Correlation
The correlation between SABIX and VBR is 0.81, 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.
SABIX vs. VBR
Compare and contrast key facts about Saratoga Aggressive Balanced Allocation Portfolio (SABIX) and Vanguard Small-Cap Value ETF (VBR).
SABIX is managed by Saratoga. It was launched on Dec 28, 2017. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SABIX or VBR.
Performance
SABIX vs. VBR - Performance Comparison
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Key characteristics
SABIX:
0.51
VBR:
0.19
SABIX:
0.71
VBR:
0.43
SABIX:
1.10
VBR:
1.06
SABIX:
0.41
VBR:
0.17
SABIX:
1.34
VBR:
0.49
SABIX:
4.76%
VBR:
8.23%
SABIX:
14.53%
VBR:
21.77%
SABIX:
-25.38%
VBR:
-62.01%
SABIX:
-3.82%
VBR:
-11.98%
Returns By Period
In the year-to-date period, SABIX achieves a 2.21% return, which is significantly higher than VBR's -4.02% return.
SABIX
2.21%
4.25%
-2.82%
6.87%
5.10%
6.19%
N/A
VBR
-4.02%
4.80%
-11.53%
2.81%
6.39%
14.82%
7.81%
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SABIX vs. VBR - Expense Ratio Comparison
SABIX has a 0.99% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
SABIX vs. VBR — Risk-Adjusted Performance Rank
SABIX
VBR
SABIX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Aggressive Balanced Allocation Portfolio (SABIX) and Vanguard Small-Cap Value ETF (VBR). 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.
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Dividends
SABIX vs. VBR - Dividend Comparison
SABIX's dividend yield for the trailing twelve months is around 3.05%, more than VBR's 2.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABIX Saratoga Aggressive Balanced Allocation Portfolio | 3.05% | 3.12% | 2.82% | 7.12% | 9.63% | 1.82% | 3.72% | 3.07% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.23% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
Drawdowns
SABIX vs. VBR - Drawdown Comparison
The maximum SABIX drawdown since its inception was -25.38%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for SABIX and VBR.
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Volatility
SABIX vs. VBR - Volatility Comparison
The current volatility for Saratoga Aggressive Balanced Allocation Portfolio (SABIX) is 3.41%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 6.25%. This indicates that SABIX experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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