FAMFX vs. SSCPX
FAMFX (FAM Small Cap Fund) and SSCPX (Saratoga Small Capitalization Portfolio) are both Small Cap Growth Equities funds. Over the past 10 years, FAMFX returned 7.52%/yr vs 10.81%/yr for SSCPX. Their correlation of 0.84 means they have usually moved in the same direction. FAMFX charges 1.27%/yr vs 1.70%/yr for SSCPX.
Performance
FAMFX vs. SSCPX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMFX achieves a 2.91% return, which is significantly lower than SSCPX's 18.83% return. Over the past 10 years, FAMFX has underperformed SSCPX with an annualized return of 7.52%, while SSCPX has yielded a comparatively higher 10.81% annualized return.
FAMFX
- 1D
- 0.69%
- 1M
- 2.23%
- 6M
- 2.82%
- YTD
- 2.91%
- 1Y
- -2.51%
- 3Y*
- 2.88%
- 5Y*
- 2.93%
- 10Y*
- 7.52%
- ALL TIME*
- 9.29%
SSCPX
- 1D
- -0.37%
- 1M
- -5.24%
- 6M
- 10.75%
- YTD
- 18.83%
- 1Y
- 29.40%
- 3Y*
- 13.26%
- 5Y*
- 7.65%
- 10Y*
- 10.81%
- ALL TIME*
- 8.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FAMFX FAM Small Cap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
FAMFX vs. SSCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMFX FAM Small Cap Fund | 2.91% | -11.60% | 12.43% | 20.10% | -12.42% | 27.72% | 10.10% | 26.89% | -8.54% | 4.56% |
SSCPX Saratoga Small Capitalization Portfolio | 18.83% | 6.41% | 10.79% | 15.16% | -17.56% | 24.53% | 25.39% | 23.71% | -16.14% | 15.58% |
Correlation
The correlation between FAMFX and SSCPX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2012 | 0.84 |
Over the past year, the correlation between FAMFX and SSCPX has dropped to 0.48 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
FAMFX vs. SSCPX — Risk / Return Rank
FAMFX
SSCPX
FAMFX vs. SSCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Small Cap Fund (FAMFX) and Saratoga Small Capitalization Portfolio (SSCPX). 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.
| FAMFX | SSCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.22 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.30 | -2.48 |
| Martin ratioReturn relative to average drawdown | -0.32 | 7.00 | -7.31 |
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Drawdowns
FAMFX vs. SSCPX - Drawdown Comparison
The maximum FAMFX drawdown since its inception was -39.66%, smaller than the maximum SSCPX drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for FAMFX and SSCPX.
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Drawdown Indicators
| FAMFX | SSCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.66% | -53.65% | +13.99% |
Max Drawdown (1Y)Largest decline over 1 year | -21.49% | -11.54% | -9.95% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -27.78% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -28.71% | -27.78% | -0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -39.66% | -43.59% | +3.93% |
Current DrawdownCurrent decline from peak | -16.38% | -8.44% | -7.94% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -10.21% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.17% | 3.79% | +8.38% |
Volatility
FAMFX vs. SSCPX - Volatility Comparison
FAM Small Cap Fund (FAMFX) has a higher volatility of 6.60% compared to Saratoga Small Capitalization Portfolio (SSCPX) at 6.17%. This indicates that FAMFX's price experiences larger fluctuations and is considered to be riskier than SSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAMFX | SSCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 6.17% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.92% | 16.05% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.36% | 20.91% | -2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 22.23% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 23.06% | -3.49% |
FAMFX vs. SSCPX - Expense Ratio Comparison
FAMFX has a 1.27% expense ratio, which is lower than SSCPX's 1.70% expense ratio.
Dividends
FAMFX vs. SSCPX - Dividend Comparison
FAMFX's dividend yield for the trailing twelve months is around 3.31%, less than SSCPX's 7.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMFX FAM Small Cap Fund | 3.31% | 3.41% | 4.43% | 6.44% | 0.36% | 6.55% | 0.00% | 0.47% | 10.85% | 2.15% | 2.99% | 0.24% |
SSCPX Saratoga Small Capitalization Portfolio | 7.59% | 9.02% | 11.37% | 0.00% | 10.18% | 24.67% | 0.02% | 0.00% | 17.42% | 0.00% | 0.00% | 58.90% |
Frequently Asked Questions
FAMFX and SSCPX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMFX has higher volatility (6.60%) compared to SSCPX (6.17%). In terms of maximum drawdown, FAMFX dropped -39.66% vs SSCPX's -53.65%.
SSCPX currently has the higher Sharpe Ratio (1.27 vs -0.21), 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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