SLCGX vs. LUNAX
Compare and contrast key facts about Saratoga Large Capitalization Growth Portfolio (SLCGX) and Saratoga Conservative Balanced Allocation Portfolio (LUNAX).
SLCGX is managed by Saratoga. It was launched on Sep 1, 1994. LUNAX is managed by Saratoga. It was launched on Dec 28, 2017.
Performance
SLCGX vs. LUNAX - Performance Comparison
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SLCGX vs. LUNAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLCGX Saratoga Large Capitalization Growth Portfolio | -13.55% | 22.74% | 40.67% | 38.79% | -28.77% | 32.60% | 28.67% | 51.18% | -4.34% |
LUNAX Saratoga Conservative Balanced Allocation Portfolio | -2.05% | 10.95% | 8.76% | 9.89% | -8.78% | 10.51% | 7.46% | 14.09% | -5.55% |
Returns By Period
In the year-to-date period, SLCGX achieves a -13.55% return, which is significantly lower than LUNAX's -2.05% return.
SLCGX
- 1D
- 3.58%
- 1M
- -5.11%
- YTD
- -13.55%
- 6M
- -11.98%
- 1Y
- 15.43%
- 3Y*
- 21.92%
- 5Y*
- 12.86%
- 10Y*
- 17.48%
LUNAX
- 1D
- 1.57%
- 1M
- -3.51%
- YTD
- -2.05%
- 6M
- -0.72%
- 1Y
- 9.18%
- 3Y*
- 8.27%
- 5Y*
- 4.63%
- 10Y*
- —
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SLCGX vs. LUNAX - Expense Ratio Comparison
SLCGX has a 1.34% expense ratio, which is higher than LUNAX's 0.99% expense ratio.
Return for Risk
SLCGX vs. LUNAX — Risk / Return Rank
SLCGX
LUNAX
SLCGX vs. LUNAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Large Capitalization Growth Portfolio (SLCGX) and Saratoga Conservative Balanced Allocation Portfolio (LUNAX). 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.
| SLCGX | LUNAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.21 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.79 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.70 | -0.80 |
Martin ratioReturn relative to average drawdown | 3.04 | 6.86 | -3.82 |
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
| SLCGX | LUNAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.21 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.63 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.59 | -0.12 |
Correlation
The correlation between SLCGX and LUNAX is 0.87, 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
SLCGX vs. LUNAX - Dividend Comparison
SLCGX's dividend yield for the trailing twelve months is around 16.00%, more than LUNAX's 9.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLCGX Saratoga Large Capitalization Growth Portfolio | 16.00% | 13.83% | 23.77% | 7.53% | 7.55% | 23.16% | 8.91% | 31.50% | 25.22% | 5.81% | 23.83% | 10.21% |
LUNAX Saratoga Conservative Balanced Allocation Portfolio | 9.56% | 9.36% | 3.54% | 2.54% | 4.91% | 7.81% | 0.46% | 3.57% | 2.14% | 0.00% | 0.00% | 0.00% |
Drawdowns
SLCGX vs. LUNAX - Drawdown Comparison
The maximum SLCGX drawdown since its inception was -71.04%, which is greater than LUNAX's maximum drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for SLCGX and LUNAX.
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Drawdown Indicators
| SLCGX | LUNAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.04% | -18.47% | -52.57% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -5.41% | -12.77% |
Max Drawdown (5Y)Largest decline over 5 years | -31.13% | -11.78% | -19.35% |
Max Drawdown (10Y)Largest decline over 10 years | -31.16% | — | — |
Current DrawdownCurrent decline from peak | -15.25% | -3.93% | -11.32% |
Average DrawdownAverage peak-to-trough decline | -23.00% | -2.89% | -20.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | 1.34% | +4.04% |
Volatility
SLCGX vs. LUNAX - Volatility Comparison
Saratoga Large Capitalization Growth Portfolio (SLCGX) has a higher volatility of 6.60% compared to Saratoga Conservative Balanced Allocation Portfolio (LUNAX) at 3.21%. This indicates that SLCGX's price experiences larger fluctuations and is considered to be riskier than LUNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLCGX | LUNAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 3.21% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 5.07% | +8.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.33% | 7.95% | +15.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.66% | 7.44% | +14.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 8.77% | +13.20% |