SAWMX vs. SAUFX
Compare and contrast key facts about SA Worldwide Moderate Growth Fund (SAWMX) and SA U.S. Fixed Income Fund (SAUFX).
SAWMX is managed by SA Funds. It was launched on Jun 30, 2015. SAUFX is managed by SA Funds. It was launched on Apr 2, 2007.
Performance
SAWMX vs. SAUFX - Performance Comparison
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SAWMX vs. SAUFX - 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% |
SAUFX SA U.S. Fixed Income Fund | 0.29% | 4.85% | 5.23% | 4.04% | -5.11% | -1.38% | 0.61% | 2.27% | 1.28% | 0.24% |
Returns By Period
In the year-to-date period, SAWMX achieves a 0.40% return, which is significantly higher than SAUFX's 0.29% return. Over the past 10 years, SAWMX has outperformed SAUFX with an annualized return of 7.90%, while SAUFX has yielded a comparatively lower 1.19% 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%
SAUFX
- 1D
- 0.21%
- 1M
- -0.64%
- YTD
- 0.29%
- 6M
- 1.25%
- 1Y
- 4.38%
- 3Y*
- 4.40%
- 5Y*
- 1.52%
- 10Y*
- 1.19%
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SAWMX vs. SAUFX - Expense Ratio Comparison
SAWMX has a 0.00% expense ratio, which is lower than SAUFX's 0.40% expense ratio.
Return for Risk
SAWMX vs. SAUFX — Risk / Return Rank
SAWMX
SAUFX
SAWMX vs. SAUFX - 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. Fixed Income Fund (SAUFX). 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 | SAUFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 2.37 | -0.69 |
Sortino ratioReturn per unit of downside risk | 2.32 | 3.57 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.56 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.30 | -0.83 |
Martin ratioReturn relative to average drawdown | 6.46 | 9.29 | -2.84 |
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 | SAUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 2.37 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.75 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.80 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.84 | -0.12 |
Correlation
The correlation between SAWMX and SAUFX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SAWMX vs. SAUFX - Dividend Comparison
SAWMX's dividend yield for the trailing twelve months is around 5.93%, more than SAUFX's 4.21% 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% |
SAUFX SA U.S. Fixed Income Fund | 4.21% | 3.38% | 4.91% | 2.58% | 1.26% | 0.00% | 0.41% | 1.86% | 1.47% | 0.74% | 0.43% | 0.26% |
Drawdowns
SAWMX vs. SAUFX - Drawdown Comparison
The maximum SAWMX drawdown since its inception was -30.56%, which is greater than SAUFX's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for SAWMX and SAUFX.
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Drawdown Indicators
| SAWMX | SAUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.56% | -7.43% | -23.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -1.55% | -6.60% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -7.34% | -10.23% |
Max Drawdown (10Y)Largest decline over 10 years | -30.56% | -7.43% | -23.13% |
Current DrawdownCurrent decline from peak | -5.79% | -0.64% | -5.15% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -0.75% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 0.46% | +1.68% |
Volatility
SAWMX vs. SAUFX - Volatility Comparison
SA Worldwide Moderate Growth Fund (SAWMX) has a higher volatility of 2.72% compared to SA U.S. Fixed Income Fund (SAUFX) at 0.66%. This indicates that SAWMX's price experiences larger fluctuations and is considered to be riskier than SAUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAWMX | SAUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 0.66% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 5.23% | 1.05% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 2.23% | +7.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.88% | 2.07% | +7.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.09% | 1.52% | +9.57% |