 0.07 | +1.62 |
Sortino ratioReturn per unit of downside risk | 2.32 | 0.30 | +2.02 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.05 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | -0.00 | +1.47 |
Martin ratioReturn relative to average drawdown | 6.46 | -0.00 | +6.46 |
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 | SAREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.07 | +1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.14 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.20 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.18 | +0.54 |
Correlation
The correlation between SAWMX and SAREX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SAWMX vs. SAREX - Dividend Comparison
SAWMX's dividend yield for the trailing twelve months is around 5.93%, more than SAREX's 3.16% 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% |
SAREX SA Real Estate Securities Fund | 3.16% | 3.22% | 3.22% | 3.04% | 7.62% | 8.33% | 3.87% | 4.29% | 3.98% | 2.90% | 3.67% | 1.80% |
Drawdowns
SAWMX vs. SAREX - Drawdown Comparison
The maximum SAWMX drawdown since its inception was -30.56%, smaller than the maximum SAREX drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for SAWMX and SAREX.
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Drawdown Indicators
| SAWMX | SAREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.56% | -68.50% | +37.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -13.63% | +5.48% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -33.87% | +16.30% |
Max Drawdown (10Y)Largest decline over 10 years | -30.56% | -41.56% | +11.00% |
Current DrawdownCurrent decline from peak | -5.79% | -13.63% | +7.84% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -12.63% | +8.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 4.27% | -2.13% |
Volatility
SAWMX vs. SAREX - Volatility Comparison
The current volatility for SA Worldwide Moderate Growth Fund (SAWMX) is 2.72%, while SA Real Estate Securities Fund (SAREX) has a volatility of 21.35%. This indicates that SAWMX experiences smaller price fluctuations and is considered to be less risky than SAREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAWMX | SAREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 21.35% | -18.63% |
Volatility (6M)Calculated over the trailing 6-month period | 5.23% | 22.52% | -17.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 28.01% | -17.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.88% | 21.36% | -11.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.09% | 21.79% | -10.70% |