LUNAX vs. SAMIX
Compare and contrast key facts about Saratoga Conservative Balanced Allocation Portfolio (LUNAX) and Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX).
LUNAX is managed by Saratoga. It was launched on Dec 28, 2017. SAMIX is managed by Saratoga. It was launched on Dec 28, 2017.
Performance
LUNAX vs. SAMIX - Performance Comparison
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LUNAX vs. SAMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LUNAX Saratoga Conservative Balanced Allocation Portfolio | -3.56% | 10.95% | 8.76% | 9.89% | -8.78% | 10.51% | 7.46% | 14.09% | -5.55% |
SAMIX Saratoga Moderately Aggressive Balanced Allocation Portfolio | -4.90% | 12.60% | 11.53% | 13.68% | -10.56% | 14.08% | 9.36% | 17.88% | -8.55% |
Returns By Period
In the year-to-date period, LUNAX achieves a -3.56% return, which is significantly higher than SAMIX's -4.90% return.
LUNAX
- 1D
- -0.28%
- 1M
- -5.16%
- YTD
- -3.56%
- 6M
- -2.10%
- 1Y
- 7.88%
- 3Y*
- 7.71%
- 5Y*
- 4.43%
- 10Y*
- —
SAMIX
- 1D
- -0.35%
- 1M
- -6.83%
- YTD
- -4.90%
- 6M
- -3.26%
- 1Y
- 9.50%
- 3Y*
- 9.74%
- 5Y*
- 5.62%
- 10Y*
- —
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LUNAX vs. SAMIX - Expense Ratio Comparison
Both LUNAX and SAMIX have an expense ratio of 0.99%.
Return for Risk
LUNAX vs. SAMIX — Risk / Return Rank
LUNAX
SAMIX
LUNAX vs. SAMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Conservative Balanced Allocation Portfolio (LUNAX) and Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX). 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.
| LUNAX | SAMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.81 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.21 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.04 | +0.29 |
Martin ratioReturn relative to average drawdown | 5.48 | 4.33 | +1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LUNAX | SAMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.81 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.51 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.50 | +0.08 |
Correlation
The correlation between LUNAX and SAMIX is 0.98, 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
LUNAX vs. SAMIX - Dividend Comparison
LUNAX's dividend yield for the trailing twelve months is around 9.71%, less than SAMIX's 10.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LUNAX Saratoga Conservative Balanced Allocation Portfolio | 9.71% | 9.36% | 3.54% | 2.54% | 4.91% | 7.81% | 0.46% | 3.57% | 2.14% |
SAMIX Saratoga Moderately Aggressive Balanced Allocation Portfolio | 10.79% | 10.26% | 3.60% | 2.78% | 5.82% | 8.13% | 1.66% | 2.44% | 3.03% |
Drawdowns
LUNAX vs. SAMIX - Drawdown Comparison
The maximum LUNAX drawdown since its inception was -18.47%, smaller than the maximum SAMIX drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for LUNAX and SAMIX.
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Drawdown Indicators
| LUNAX | SAMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -26.06% | +7.59% |
Max Drawdown (1Y)Largest decline over 1 year | -5.41% | -7.90% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -11.78% | -15.54% | +3.76% |
Current DrawdownCurrent decline from peak | -5.41% | -7.29% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -3.85% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 1.89% | -0.58% |
Volatility
LUNAX vs. SAMIX - Volatility Comparison
The current volatility for Saratoga Conservative Balanced Allocation Portfolio (LUNAX) is 2.66%, while Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) has a volatility of 3.65%. This indicates that LUNAX experiences smaller price fluctuations and is considered to be less risky than SAMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LUNAX | SAMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 3.65% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 4.83% | 7.15% | -2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.82% | 12.02% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.41% | 11.01% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.76% | 12.69% | -3.93% |