SAMIX vs. BRUFX
SAMIX (Saratoga Moderately Aggressive Balanced Allocation Portfolio) and BRUFX (Bruce Fund) are both Diversified Portfolio funds. Over the past 5 years, SAMIX returned 6.49%/yr vs 5.98%/yr for BRUFX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. SAMIX charges 0.99%/yr vs 0.68%/yr for BRUFX.
Performance
SAMIX vs. BRUFX - Performance Comparison
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Returns By Period
In the year-to-date period, SAMIX achieves a 3.57% return, which is significantly lower than BRUFX's 16.02% return.
SAMIX
- 1D
- 1.22%
- 1M
- -2.12%
- 6M
- 2.21%
- YTD
- 3.57%
- 1Y
- 9.38%
- 3Y*
- 10.84%
- 5Y*
- 6.49%
- 10Y*
- —
- ALL TIME*
- 7.08%
BRUFX
- 1D
- -0.39%
- 1M
- 0.09%
- 6M
- 11.25%
- YTD
- 16.02%
- 1Y
- 29.17%
- 3Y*
- 12.15%
- 5Y*
- 5.98%
- 10Y*
- 7.56%
- ALL TIME*
- 9.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BRUFX Bruce Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
SAMIX vs. BRUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAMIX Saratoga Moderately Aggressive Balanced Allocation Portfolio | 3.57% | 12.60% | 11.53% | 13.68% | -10.56% | 14.08% | 9.36% | 17.88% | -7.54% | 0.00% |
BRUFX Bruce Fund | 16.02% | 14.89% | 4.45% | -0.74% | -8.80% | 17.35% | 12.06% | 22.42% | -3.99% | -0.08% |
Correlation
The correlation between SAMIX and BRUFX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2017 | 0.68 |
The correlation between SAMIX and BRUFX shifts across timeframes, from 0.48 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SAMIX vs. BRUFX — Risk / Return Rank
SAMIX
BRUFX
SAMIX vs. BRUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) and Bruce Fund (BRUFX). 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.
| SAMIX | BRUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.49 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.78 | -2.62 |
| Martin ratioReturn relative to average drawdown | 4.54 | 17.01 | -12.47 |
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Drawdowns
SAMIX vs. BRUFX - Drawdown Comparison
The maximum SAMIX drawdown since its inception was -26.06%, smaller than the maximum BRUFX drawdown of -44.50%. Use the drawdown chart below to compare losses from any high point for SAMIX and BRUFX.
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Drawdown Indicators
| SAMIX | BRUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.06% | -44.50% | +18.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.29% | -7.67% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -12.90% | -9.66% | -3.24% |
Max Drawdown (5Y)Largest decline over 5 years | -15.54% | -17.91% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.44% | — |
Current DrawdownCurrent decline from peak | -3.63% | -1.71% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -9.04% | +5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.70% | +0.15% |
Volatility
SAMIX vs. BRUFX - Volatility Comparison
Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) has a higher volatility of 3.14% compared to Bruce Fund (BRUFX) at 2.42%. This indicates that SAMIX's price experiences larger fluctuations and is considered to be riskier than BRUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAMIX | BRUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 2.42% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 8.50% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.46% | 10.65% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.24% | 10.58% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.66% | 11.65% | +1.01% |
SAMIX vs. BRUFX - Expense Ratio Comparison
SAMIX has a 0.99% expense ratio, which is higher than BRUFX's 0.68% expense ratio.
Dividends
SAMIX vs. BRUFX - Dividend Comparison
SAMIX's dividend yield for the trailing twelve months is around 9.90%, more than BRUFX's 5.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRUFX Bruce Fund | 5.48% | 6.35% | 5.01% | 6.46% | 13.31% | 9.25% | 5.83% | 2.03% | 2.49% | 4.11% | 6.26% | 4.63% |
SAMIX Saratoga Moderately Aggressive Balanced Allocation Portfolio | 9.90% | 10.26% | 3.60% | 2.78% | 5.82% | 8.13% | 1.66% | 2.44% | 3.03% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SAMIX and BRUFX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAMIX has higher volatility (3.14%) compared to BRUFX (2.42%). In terms of maximum drawdown, SAMIX dropped -26.06% vs BRUFX's -44.50%.
BRUFX currently has the higher Sharpe Ratio (2.73 vs 0.81), 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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