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LSSIX vs. SSCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSSIX vs. SSCPX - Performance Comparison

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

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LSSIX vs. SSCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSSIX
Loomis Sayles Small Cap Growth Fund
-3.32%3.57%14.94%11.92%-22.93%9.91%34.15%26.59%0.18%26.85%
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, LSSIX achieves a -3.32% return, which is significantly lower than SSCPX's -2.63% return. Over the past 10 years, LSSIX has outperformed SSCPX with an annualized return of 10.01%, while SSCPX has yielded a comparatively lower 9.16% annualized return.


LSSIX

1D
-1.74%
1M
-9.12%
YTD
-3.32%
6M
-2.91%
1Y
12.25%
3Y*
7.26%
5Y*
1.17%
10Y*
10.01%

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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LSSIX vs. SSCPX - Expense Ratio Comparison

LSSIX has a 0.92% expense ratio, which is lower than SSCPX's 1.70% expense ratio.


Return for Risk

LSSIX vs. SSCPX — Risk / Return Rank

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

LSSIX
LSSIX Risk / Return Rank: 1212
Overall Rank
LSSIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
LSSIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
LSSIX Omega Ratio Rank: 1717
Omega Ratio Rank
LSSIX Calmar Ratio Rank: 55
Calmar Ratio Rank
LSSIX Martin Ratio Rank: 55
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.

LSSIX vs. SSCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Small Cap Growth Fund (LSSIX) 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.


LSSIXSSCPXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.72

-0.28

Sortino ratio

Return per unit of downside risk

0.83

1.14

-0.31

Omega ratio

Gain probability vs. loss probability

1.11

1.14

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.09

1.17

-1.26

Martin ratio

Return relative to average drawdown

-0.29

3.79

-4.08

LSSIX vs. SSCPX - Sharpe Ratio Comparison

The current LSSIX Sharpe Ratio is 0.44, which is lower than the SSCPX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of LSSIX 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


LSSIXSSCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.72

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.18

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.40

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.36

-0.08

Correlation

The correlation between LSSIX and SSCPX is 0.86, 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

LSSIX vs. SSCPX - Dividend Comparison

LSSIX's dividend yield for the trailing twelve months is around 7.89%, less than SSCPX's 9.26% yield.


TTM20252024202320222021202020192018201720162015
LSSIX
Loomis Sayles Small Cap Growth Fund
7.89%7.62%3.64%2.34%3.02%20.23%1.76%8.86%11.30%12.61%0.00%7.91%
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

LSSIX vs. SSCPX - Drawdown Comparison

The maximum LSSIX drawdown since its inception was -83.41%, which is greater than SSCPX's maximum drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for LSSIX and SSCPX.


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Drawdown Indicators


LSSIXSSCPXDifference

Max Drawdown

Largest peak-to-trough decline

-83.41%

-53.65%

-29.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.96%

-11.83%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-37.42%

-27.78%

-9.64%

Max Drawdown (10Y)

Largest decline over 10 years

-38.52%

-43.59%

+5.07%

Current Drawdown

Current decline from peak

-10.77%

-11.54%

+0.77%

Average Drawdown

Average peak-to-trough decline

-34.70%

-10.30%

-24.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

3.66%

+3.66%

Volatility

LSSIX vs. SSCPX - Volatility Comparison

Loomis Sayles Small Cap Growth Fund (LSSIX) and Saratoga Small Capitalization Portfolio (SSCPX) have volatilities of 7.42% and 7.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSSIXSSCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

7.50%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

14.84%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

26.08%

22.41%

+3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.27%

22.10%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

22.90%

-0.23%