SABIX vs. SMICX
Compare and contrast key facts about Saratoga Aggressive Balanced Allocation Portfolio (SABIX) and Saratoga Moderately Conservative Balanced Allocation Portfolio (SMICX).
SABIX is managed by Saratoga. It was launched on Dec 28, 2017. SMICX is managed by Saratoga. It was launched on Dec 28, 2017.
Performance
SABIX vs. SMICX - Performance Comparison
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SABIX vs. SMICX - 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% |
SMICX Saratoga Moderately Conservative Balanced Allocation Portfolio | -2.27% | 12.07% | 11.02% | 12.83% | -9.82% | 11.85% | 9.22% | 16.62% | -7.97% |
Returns By Period
In the year-to-date period, SABIX achieves a -3.06% return, which is significantly lower than SMICX's -2.27% return.
SABIX
- 1D
- 2.35%
- 1M
- -5.09%
- YTD
- -3.06%
- 6M
- -1.49%
- 1Y
- 12.33%
- 3Y*
- 11.25%
- 5Y*
- 6.26%
- 10Y*
- —
SMICX
- 1D
- 1.90%
- 1M
- -4.27%
- YTD
- -2.27%
- 6M
- -0.92%
- 1Y
- 11.36%
- 3Y*
- 10.04%
- 5Y*
- 5.61%
- 10Y*
- —
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SABIX vs. SMICX - Expense Ratio Comparison
Both SABIX and SMICX have an expense ratio of 0.99%.
Return for Risk
SABIX vs. SMICX — Risk / Return Rank
SABIX
SMICX
SABIX vs. SMICX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Aggressive Balanced Allocation Portfolio (SABIX) and Saratoga Moderately Conservative Balanced Allocation Portfolio (SMICX). 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 | SMICX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.10 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.63 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.60 | -0.33 |
Martin ratioReturn relative to average drawdown | 5.39 | 6.32 | -0.92 |
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 | SMICX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.10 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.58 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.55 | -0.07 |
Correlation
The correlation between SABIX and SMICX is 0.99, 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. SMICX - Dividend Comparison
SABIX's dividend yield for the trailing twelve months is around 10.14%, less than SMICX's 11.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SABIX Saratoga Aggressive Balanced Allocation Portfolio | 10.14% | 9.83% | 3.12% | 2.81% | 7.12% | 9.63% | 1.82% | 3.72% | 3.06% |
SMICX Saratoga Moderately Conservative Balanced Allocation Portfolio | 11.40% | 11.14% | 4.00% | 0.87% | 7.81% | 11.59% | 1.39% | 3.45% | 2.95% |
Drawdowns
SABIX vs. SMICX - Drawdown Comparison
The maximum SABIX drawdown since its inception was -29.06%, which is greater than SMICX's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for SABIX and SMICX.
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Drawdown Indicators
| SABIX | SMICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.06% | -22.85% | -6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -6.85% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.20% | -14.24% | -2.96% |
Current DrawdownCurrent decline from peak | -5.70% | -4.87% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -3.44% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.73% | +0.38% |
Volatility
SABIX vs. SMICX - Volatility Comparison
Saratoga Aggressive Balanced Allocation Portfolio (SABIX) has a higher volatility of 4.83% compared to Saratoga Moderately Conservative Balanced Allocation Portfolio (SMICX) at 4.04%. This indicates that SABIX's price experiences larger fluctuations and is considered to be riskier than SMICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SABIX | SMICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.04% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 6.62% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 10.76% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 9.79% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.37% | 11.15% | +3.22% |