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LKSCX vs. SSCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LKSCX vs. SSCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LKCM Small Cap Equity Fund (LKSCX) and Saratoga Small Capitalization Portfolio (SSCPX). The values are adjusted to include any dividend payments, if applicable.

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LKSCX vs. SSCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LKSCX
LKCM Small Cap Equity Fund
-4.34%13.22%15.35%22.57%-22.14%14.54%34.70%22.68%-5.67%17.08%
SSCPX
Saratoga Small Capitalization Portfolio
-2.63%6.41%10.79%15.16%-17.56%24.53%25.39%23.71%-16.14%15.58%

Returns By Period

In the year-to-date period, LKSCX achieves a -4.34% return, which is significantly lower than SSCPX's -2.63% return. Over the past 10 years, LKSCX has outperformed SSCPX with an annualized return of 11.00%, while SSCPX has yielded a comparatively lower 9.16% annualized return.


LKSCX

1D
-1.60%
1M
-8.68%
YTD
-4.34%
6M
-0.15%
1Y
17.59%
3Y*
12.58%
5Y*
4.64%
10Y*
11.00%

SSCPX

1D
-1.77%
1M
-8.88%
YTD
-2.63%
6M
-3.54%
1Y
16.77%
3Y*
9.57%
5Y*
3.88%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LKSCX vs. SSCPX - Expense Ratio Comparison

LKSCX has a 1.03% expense ratio, which is lower than SSCPX's 1.70% expense ratio.


Return for Risk

LKSCX vs. SSCPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LKSCX
LKSCX Risk / Return Rank: 4040
Overall Rank
LKSCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
LKSCX Sortino Ratio Rank: 4141
Sortino Ratio Rank
LKSCX Omega Ratio Rank: 3434
Omega Ratio Rank
LKSCX Calmar Ratio Rank: 4343
Calmar Ratio Rank
LKSCX Martin Ratio Rank: 4444
Martin Ratio Rank

SSCPX
SSCPX Risk / Return Rank: 3434
Overall Rank
SSCPX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SSCPX Sortino Ratio Rank: 3232
Sortino Ratio Rank
SSCPX Omega Ratio Rank: 2626
Omega Ratio Rank
SSCPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
SSCPX Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LKSCX vs. SSCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LKCM Small Cap Equity Fund (LKSCX) 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.


LKSCXSSCPXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.72

+0.09

Sortino ratio

Return per unit of downside risk

1.28

1.14

+0.14

Omega ratio

Gain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratio

Return relative to maximum drawdown

1.11

1.17

-0.06

Martin ratio

Return relative to average drawdown

4.53

3.79

+0.74

LKSCX vs. SSCPX - Sharpe Ratio Comparison

The current LKSCX Sharpe Ratio is 0.81, which is comparable to the SSCPX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of LKSCX and SSCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LKSCXSSCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.72

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.18

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.40

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.36

+0.12

Correlation

The correlation between LKSCX and SSCPX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LKSCX vs. SSCPX - Dividend Comparison

LKSCX's dividend yield for the trailing twelve months is around 9.39%, more than SSCPX's 9.26% yield.


TTM20252024202320222021202020192018201720162015
LKSCX
LKCM Small Cap Equity Fund
9.39%8.98%7.27%2.77%2.43%15.70%3.86%5.24%20.61%19.58%15.37%14.66%
SSCPX
Saratoga Small Capitalization Portfolio
9.26%9.02%11.37%0.00%10.18%24.67%0.02%0.00%17.42%0.00%0.00%58.90%

Drawdowns

LKSCX vs. SSCPX - Drawdown Comparison

The maximum LKSCX drawdown since its inception was -59.07%, which is greater than SSCPX's maximum drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for LKSCX and SSCPX.


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Drawdown Indicators


LKSCXSSCPXDifference

Max Drawdown

Largest peak-to-trough decline

-59.07%

-53.65%

-5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-11.83%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-33.84%

-27.78%

-6.06%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

-43.59%

-0.06%

Current Drawdown

Current decline from peak

-9.90%

-11.54%

+1.64%

Average Drawdown

Average peak-to-trough decline

-9.44%

-10.30%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.66%

-0.28%

Volatility

LKSCX vs. SSCPX - Volatility Comparison

The current volatility for LKCM Small Cap Equity Fund (LKSCX) is 6.32%, while Saratoga Small Capitalization Portfolio (SSCPX) has a volatility of 7.50%. This indicates that LKSCX experiences smaller price fluctuations and is considered to be less risky 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


LKSCXSSCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

7.50%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

14.84%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

21.65%

22.41%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

22.10%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.10%

22.90%

+0.20%