STVTX vs. SABTX
STVTX (Virtus Ceredex Large-Cap Value Equity Fund) and SABTX (SA U.S. Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, STVTX returned 10.54%/yr vs 11.51%/yr for SABTX. Their correlation of 0.93 means they have usually moved in the same direction. STVTX charges 0.97%/yr vs 0.73%/yr for SABTX.
Performance
STVTX vs. SABTX - Performance Comparison
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Returns By Period
In the year-to-date period, STVTX achieves a 19.01% return, which is significantly lower than SABTX's 20.61% return. Over the past 10 years, STVTX has underperformed SABTX with an annualized return of 10.54%, while SABTX has yielded a comparatively higher 11.51% annualized return.
STVTX
- 1D
- 1.38%
- 1M
- 0.45%
- 6M
- 13.95%
- YTD
- 19.01%
- 1Y
- 27.64%
- 3Y*
- 15.44%
- 5Y*
- 9.27%
- 10Y*
- 10.54%
- ALL TIME*
- 9.44%
SABTX
- 1D
- 0.64%
- 1M
- 1.75%
- 6M
- 14.82%
- YTD
- 20.61%
- 1Y
- 34.63%
- 3Y*
- 17.72%
- 5Y*
- 11.87%
- 10Y*
- 11.51%
- ALL TIME*
- 7.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
SABTX SA U.S. Value Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
STVTX vs. SABTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STVTX Virtus Ceredex Large-Cap Value Equity Fund | 19.01% | 11.95% | 9.91% | 14.84% | -13.97% | 25.70% | 3.75% | 31.00% | -10.77% | 16.24% |
SABTX SA U.S. Value Fund | 20.61% | 17.69% | 11.32% | 11.82% | -6.35% | 27.06% | -2.04% | 24.85% | -12.14% | 18.45% |
Correlation
The correlation between STVTX and SABTX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2000 | 0.93 |
The correlation between STVTX and SABTX shifts across timeframes, from 0.81 (3 years) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
STVTX vs. SABTX — Risk / Return Rank
STVTX
SABTX
STVTX vs. SABTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Ceredex Large-Cap Value Equity Fund (STVTX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STVTX | SABTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.55 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 5.70 | -2.53 |
| Martin ratioReturn relative to average drawdown | 12.26 | 21.31 | -9.05 |
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Drawdowns
STVTX vs. SABTX - Drawdown Comparison
The maximum STVTX drawdown since its inception was -53.12%, smaller than the maximum SABTX drawdown of -66.96%. Use the drawdown chart below to compare losses from any high point for STVTX and SABTX.
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Drawdown Indicators
| STVTX | SABTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -66.96% | +13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -6.36% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -29.49% | -16.63% | -12.86% |
Max Drawdown (5Y)Largest decline over 5 years | -29.49% | -20.42% | -9.07% |
Max Drawdown (10Y)Largest decline over 10 years | -41.46% | -42.00% | +0.54% |
Current DrawdownCurrent decline from peak | 0.00% | -0.77% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -11.26% | +3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 1.71% | +0.37% |
Volatility
STVTX vs. SABTX - Volatility Comparison
Virtus Ceredex Large-Cap Value Equity Fund (STVTX) has a higher volatility of 2.95% compared to SA U.S. Value Fund (SABTX) at 2.59%. This indicates that STVTX's price experiences larger fluctuations and is considered to be riskier 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
| STVTX | SABTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 2.59% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 8.45% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.16% | 11.77% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 16.29% | +4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.33% | 19.09% | +1.24% |
STVTX vs. SABTX - Expense Ratio Comparison
STVTX has a 0.97% expense ratio, which is higher than SABTX's 0.73% expense ratio.
Dividends
STVTX vs. SABTX - Dividend Comparison
STVTX's dividend yield for the trailing twelve months is around 15.49%, more than SABTX's 3.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABTX SA U.S. Value Fund | 3.22% | 3.88% | 2.60% | 1.67% | 7.66% | 4.25% | 1.52% | 5.14% | 9.80% | 10.36% | 5.08% | 6.83% |
STVTX Virtus Ceredex Large-Cap Value Equity Fund | 15.49% | 15.05% | 22.34% | 2.47% | 11.17% | 31.52% | 5.63% | 6.98% | 29.94% | 17.07% | 0.39% | 10.54% |
Frequently Asked Questions
STVTX and SABTX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STVTX has higher volatility (2.95%) compared to SABTX (2.59%). In terms of maximum drawdown, STVTX dropped -53.12% vs SABTX's -66.96%.
SABTX currently has the higher Sharpe Ratio (3.09 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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