RMBKX vs. SFPAX
RMBKX (RMB Mendon Financial Services Fund) and SFPAX (Saratoga Financial Service Fund) are both Financials Equities funds from BlackRock. Over the past 10 years, RMBKX returned 11.23%/yr vs 9.04%/yr for SFPAX. A 0.78 correlation means they provide meaningful diversification when combined. RMBKX charges 1.27%/yr vs 3.81%/yr for SFPAX.
Performance
RMBKX vs. SFPAX - Performance Comparison
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Returns By Period
Over the past 10 years, RMBKX has outperformed SFPAX with an annualized return of 11.23%, while SFPAX has yielded a comparatively lower 9.04% annualized return.
RMBKX
- 1D
- -0.68%
- 1M
- 2.93%
- 6M
- 17.21%
- YTD
- 18.29%
- 1Y
- 34.11%
- 3Y*
- 25.13%
- 5Y*
- 9.47%
- 10Y*
- 11.23%
SFPAX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.82%
- 3Y*
- 15.10%
- 5Y*
- 6.22%
- 10Y*
- 9.04%
RMBKX vs. SFPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMBKX RMB Mendon Financial Services Fund | 18.29% | 12.84% | 17.07% | 4.56% | -19.18% | 56.40% | -5.73% | 22.82% | -17.13% | 12.17% |
SFPAX Saratoga Financial Service Fund | 0.00% | 7.00% | 26.05% | 10.58% | -14.36% | 31.17% | -5.81% | 29.63% | -19.23% | 19.28% |
Correlation
The correlation between RMBKX and SFPAX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.78 |
Over the past year, the correlation between RMBKX and SFPAX has dropped to 0.42 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
RMBKX vs. SFPAX — Risk / Return Rank
RMBKX
SFPAX
RMBKX vs. SFPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RMB Mendon Financial Services Fund (RMBKX) and Saratoga Financial Service Fund (SFPAX). 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.
| RMBKX | SFPAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.98 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | -0.21 | +3.62 |
| Martin ratioReturn relative to average drawdown | 9.05 | -0.42 | +9.47 |
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Drawdowns
RMBKX vs. SFPAX - Drawdown Comparison
The maximum RMBKX drawdown since its inception was -55.45%, smaller than the maximum SFPAX drawdown of -71.98%. Use the drawdown chart below to compare losses from any high point for RMBKX and SFPAX.
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Drawdown Indicators
| RMBKX | SFPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -71.98% | +16.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -4.86% | -4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -17.92% | -7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -44.33% | -27.51% | -16.82% |
Max Drawdown (10Y)Largest decline over 10 years | -55.45% | -45.64% | -9.81% |
Current DrawdownCurrent decline from peak | -3.40% | -2.65% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -20.91% | +9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.32% | +1.25% |
Volatility
RMBKX vs. SFPAX - Volatility Comparison
RMB Mendon Financial Services Fund (RMBKX) has a higher volatility of 5.24% compared to Saratoga Financial Service Fund (SFPAX) at 0.00%. This indicates that RMBKX's price experiences larger fluctuations and is considered to be riskier than SFPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMBKX | SFPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 0.00% | +5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.16% | 1.96% | +12.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.53% | 9.20% | +11.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.73% | 18.73% | +6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.16% | 22.51% | +4.65% |
RMBKX vs. SFPAX - Expense Ratio Comparison
RMBKX has a 1.27% expense ratio, which is lower than SFPAX's 3.81% expense ratio.
Dividends
RMBKX vs. SFPAX - Dividend Comparison
RMBKX's dividend yield for the trailing twelve months is around 5.26%, while SFPAX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RMBKX RMB Mendon Financial Services Fund | 5.26% | 6.22% | 1.90% | 1.29% | 17.29% | 1.35% | 0.00% | 0.85% | 5.39% | 6.63% | 1.50% |
SFPAX Saratoga Financial Service Fund | 0.00% | 0.00% | 5.91% | 5.05% | 5.71% | 5.03% | 4.18% | 7.10% | 22.58% | 0.00% | 0.00% |
Frequently Asked Questions
RMBKX and SFPAX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMBKX has higher volatility (5.24%) compared to SFPAX (0.00%). In terms of maximum drawdown, RMBKX dropped -55.45% vs SFPAX's -71.98%.
RMBKX currently has the higher Sharpe Ratio (1.58 vs -0.11), 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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