Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Saratoga Investment Quality Bond Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Saratoga Investment Quality Bond Portfolio (SIBPX) has returned -1.04% so far this year and 2.98% over the past 12 months.
Saratoga Investment Quality Bond Portfolio
- 1D
- 0.42%
- 1M
- -2.37%
- YTD
- -1.04%
- 6M
- -0.33%
- 1Y
- 2.98%
- 3Y*
- 2.64%
- 5Y*
- 1.02%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 12, 2017, SIBPX's average daily return is +0.01%, while the average monthly return is +0.10%. At this rate, your investment would double in approximately 57.8 years.
Historically, 51% of months were positive and 49% were negative. The best month was Jul 2024 with a return of +2.1%, while the worst month was Mar 2026 at -2.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 12 months.
On a daily basis, SIBPX closed higher 29% of trading days. The best single day was Aug 2, 2024 with a return of +1.0%, while the worst single day was Mar 18, 2020 at -1.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.21% | 1.57% | -2.37% | -1.04% | |||||||||
| 2025 | 0.54% | 1.51% | 0.27% | 1.17% | -0.75% | 1.44% | -0.37% | 1.23% | 0.57% | 0.37% | 0.72% | -0.37% | 6.50% |
| 2024 | 0.00% | -1.28% | 0.51% | -1.88% | 1.30% | 0.74% | 2.13% | 1.06% | 1.14% | -2.26% | 0.76% | -1.33% | 0.78% |
| 2023 | 0.56% | -0.19% | 0.70% | 0.29% | -0.72% | -0.67% | 0.10% | 0.10% | -0.74% | -0.20% | 1.94% | 1.74% | 2.90% |
| 2022 | -0.53% | -0.42% | -0.75% | -0.32% | 0.11% | -0.43% | 0.11% | -0.32% | -0.54% | -0.11% | 0.48% | 0.20% | -2.51% |
| 2021 | -0.30% | -0.08% | -0.10% | 0.01% | -0.09% | -0.10% | -0.10% | -0.10% | -0.20% | -0.31% | -0.21% | -0.16% | -1.73% |
Benchmark Metrics
Saratoga Investment Quality Bond Portfolio has an annualized alpha of 1.21%, beta of 0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 13, 2017.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (5.43%) than losses (4.76%) — typical of diversified or defensive assets.
- Beta of 0.01 may look defensive, but with R² of 0.00 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.00 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.21%
- Beta
- 0.01
- R²
- 0.00
- Upside Capture
- 5.43%
- Downside Capture
- 4.76%
Expense Ratio
SIBPX has a high expense ratio of 1.54%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SIBPX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Saratoga Investment Quality Bond Portfolio (SIBPX) and compare them to a chosen benchmark (S&P 500 Index).
| SIBPX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.90 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.39 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.40 | -0.13 |
Martin ratioReturn relative to average drawdown | 4.06 | 6.61 | -2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SIBPX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Saratoga Investment Quality Bond Portfolio provided a 2.20% dividend yield over the last twelve months, with an annual payout of $0.21 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.21 | $0.21 | $0.21 | $0.14 | $0.01 | $0.13 | $0.06 | $0.09 | $0.11 | $0.10 |
Dividend yield | 2.20% | 2.24% | 2.31% | 1.54% | 0.14% | 1.39% | 0.58% | 0.99% | 1.21% | 1.03% |
Monthly Dividends
The table displays the monthly dividend distributions for Saratoga Investment Quality Bond Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.01 | $0.02 | $0.02 | $0.02 | $0.01 | $0.02 | $0.01 | $0.02 | $0.02 | $0.07 | $0.21 |
| 2024 | $0.00 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.02 | $0.05 | $0.21 |
| 2023 | $0.01 | $0.01 | $0.01 | $0.02 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.01 | $0.14 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.13 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Saratoga Investment Quality Bond Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Saratoga Investment Quality Bond Portfolio was 5.57%, occurring on Oct 18, 2023. Recovery took 197 trading sessions.
The current Saratoga Investment Quality Bond Portfolio drawdown is 2.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.57% | Aug 7, 2020 | 805 | Oct 18, 2023 | 197 | Aug 1, 2024 | 1002 |
| -4.28% | Sep 17, 2024 | 81 | Jan 13, 2025 | 74 | Apr 30, 2025 | 155 |
| -3.5% | Mar 9, 2020 | 9 | Mar 19, 2020 | 34 | May 7, 2020 | 43 |
| -2.78% | Mar 2, 2026 | 19 | Mar 26, 2026 | — | — | — |
| -2.13% | Sep 11, 2017 | 172 | May 16, 2018 | 216 | Mar 27, 2019 | 388 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...