SAMIX vs. AAAAX
Compare and contrast key facts about Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
SAMIX is managed by Saratoga. It was launched on Dec 28, 2017. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
SAMIX vs. AAAAX - Performance Comparison
Loading graphics...
SAMIX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SAMIX Saratoga Moderately Aggressive Balanced Allocation Portfolio | -4.90% | 12.60% | 11.53% | 13.68% | -10.56% | 14.08% | 9.36% | 17.88% | -7.54% |
AAAAX DWS RREEF Real Assets Fund - Class A | 8.59% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% |
Returns By Period
In the year-to-date period, SAMIX achieves a -4.90% return, which is significantly lower than AAAAX's 8.59% return.
SAMIX
- 1D
- -0.35%
- 1M
- -6.83%
- YTD
- -4.90%
- 6M
- -3.26%
- 1Y
- 9.50%
- 3Y*
- 9.74%
- 5Y*
- 5.62%
- 10Y*
- —
AAAAX
- 1D
- 0.36%
- 1M
- -4.37%
- YTD
- 8.59%
- 6M
- 10.72%
- 1Y
- 16.80%
- 3Y*
- 9.80%
- 5Y*
- 6.74%
- 10Y*
- 7.28%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SAMIX vs. AAAAX - Expense Ratio Comparison
SAMIX has a 0.99% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
SAMIX vs. AAAAX — Risk / Return Rank
SAMIX
AAAAX
SAMIX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) 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.
| SAMIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.49 | -0.68 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.00 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.30 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.80 | -0.76 |
Martin ratioReturn relative to average drawdown | 4.33 | 9.69 | -5.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SAMIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.49 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.56 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.38 | +0.12 |
Correlation
The correlation between SAMIX 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
SAMIX vs. AAAAX - Dividend Comparison
SAMIX's dividend yield for the trailing twelve months is around 10.79%, more than AAAAX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMIX Saratoga Moderately Aggressive Balanced Allocation Portfolio | 10.79% | 10.26% | 3.60% | 2.78% | 5.82% | 8.13% | 1.66% | 2.44% | 3.03% | 0.00% | 0.00% | 0.00% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.26% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
SAMIX vs. AAAAX - Drawdown Comparison
The maximum SAMIX drawdown since its inception was -26.06%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SAMIX and AAAAX.
Loading graphics...
Drawdown Indicators
| SAMIX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.06% | -40.47% | +14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.90% | -9.55% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -15.54% | -22.62% | +7.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.41% | — |
Current DrawdownCurrent decline from peak | -7.29% | -4.57% | -2.72% |
Average DrawdownAverage peak-to-trough decline | -3.85% | -6.89% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.77% | +0.12% |
Volatility
SAMIX vs. AAAAX - Volatility Comparison
Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) has a higher volatility of 3.65% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.03%. This indicates that SAMIX'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.
Loading graphics...
Volatility by Period
| SAMIX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 3.03% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.15% | 7.22% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 11.60% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.01% | 12.18% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 12.66% | +0.03% |