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 CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
SAMIX vs. VBR - Performance Comparison
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SAMIX vs. VBR - 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% |
VBR Vanguard Small-Cap Value ETF | 3.17% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% |
Returns By Period
In the year-to-date period, SAMIX achieves a -4.90% return, which is significantly lower than VBR's 3.17% return.
SAMIX
- 1D
- -0.35%
- 1M
- -6.83%
- YTD
- -4.90%
- 6M
- -3.26%
- 1Y
- 9.50%
- 3Y*
- 9.74%
- 5Y*
- 5.62%
- 10Y*
- —
VBR
- 1D
- 2.34%
- 1M
- -4.96%
- YTD
- 3.17%
- 6M
- 5.21%
- 1Y
- 18.95%
- 3Y*
- 13.42%
- 5Y*
- 7.55%
- 10Y*
- 10.10%
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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.
Return for Risk
SAMIX vs. VBR — Risk / Return Rank
SAMIX
VBR
SAMIX vs. VBR - Risk-Adjusted Trends 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.
| SAMIX | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.92 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.42 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.37 | -0.33 |
Martin ratioReturn relative to average drawdown | 4.33 | 5.64 | -1.31 |
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 | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.92 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.38 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.40 | +0.10 |
Correlation
The correlation between SAMIX and VBR is 0.86, 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. VBR - Dividend Comparison
SAMIX's dividend yield for the trailing twelve months is around 10.79%, more than VBR's 1.90% 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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
SAMIX vs. VBR - Drawdown Comparison
The maximum SAMIX drawdown since its inception was -26.06%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for SAMIX and VBR.
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Drawdown Indicators
| SAMIX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.06% | -61.98% | +35.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.90% | -14.18% | +6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -15.54% | -24.19% | +8.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.28% | — |
Current DrawdownCurrent decline from peak | -7.29% | -6.13% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -3.85% | -8.32% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 3.44% | -1.55% |
Volatility
SAMIX vs. VBR - Volatility Comparison
The current volatility for Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) is 3.65%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.50%. 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.
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Volatility by Period
| SAMIX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 5.50% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 7.15% | 11.28% | -4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 20.64% | -8.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.01% | 19.85% | -8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 21.73% | -9.04% |