SLCGX vs. SMBPX
Compare and contrast key facts about Saratoga Large Capitalization Growth Portfolio (SLCGX) and Saratoga Municipal Bond Portfolio (SMBPX).
SLCGX is managed by Saratoga. It was launched on Sep 1, 1994. SMBPX is managed by Saratoga. It was launched on Sep 1, 1994.
Performance
SLCGX vs. SMBPX - Performance Comparison
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SLCGX vs. SMBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLCGX Saratoga Large Capitalization Growth Portfolio | -16.54% | 22.74% | 40.67% | 38.79% | -28.77% | 32.60% | 28.67% | 51.18% | -0.28% | 30.32% |
SMBPX Saratoga Municipal Bond Portfolio | 0.00% | 2.92% | -0.11% | 1.84% | -2.57% | -1.39% | 0.77% | 1.00% | -2.38% | 2.12% |
Returns By Period
Over the past 10 years, SLCGX has outperformed SMBPX with an annualized return of 17.06%, while SMBPX has yielded a comparatively lower -0.09% annualized return.
SLCGX
- 1D
- -0.38%
- 1M
- -8.32%
- YTD
- -16.54%
- 6M
- -14.88%
- 1Y
- 12.55%
- 3Y*
- 20.50%
- 5Y*
- 12.34%
- 10Y*
- 17.06%
SMBPX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.73%
- 1Y
- 3.27%
- 3Y*
- 1.35%
- 5Y*
- 0.13%
- 10Y*
- -0.09%
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SLCGX vs. SMBPX - Expense Ratio Comparison
SLCGX has a 1.34% expense ratio, which is lower than SMBPX's 3.16% expense ratio.
Return for Risk
SLCGX vs. SMBPX — Risk / Return Rank
SLCGX
SMBPX
SLCGX vs. SMBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Large Capitalization Growth Portfolio (SLCGX) and Saratoga Municipal Bond Portfolio (SMBPX). 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 | SMBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.11 | -0.57 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.46 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.37 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.59 | -0.06 |
Martin ratioReturn relative to average drawdown | 1.83 | 2.15 | -0.32 |
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 | SMBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.11 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.06 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | -0.05 | +0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.88 | -0.41 |
Correlation
The correlation between SLCGX and SMBPX is 0.00, 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
SLCGX vs. SMBPX - Dividend Comparison
SLCGX's dividend yield for the trailing twelve months is around 16.57%, more than SMBPX's 2.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLCGX Saratoga Large Capitalization Growth Portfolio | 16.57% | 13.83% | 23.77% | 7.53% | 7.55% | 23.16% | 8.91% | 31.50% | 25.22% | 5.81% | 23.83% | 10.21% |
SMBPX Saratoga Municipal Bond Portfolio | 2.69% | 2.69% | 1.16% | 0.00% | 0.00% | 0.04% | 0.10% | 0.10% | 0.36% | 0.23% | 4.23% | 1.50% |
Drawdowns
SLCGX vs. SMBPX - Drawdown Comparison
The maximum SLCGX drawdown since its inception was -71.04%, which is greater than SMBPX's maximum drawdown of -9.99%. Use the drawdown chart below to compare losses from any high point for SLCGX and SMBPX.
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Drawdown Indicators
| SLCGX | SMBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.04% | -9.99% | -61.05% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -3.63% | -14.55% |
Max Drawdown (5Y)Largest decline over 5 years | -31.13% | -6.72% | -24.41% |
Max Drawdown (10Y)Largest decline over 10 years | -31.16% | -9.99% | -21.17% |
Current DrawdownCurrent decline from peak | -18.18% | -2.99% | -15.19% |
Average DrawdownAverage peak-to-trough decline | -23.00% | -2.47% | -20.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 1.03% | +4.26% |
Volatility
SLCGX vs. SMBPX - Volatility Comparison
Saratoga Large Capitalization Growth Portfolio (SLCGX) has a higher volatility of 5.31% compared to Saratoga Municipal Bond Portfolio (SMBPX) at 0.00%. This indicates that SLCGX's price experiences larger fluctuations and is considered to be riskier than SMBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLCGX | SMBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 0.00% | +5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 0.86% | +12.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.11% | 3.38% | +19.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 2.20% | +19.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 1.97% | +19.97% |