SIEPX vs. PTSIX
Compare and contrast key facts about Saratoga International Equity Portfolio (SIEPX) and PIMCO RAE PLUS International Fund (PTSIX).
SIEPX is managed by Saratoga. It was launched on Sep 1, 1994. PTSIX is managed by PIMCO. It was launched on Sep 29, 2011.
Performance
SIEPX vs. PTSIX - Performance Comparison
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SIEPX vs. PTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIEPX Saratoga International Equity Portfolio | -1.34% | 31.89% | 5.25% | 14.80% | -21.85% | 19.33% | 5.87% | 19.77% | -23.89% | 18.63% |
PTSIX PIMCO RAE PLUS International Fund | 7.77% | 35.74% | 2.54% | 18.35% | -11.35% | -56.03% | 0.48% | 18.29% | -16.33% | 28.37% |
Returns By Period
In the year-to-date period, SIEPX achieves a -1.34% return, which is significantly lower than PTSIX's 7.77% return. Over the past 10 years, SIEPX has outperformed PTSIX with an annualized return of 5.82%, while PTSIX has yielded a comparatively lower 0.25% annualized return.
SIEPX
- 1D
- 0.00%
- 1M
- -11.02%
- YTD
- -1.34%
- 6M
- -0.34%
- 1Y
- 18.66%
- 3Y*
- 13.37%
- 5Y*
- 5.42%
- 10Y*
- 5.82%
PTSIX
- 1D
- 0.52%
- 1M
- -7.19%
- YTD
- 7.77%
- 6M
- 16.86%
- 1Y
- 36.40%
- 3Y*
- 18.32%
- 5Y*
- -8.79%
- 10Y*
- 0.25%
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SIEPX vs. PTSIX - Expense Ratio Comparison
SIEPX has a 2.47% expense ratio, which is higher than PTSIX's 0.82% expense ratio.
Return for Risk
SIEPX vs. PTSIX — Risk / Return Rank
SIEPX
PTSIX
SIEPX vs. PTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga International Equity Portfolio (SIEPX) and PIMCO RAE PLUS International Fund (PTSIX). 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.
| SIEPX | PTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 2.25 | -1.23 |
Sortino ratioReturn per unit of downside risk | 1.43 | 2.77 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.44 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.53 | -1.33 |
Martin ratioReturn relative to average drawdown | 4.91 | 11.73 | -6.82 |
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
| SIEPX | PTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 2.25 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | -0.29 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.01 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.10 | +0.04 |
Correlation
The correlation between SIEPX and PTSIX is 0.72, 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
SIEPX vs. PTSIX - Dividend Comparison
SIEPX has not paid dividends to shareholders, while PTSIX's dividend yield for the trailing twelve months is around 4.33%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIEPX Saratoga International Equity Portfolio | 0.00% | 0.00% | 0.71% | 0.83% | 0.31% | 0.41% | 1.79% | 1.97% | 0.58% | 0.03% | 0.63% | 0.15% |
PTSIX PIMCO RAE PLUS International Fund | 4.33% | 3.62% | 7.01% | 3.18% | 67.07% | 64.36% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Drawdowns
SIEPX vs. PTSIX - Drawdown Comparison
The maximum SIEPX drawdown since its inception was -62.81%, smaller than the maximum PTSIX drawdown of -72.38%. Use the drawdown chart below to compare losses from any high point for SIEPX and PTSIX.
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Drawdown Indicators
| SIEPX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.81% | -72.38% | +9.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -11.66% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -72.38% | +37.07% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | -72.38% | +25.91% |
Current DrawdownCurrent decline from peak | -11.29% | -42.10% | +30.81% |
Average DrawdownAverage peak-to-trough decline | -24.17% | -25.01% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.77% | +0.42% |
Volatility
SIEPX vs. PTSIX - Volatility Comparison
Saratoga International Equity Portfolio (SIEPX) has a higher volatility of 7.24% compared to PIMCO RAE PLUS International Fund (PTSIX) at 5.66%. This indicates that SIEPX's price experiences larger fluctuations and is considered to be riskier than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIEPX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 5.66% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 9.03% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 15.17% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 30.91% | -14.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 25.08% | -7.50% |