SABIX vs. AAAAX
Compare and contrast key facts about Saratoga Aggressive Balanced Allocation Portfolio (SABIX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
SABIX is managed by Saratoga. It was launched on Dec 28, 2017. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
SABIX vs. AAAAX - Performance Comparison
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SABIX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SABIX Saratoga Aggressive Balanced Allocation Portfolio | -3.06% | 13.01% | 12.49% | 15.20% | -11.36% | 14.93% | 9.53% | 18.72% | -8.74% |
AAAAX DWS RREEF Real Assets Fund - Class A | 9.77% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.46% |
Returns By Period
In the year-to-date period, SABIX achieves a -3.06% return, which is significantly lower than AAAAX's 9.77% return.
SABIX
- 1D
- 2.35%
- 1M
- -5.09%
- YTD
- -3.06%
- 6M
- -1.49%
- 1Y
- 12.33%
- 3Y*
- 11.25%
- 5Y*
- 6.26%
- 10Y*
- —
AAAAX
- 1D
- 1.09%
- 1M
- -3.53%
- YTD
- 9.77%
- 6M
- 11.84%
- 1Y
- 17.50%
- 3Y*
- 10.19%
- 5Y*
- 6.78%
- 10Y*
- 7.40%
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SABIX vs. AAAAX - Expense Ratio Comparison
SABIX has a 0.99% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
SABIX vs. AAAAX — Risk / Return Rank
SABIX
AAAAX
SABIX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Aggressive Balanced Allocation Portfolio (SABIX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| SABIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.57 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.11 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.91 | -0.65 |
Martin ratioReturn relative to average drawdown | 5.39 | 10.22 | -4.82 |
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
| SABIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.57 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.56 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.38 | +0.09 |
Correlation
The correlation between SABIX and AAAAX is 0.73, 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
SABIX vs. AAAAX - Dividend Comparison
SABIX's dividend yield for the trailing twelve months is around 10.14%, more than AAAAX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABIX Saratoga Aggressive Balanced Allocation Portfolio | 10.14% | 9.83% | 3.12% | 2.81% | 7.12% | 9.63% | 1.82% | 3.72% | 3.06% | 0.00% | 0.00% | 0.00% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.23% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
SABIX vs. AAAAX - Drawdown Comparison
The maximum SABIX drawdown since its inception was -29.06%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SABIX and AAAAX.
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Drawdown Indicators
| SABIX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.06% | -40.47% | +11.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -9.55% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -17.20% | -22.62% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.41% | — |
Current DrawdownCurrent decline from peak | -5.70% | -3.53% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -6.89% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.79% | +0.32% |
Volatility
SABIX vs. AAAAX - Volatility Comparison
Saratoga Aggressive Balanced Allocation Portfolio (SABIX) has a higher volatility of 4.83% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.27%. This indicates that SABIX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SABIX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 3.27% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 7.26% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 11.62% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 12.19% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.37% | 12.66% | +1.71% |