SLCGX vs. SHPAX
Compare and contrast key facts about Saratoga Large Capitalization Growth Portfolio (SLCGX) and Saratoga Health & Biotechnology Fund (SHPAX).
SLCGX is managed by Saratoga. It was launched on Sep 1, 1994. SHPAX is managed by Saratoga. It was launched on Jul 14, 1999.
Performance
SLCGX vs. SHPAX - Performance Comparison
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SLCGX vs. SHPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLCGX Saratoga Large Capitalization Growth Portfolio | -13.55% | 22.74% | 40.67% | 38.79% | -28.77% | 32.60% | 28.67% | 51.18% | -0.28% | 30.32% |
SHPAX Saratoga Health & Biotechnology Fund | 0.66% | 17.43% | 0.26% | -0.36% | 1.93% | 16.71% | 3.52% | 27.67% | -5.30% | 11.78% |
Returns By Period
In the year-to-date period, SLCGX achieves a -13.55% return, which is significantly lower than SHPAX's 0.66% return. Over the past 10 years, SLCGX has outperformed SHPAX with an annualized return of 17.48%, while SHPAX has yielded a comparatively lower 7.03% annualized 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%
SHPAX
- 1D
- 1.81%
- 1M
- -5.10%
- YTD
- 0.66%
- 6M
- 9.79%
- 1Y
- 15.26%
- 3Y*
- 7.57%
- 5Y*
- 5.93%
- 10Y*
- 7.03%
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SLCGX vs. SHPAX - Expense Ratio Comparison
SLCGX has a 1.34% expense ratio, which is lower than SHPAX's 2.90% expense ratio.
Return for Risk
SLCGX vs. SHPAX — Risk / Return Rank
SLCGX
SHPAX
SLCGX vs. SHPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Large Capitalization Growth Portfolio (SLCGX) and Saratoga Health & Biotechnology Fund (SHPAX). 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 | SHPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.86 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.28 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.89 | -0.99 |
Martin ratioReturn relative to average drawdown | 3.04 | 5.16 | -2.12 |
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 | SHPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.86 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.42 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.43 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.30 | +0.17 |
Correlation
The correlation between SLCGX and SHPAX is 0.65, 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
SLCGX vs. SHPAX - Dividend Comparison
SLCGX's dividend yield for the trailing twelve months is around 16.00%, more than SHPAX's 3.64% 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% |
SHPAX Saratoga Health & Biotechnology Fund | 3.64% | 3.66% | 1.35% | 5.38% | 6.34% | 3.76% | 13.82% | 13.24% | 22.00% | 17.98% | 12.52% | 10.70% |
Drawdowns
SLCGX vs. SHPAX - Drawdown Comparison
The maximum SLCGX drawdown since its inception was -71.04%, roughly equal to the maximum SHPAX drawdown of -69.50%. Use the drawdown chart below to compare losses from any high point for SLCGX and SHPAX.
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Drawdown Indicators
| SLCGX | SHPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.04% | -69.50% | -1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -7.87% | -10.31% |
Max Drawdown (5Y)Largest decline over 5 years | -31.13% | -16.32% | -14.81% |
Max Drawdown (10Y)Largest decline over 10 years | -31.16% | -28.05% | -3.11% |
Current DrawdownCurrent decline from peak | -15.25% | -5.31% | -9.94% |
Average DrawdownAverage peak-to-trough decline | -23.00% | -28.07% | +5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | 2.88% | +2.50% |
Volatility
SLCGX vs. SHPAX - Volatility Comparison
Saratoga Large Capitalization Growth Portfolio (SLCGX) has a higher volatility of 6.60% compared to Saratoga Health & Biotechnology Fund (SHPAX) at 5.09%. This indicates that SLCGX's price experiences larger fluctuations and is considered to be riskier than SHPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLCGX | SHPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 5.09% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 9.90% | +3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.33% | 16.63% | +6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.66% | 14.21% | +7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 16.57% | +5.40% |