SAMIX vs. PUDZX
Compare and contrast key facts about Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) and PGIM Real Assets Fund (PUDZX).
SAMIX is managed by Saratoga. It was launched on Dec 28, 2017. PUDZX is managed by PGIM. It was launched on Dec 29, 2010.
Performance
SAMIX vs. PUDZX - Performance Comparison
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SAMIX vs. PUDZX - 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% |
PUDZX PGIM Real Assets Fund | 9.23% | 13.40% | 8.61% | 3.26% | -2.76% | 18.49% | 4.84% | 16.29% | -9.20% |
Returns By Period
In the year-to-date period, SAMIX achieves a -4.90% return, which is significantly lower than PUDZX's 9.23% return.
SAMIX
- 1D
- -0.35%
- 1M
- -6.83%
- YTD
- -4.90%
- 6M
- -3.26%
- 1Y
- 9.50%
- 3Y*
- 9.74%
- 5Y*
- 5.62%
- 10Y*
- —
PUDZX
- 1D
- 0.29%
- 1M
- -1.98%
- YTD
- 9.23%
- 6M
- 11.45%
- 1Y
- 18.68%
- 3Y*
- 11.54%
- 5Y*
- 9.22%
- 10Y*
- 6.92%
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SAMIX vs. PUDZX - Expense Ratio Comparison
SAMIX has a 0.99% expense ratio, which is higher than PUDZX's 0.25% expense ratio.
Return for Risk
SAMIX vs. PUDZX — Risk / Return Rank
SAMIX
PUDZX
SAMIX vs. PUDZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) and PGIM Real Assets Fund (PUDZX). 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 | PUDZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.98 | -1.17 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.57 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.40 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 2.35 | -1.32 |
Martin ratioReturn relative to average drawdown | 4.33 | 13.15 | -8.82 |
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
| SAMIX | PUDZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.98 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.88 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.52 | -0.02 |
Correlation
The correlation between SAMIX and PUDZX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SAMIX vs. PUDZX - Dividend Comparison
SAMIX's dividend yield for the trailing twelve months is around 10.79%, more than PUDZX's 8.17% 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% |
PUDZX PGIM Real Assets Fund | 8.17% | 8.93% | 6.67% | 3.66% | 9.10% | 13.00% | 4.94% | 3.40% | 2.14% | 2.10% | 1.39% | 1.72% |
Drawdowns
SAMIX vs. PUDZX - Drawdown Comparison
The maximum SAMIX drawdown since its inception was -26.06%, which is greater than PUDZX's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for SAMIX and PUDZX.
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Drawdown Indicators
| SAMIX | PUDZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.06% | -21.53% | -4.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.90% | -8.20% | +0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -15.54% | -17.98% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.53% | — |
Current DrawdownCurrent decline from peak | -7.29% | -2.44% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -3.85% | -5.31% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.47% | +0.42% |
Volatility
SAMIX vs. PUDZX - Volatility Comparison
Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) has a higher volatility of 3.65% compared to PGIM Real Assets Fund (PUDZX) at 2.60%. This indicates that SAMIX's price experiences larger fluctuations and is considered to be riskier than PUDZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAMIX | PUDZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 2.60% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.15% | 6.24% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 9.70% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.01% | 10.58% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 9.70% | +2.99% |