SAMIX vs. VBR
Compare and contrast key facts about Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) and Vanguard Small-Cap Value ETF (VBR).
SAMIX 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: SAMIX or VBR.
Correlation
The correlation between SAMIX and VBR is 0.87, 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.
Performance
SAMIX vs. VBR - Performance Comparison
Key characteristics
SAMIX:
1.01
VBR:
0.92
SAMIX:
1.43
VBR:
1.39
SAMIX:
1.18
VBR:
1.17
SAMIX:
1.07
VBR:
1.49
SAMIX:
4.24
VBR:
3.66
SAMIX:
2.27%
VBR:
3.94%
SAMIX:
9.54%
VBR:
15.80%
SAMIX:
-22.85%
VBR:
-62.01%
SAMIX:
-3.36%
VBR:
-6.46%
Returns By Period
In the year-to-date period, SAMIX achieves a 2.71% return, which is significantly higher than VBR's 2.00% return.
SAMIX
2.71%
-0.49%
4.07%
10.61%
4.26%
N/A
VBR
2.00%
-2.70%
5.84%
14.93%
10.46%
8.65%
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SAMIX vs. VBR - Expense Ratio Comparison
SAMIX has a 0.99% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
SAMIX vs. VBR — Risk-Adjusted Performance Rank
SAMIX
VBR
SAMIX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) 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.
Dividends
SAMIX vs. VBR - Dividend Comparison
SAMIX's dividend yield for the trailing twelve months is around 1.78%, less than VBR's 1.94% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMIX Saratoga Moderately Aggressive Balanced Allocation Portfolio | 1.78% | 1.83% | 1.23% | 0.00% | 3.09% | 0.75% | 2.38% | 3.03% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.94% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
Drawdowns
SAMIX vs. VBR - Drawdown Comparison
The maximum SAMIX drawdown since its inception was -22.85%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for SAMIX and VBR. For additional features, visit the drawdowns tool.
Volatility
SAMIX vs. VBR - Volatility Comparison
The current volatility for Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) is 2.21%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 3.10%. This indicates that SAMIX 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.