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LUNAX vs. STPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LUNAX vs. STPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saratoga Conservative Balanced Allocation Portfolio (LUNAX) and Saratoga Technology & Communications Portfolio (STPAX). The values are adjusted to include any dividend payments, if applicable.

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LUNAX vs. STPAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LUNAX
Saratoga Conservative Balanced Allocation Portfolio
-3.56%10.95%8.76%9.89%-8.78%10.51%7.46%14.09%-5.55%
STPAX
Saratoga Technology & Communications Portfolio
-13.24%16.20%20.02%45.01%-31.89%16.54%26.75%45.00%-4.31%

Returns By Period

In the year-to-date period, LUNAX achieves a -3.56% return, which is significantly higher than STPAX's -13.24% return.


LUNAX

1D
-0.28%
1M
-5.16%
YTD
-3.56%
6M
-2.10%
1Y
7.88%
3Y*
7.71%
5Y*
4.43%
10Y*

STPAX

1D
-0.28%
1M
-7.59%
YTD
-13.24%
6M
-11.57%
1Y
9.86%
3Y*
14.93%
5Y*
5.91%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LUNAX vs. STPAX - Expense Ratio Comparison

LUNAX has a 0.99% expense ratio, which is lower than STPAX's 2.53% expense ratio.


Return for Risk

LUNAX vs. STPAX — Risk / Return Rank

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

LUNAX
LUNAX Risk / Return Rank: 5353
Overall Rank
LUNAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LUNAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
LUNAX Omega Ratio Rank: 4646
Omega Ratio Rank
LUNAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
LUNAX Martin Ratio Rank: 5656
Martin Ratio Rank

STPAX
STPAX Risk / Return Rank: 1616
Overall Rank
STPAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
STPAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
STPAX Omega Ratio Rank: 1717
Omega Ratio Rank
STPAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
STPAX Martin Ratio Rank: 1515
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.

LUNAX vs. STPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Conservative Balanced Allocation Portfolio (LUNAX) and Saratoga Technology & Communications Portfolio (STPAX). 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.


LUNAXSTPAXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.44

+0.59

Sortino ratio

Return per unit of downside risk

1.51

0.79

+0.72

Omega ratio

Gain probability vs. loss probability

1.20

1.11

+0.09

Calmar ratio

Return relative to maximum drawdown

1.33

0.45

+0.88

Martin ratio

Return relative to average drawdown

5.48

1.53

+3.95

LUNAX vs. STPAX - Sharpe Ratio Comparison

The current LUNAX Sharpe Ratio is 1.03, which is higher than the STPAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of LUNAX and STPAX, 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


LUNAXSTPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.44

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.27

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.23

+0.34

Correlation

The correlation between LUNAX and STPAX is 0.84, 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. STPAX - Dividend Comparison

LUNAX's dividend yield for the trailing twelve months is around 9.71%, less than STPAX's 19.94% yield.


TTM20252024202320222021202020192018201720162015
LUNAX
Saratoga Conservative Balanced Allocation Portfolio
9.71%9.36%3.54%2.54%4.91%7.81%0.46%3.57%2.14%0.00%0.00%0.00%
STPAX
Saratoga Technology & Communications Portfolio
19.94%17.30%13.90%7.63%22.55%13.94%14.21%12.52%4.84%8.32%9.28%12.58%

Drawdowns

LUNAX vs. STPAX - Drawdown Comparison

The maximum LUNAX drawdown since its inception was -18.47%, smaller than the maximum STPAX drawdown of -94.25%. Use the drawdown chart below to compare losses from any high point for LUNAX and STPAX.


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Drawdown Indicators


LUNAXSTPAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.47%

-94.25%

+75.78%

Max Drawdown (1Y)

Largest decline over 1 year

-5.41%

-15.49%

+10.08%

Max Drawdown (5Y)

Largest decline over 5 years

-11.78%

-37.07%

+25.29%

Max Drawdown (10Y)

Largest decline over 10 years

-37.07%

Current Drawdown

Current decline from peak

-5.41%

-15.49%

+10.08%

Average Drawdown

Average peak-to-trough decline

-2.89%

-59.11%

+56.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

4.54%

-3.23%

Volatility

LUNAX vs. STPAX - Volatility Comparison

The current volatility for Saratoga Conservative Balanced Allocation Portfolio (LUNAX) is 2.66%, while Saratoga Technology & Communications Portfolio (STPAX) has a volatility of 5.08%. This indicates that LUNAX experiences smaller price fluctuations and is considered to be less risky than STPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUNAXSTPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

5.08%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

4.83%

12.41%

-7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

7.82%

22.65%

-14.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.41%

21.65%

-14.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.76%

21.95%

-13.19%