PortfoliosLab logoPortfoliosLab logo
SFPAX vs. FASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFPAX vs. FASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saratoga Financial Service Fund (SFPAX) and Fidelity Asset Manager 70% Fund (FASGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SFPAX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFPAX
Saratoga Financial Service Fund
0.00%7.00%26.05%10.58%-14.36%31.17%-5.81%29.63%-19.23%19.28%
FASGX
Fidelity Asset Manager 70% Fund
-2.99%18.23%10.81%16.45%-16.83%13.98%17.19%22.81%-7.65%17.34%

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with SFPAX having a 9.11% annualized return and FASGX not far behind at 8.70%.


SFPAX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.78%
1Y
7.00%
3Y*
16.47%
5Y*
7.56%
10Y*
9.11%

FASGX

1D
-0.24%
1M
-7.42%
YTD
-2.99%
6M
-0.12%
1Y
15.54%
3Y*
11.72%
5Y*
6.38%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SFPAX vs. FASGX - Expense Ratio Comparison

SFPAX has a 3.81% expense ratio, which is higher than FASGX's 0.67% expense ratio.


Return for Risk

SFPAX vs. FASGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFPAX
SFPAX Risk / Return Rank: 2020
Overall Rank
SFPAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SFPAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SFPAX Omega Ratio Rank: 2626
Omega Ratio Rank
SFPAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
SFPAX Martin Ratio Rank: 2222
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7070
Overall Rank
FASGX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FASGX Omega Ratio Rank: 6969
Omega Ratio Rank
FASGX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FASGX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFPAX vs. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Financial Service Fund (SFPAX) and Fidelity Asset Manager 70% Fund (FASGX). 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.


SFPAXFASGXDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.21

-0.72

Sortino ratio

Return per unit of downside risk

0.76

1.73

-0.97

Omega ratio

Gain probability vs. loss probability

1.14

1.26

-0.11

Calmar ratio

Return relative to maximum drawdown

0.55

1.55

-1.00

Martin ratio

Return relative to average drawdown

2.39

6.89

-4.50

SFPAX vs. FASGX - Sharpe Ratio Comparison

The current SFPAX Sharpe Ratio is 0.49, which is lower than the FASGX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of SFPAX and FASGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SFPAXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.21

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.53

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.70

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.60

-0.46

Correlation

The correlation between SFPAX and FASGX is 0.79, 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

SFPAX vs. FASGX - Dividend Comparison

SFPAX has not paid dividends to shareholders, while FASGX's dividend yield for the trailing twelve months is around 7.56%.


TTM20252024202320222021202020192018201720162015
SFPAX
Saratoga Financial Service Fund
0.00%0.00%5.91%5.05%5.71%5.03%4.18%7.10%22.58%0.00%0.00%0.00%
FASGX
Fidelity Asset Manager 70% Fund
7.56%7.33%4.60%1.72%6.69%2.73%2.20%5.19%6.31%2.75%0.20%5.58%

Drawdowns

SFPAX vs. FASGX - Drawdown Comparison

The maximum SFPAX drawdown since its inception was -71.98%, which is greater than FASGX's maximum drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for SFPAX and FASGX.


Loading graphics...

Drawdown Indicators


SFPAXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-71.98%

-47.35%

-24.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-9.07%

-4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-27.51%

-23.54%

-3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-45.64%

-27.20%

-18.44%

Current Drawdown

Current decline from peak

-2.65%

-7.95%

+5.30%

Average Drawdown

Average peak-to-trough decline

-21.06%

-6.74%

-14.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.04%

+1.11%

Volatility

SFPAX vs. FASGX - Volatility Comparison

The current volatility for Saratoga Financial Service Fund (SFPAX) is 0.00%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 4.57%. This indicates that SFPAX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SFPAXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.57%

-4.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

7.78%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

12.82%

+4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

12.14%

+6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

12.56%

+10.11%