SAXIX vs. SAUMX
Compare and contrast key facts about SA Global Fixed Income Fund (SAXIX) and SA U.S. Small Company Fund (SAUMX).
SAXIX is managed by SA Funds. It was launched on Jul 28, 1999. SAUMX is managed by SA Funds. It was launched on Aug 5, 1999.
Performance
SAXIX vs. SAUMX - Performance Comparison
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SAXIX vs. SAUMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAXIX SA Global Fixed Income Fund | 0.12% | 4.87% | 5.33% | 4.55% | -6.79% | -1.59% | 0.89% | 3.40% | 1.17% | 1.17% |
SAUMX SA U.S. Small Company Fund | 0.50% | 8.87% | 11.14% | 17.30% | -14.25% | 26.93% | 11.61% | 22.17% | -12.82% | 11.39% |
Returns By Period
In the year-to-date period, SAXIX achieves a 0.12% return, which is significantly lower than SAUMX's 0.50% return. Over the past 10 years, SAXIX has underperformed SAUMX with an annualized return of 1.19%, while SAUMX has yielded a comparatively higher 9.47% annualized return.
SAXIX
- 1D
- 0.23%
- 1M
- -1.36%
- YTD
- 0.12%
- 6M
- 0.60%
- 1Y
- 3.44%
- 3Y*
- 4.50%
- 5Y*
- 1.22%
- 10Y*
- 1.19%
SAUMX
- 1D
- -0.90%
- 1M
- -7.65%
- YTD
- 0.50%
- 6M
- 2.25%
- 1Y
- 17.33%
- 3Y*
- 11.15%
- 5Y*
- 6.10%
- 10Y*
- 9.47%
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SAXIX vs. SAUMX - Expense Ratio Comparison
SAXIX has a 0.71% expense ratio, which is lower than SAUMX's 0.87% expense ratio.
Return for Risk
SAXIX vs. SAUMX — Risk / Return Rank
SAXIX
SAUMX
SAXIX vs. SAUMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA Global Fixed Income Fund (SAXIX) and SA U.S. Small Company Fund (SAUMX). 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.
| SAXIX | SAUMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 0.78 | +1.02 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.25 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.17 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 0.27 | +2.41 |
Martin ratioReturn relative to average drawdown | 9.77 | 0.94 | +8.83 |
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
| SAXIX | SAUMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.78 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.31 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.44 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.52 | +0.12 |
Correlation
The correlation between SAXIX and SAUMX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SAXIX vs. SAUMX - Dividend Comparison
SAXIX's dividend yield for the trailing twelve months is around 4.84%, more than SAUMX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAXIX SA Global Fixed Income Fund | 4.84% | 4.85% | 6.01% | 0.00% | 3.58% | 0.00% | 2.16% | 2.83% | 2.11% | 0.85% | 1.25% | 0.80% |
SAUMX SA U.S. Small Company Fund | 0.52% | 0.53% | 0.29% | 3.64% | 3.19% | 25.26% | 1.99% | 4.48% | 3.22% | 7.96% | 5.16% | 8.49% |
Drawdowns
SAXIX vs. SAUMX - Drawdown Comparison
The maximum SAXIX drawdown since its inception was -9.94%, smaller than the maximum SAUMX drawdown of -43.14%. Use the drawdown chart below to compare losses from any high point for SAXIX and SAUMX.
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Drawdown Indicators
| SAXIX | SAUMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.94% | -43.14% | +33.20% |
Max Drawdown (1Y)Largest decline over 1 year | -1.59% | -13.54% | +11.95% |
Max Drawdown (5Y)Largest decline over 5 years | -9.94% | -24.80% | +14.86% |
Max Drawdown (10Y)Largest decline over 10 years | -9.94% | -43.14% | +33.20% |
Current DrawdownCurrent decline from peak | -1.36% | -8.94% | +7.58% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -6.47% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 5.87% | -5.43% |
Volatility
SAXIX vs. SAUMX - Volatility Comparison
The current volatility for SA Global Fixed Income Fund (SAXIX) is 0.84%, while SA U.S. Small Company Fund (SAUMX) has a volatility of 5.65%. This indicates that SAXIX experiences smaller price fluctuations and is considered to be less risky than SAUMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAXIX | SAUMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 5.65% | -4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 1.30% | 11.64% | -10.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.36% | 23.17% | -20.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.70% | 20.42% | -17.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.07% | 21.95% | -19.88% |