SIEPX vs. SIBPX
Compare and contrast key facts about Saratoga International Equity Portfolio (SIEPX) and Saratoga Investment Quality Bond Portfolio (SIBPX).
SIEPX is managed by Saratoga. It was launched on Sep 1, 1994. SIBPX is managed by Saratoga. It was launched on Sep 1, 1994.
Performance
SIEPX vs. SIBPX - Performance Comparison
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SIEPX vs. SIBPX - 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% | 8.54% |
SIBPX Saratoga Investment Quality Bond Portfolio | -1.04% | 6.50% | 0.78% | 2.90% | -2.51% | -1.73% | 3.34% | 3.84% | -0.72% | -0.13% |
Returns By Period
In the year-to-date period, SIEPX achieves a -1.34% return, which is significantly lower than SIBPX's -1.04% 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%
SIBPX
- 1D
- 0.42%
- 1M
- -2.37%
- YTD
- -1.04%
- 6M
- -0.33%
- 1Y
- 2.98%
- 3Y*
- 2.64%
- 5Y*
- 1.02%
- 10Y*
- —
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SIEPX vs. SIBPX - Expense Ratio Comparison
SIEPX has a 2.47% expense ratio, which is higher than SIBPX's 1.54% expense ratio.
Return for Risk
SIEPX vs. SIBPX — Risk / Return Rank
SIEPX
SIBPX
SIEPX vs. SIBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga International Equity Portfolio (SIEPX) and Saratoga Investment Quality Bond Portfolio (SIBPX). 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 | SIBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.72 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.06 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.12 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.27 | -0.07 |
Martin ratioReturn relative to average drawdown | 4.91 | 4.06 | +0.85 |
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 | SIBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.72 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.31 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.45 | -0.32 |
Correlation
The correlation between SIEPX and SIBPX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SIEPX vs. SIBPX - Dividend Comparison
SIEPX has not paid dividends to shareholders, while SIBPX's dividend yield for the trailing twelve months is around 2.20%.
| 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% |
SIBPX Saratoga Investment Quality Bond Portfolio | 2.20% | 2.24% | 2.31% | 1.54% | 0.14% | 1.39% | 0.58% | 0.99% | 1.21% | 1.03% | 0.00% | 0.00% |
Drawdowns
SIEPX vs. SIBPX - Drawdown Comparison
The maximum SIEPX drawdown since its inception was -62.81%, which is greater than SIBPX's maximum drawdown of -5.57%. Use the drawdown chart below to compare losses from any high point for SIEPX and SIBPX.
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Drawdown Indicators
| SIEPX | SIBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.81% | -5.57% | -57.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -2.78% | -9.10% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -4.93% | -30.38% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | — | — |
Current DrawdownCurrent decline from peak | -11.29% | -2.37% | -8.92% |
Average DrawdownAverage peak-to-trough decline | -24.17% | -1.70% | -22.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 0.87% | +2.32% |
Volatility
SIEPX vs. SIBPX - Volatility Comparison
Saratoga International Equity Portfolio (SIEPX) has a higher volatility of 7.24% compared to Saratoga Investment Quality Bond Portfolio (SIBPX) at 1.60%. This indicates that SIEPX's price experiences larger fluctuations and is considered to be riskier than SIBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIEPX | SIBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 1.60% | +5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 2.61% | +8.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 4.30% | +12.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 3.29% | +12.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 2.72% | +14.86% |