SBMIX vs. BERIX
Compare and contrast key facts about Saratoga Moderate Balanced Allocation Portfolio (SBMIX) and Chartwell Income Fund (BERIX).
SBMIX is managed by Saratoga. It was launched on Dec 28, 2017. BERIX is managed by Carillon Family of Funds. It was launched on Sep 2, 1987.
Performance
SBMIX vs. BERIX - Performance Comparison
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SBMIX vs. BERIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SBMIX Saratoga Moderate Balanced Allocation Portfolio | -4.78% | 12.25% | 11.36% | 11.96% | -10.38% | 13.50% | 9.84% | 17.05% | -6.88% |
BERIX Chartwell Income Fund | 3.53% | 13.23% | 7.20% | 7.77% | -10.14% | 7.35% | 4.49% | 9.69% | -1.77% |
Returns By Period
In the year-to-date period, SBMIX achieves a -4.78% return, which is significantly lower than BERIX's 3.53% return.
SBMIX
- 1D
- -0.35%
- 1M
- -6.48%
- YTD
- -4.78%
- 6M
- -3.28%
- 1Y
- 9.18%
- 3Y*
- 9.07%
- 5Y*
- 5.25%
- 10Y*
- —
BERIX
- 1D
- 0.20%
- 1M
- -1.25%
- YTD
- 3.53%
- 6M
- 6.19%
- 1Y
- 13.23%
- 3Y*
- 9.06%
- 5Y*
- 4.94%
- 10Y*
- 4.99%
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SBMIX vs. BERIX - Expense Ratio Comparison
SBMIX has a 0.99% expense ratio, which is higher than BERIX's 0.64% expense ratio.
Return for Risk
SBMIX vs. BERIX — Risk / Return Rank
SBMIX
BERIX
SBMIX vs. BERIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Moderate Balanced Allocation Portfolio (SBMIX) and Chartwell Income Fund (BERIX). 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.
| SBMIX | BERIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.54 | -1.70 |
Sortino ratioReturn per unit of downside risk | 1.25 | 3.26 | -2.00 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.52 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 4.62 | -3.54 |
Martin ratioReturn relative to average drawdown | 4.49 | 17.20 | -12.71 |
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
| SBMIX | BERIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.54 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.84 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.07 | -0.55 |
Correlation
The correlation between SBMIX and BERIX 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
SBMIX vs. BERIX - Dividend Comparison
SBMIX's dividend yield for the trailing twelve months is around 10.63%, more than BERIX's 3.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBMIX Saratoga Moderate Balanced Allocation Portfolio | 10.63% | 10.12% | 3.70% | 1.32% | 5.93% | 8.04% | 1.35% | 3.40% | 3.11% | 0.00% | 0.00% | 0.00% |
BERIX Chartwell Income Fund | 3.58% | 3.97% | 3.90% | 3.36% | 3.54% | 2.58% | 3.07% | 3.03% | 5.83% | 5.22% | 2.76% | 2.45% |
Drawdowns
SBMIX vs. BERIX - Drawdown Comparison
The maximum SBMIX drawdown since its inception was -23.97%, which is greater than BERIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for SBMIX and BERIX.
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Drawdown Indicators
| SBMIX | BERIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.97% | -20.34% | -3.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -2.95% | -4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -14.92% | -15.73% | +0.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.34% | — |
Current DrawdownCurrent decline from peak | -6.85% | -1.25% | -5.60% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -2.60% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 0.79% | +0.98% |
Volatility
SBMIX vs. BERIX - Volatility Comparison
Saratoga Moderate Balanced Allocation Portfolio (SBMIX) has a higher volatility of 3.38% compared to Chartwell Income Fund (BERIX) at 1.47%. This indicates that SBMIX's price experiences larger fluctuations and is considered to be riskier than BERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBMIX | BERIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 1.47% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 6.55% | 4.28% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 5.38% | +5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.42% | 5.94% | +4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.93% | 6.00% | +5.93% |