I thought so, until I made the mistake of trying to find something about this...
B. N. Mukerjee has said that it is clear that ancient Greek and Roman scholars believed, all Sakai were Scythians, but not all Scythians were Sakai[why?].
Modern confusion about the identity of the Saka is partly due to the Persians. According to Herodotus, the Persians called all Scythians by the name Sakas. Pliny the Elder (Gaius Plinius Secundus, AD 2379) provides a more detailed explanation, stating that the Persians gave the name Sakai to the Scythian tribes “nearest to them”. The Scythians to the far north of Assyria were also called the Saka suni “Saka or Scythian sons” by the Persians. The Assyrians of the time of Esarhaddon record campaigning against a people they called in the Akkadian the Ashkuza or Ishhuza. Hugo Winckler was the first to associate them with the Scyths which identification remains without serious question. They were closely associated with the Gimirrai, who were the Cimmerians known to the ancient Greeks. Confusion arose because they were known to the Persians as Saka, however they were known to the Babylonians as Gimirrai, and both expressions are used synonymously on the trilingual Behistun inscription, carved in 515 BC on the order of Darius the Great. These Scythians were mainly interested in settling in the kingdom of Urartu, which later became Armenia. The district of Shacusen, Uti Province, reflects their name. In ancient Hebrew texts, the Ashkuz (Ashkenaz) are considered to be a direct offshoot from the Gimirri (Gomer).
Thus the Behistun inscription mentions four divisions of Scythians,
* the Saka paradraya “Saka beyond the sea” of Sarmatia,
* the Saka tigraxauda “Saka with pointy hats/caps”,
* the Saka haumavarga “haoma-drinking Saka” (Amyrgians, the Saka tribe in closest proximity to Bactria and Sogdiana),
* the Saka para Sugdam “Saka beyond Sugda (Sogdiana)” at the Jaxartes.
Of these, the Saka tigraxauda were the Saka proper. The Saka paradraya were the western Scythians or Sarmatians, the Saka haumavarga and Saka para Sugdam were likely Scythian tribes associated with or split-of from the original Saka. [/snip]
This is interesting:
The language of the original Saka tribes is unknown. The only record from their early history is the Issyk inscription, a short fragment on a silver cup found in the Issyk kurgan.
The inscription is in a variant of the Kharosthi script, and is probably in a Saka dialect, constituting one of very few autochthonous epigraphic traces of that language. Harmatta (1999)[full citation needed] identifies the language as Khotanese Saka, tentatively translating “The vessel should hold wine of grapes, added cooked food, so much, to the mortal, then added cooked fresh butter on”.
What is nowadays called the Saka language is the language of the kingdom of Khotan which was ruled by the Saka. This was gradually conquered and acculturated by the Turkic expansion to Central Asia beginning in the 4th century. The only known remnants of the Khotanese Saka language come from Xinjiang, China. The language there is widely divergent from the rest of Iranian belongs to the Eastern Iranian group. It also is divided into two divergent dialects. Both dialects share features with modern Wakhi and Pashto, but both of the Saka dialects contain many borrowings from the Middle Indo-Aryan Prakrit.
Wow, thanks for all the info. I guess to the Greeks, all Scythians looked alike. :-))