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SLCGX vs. SPMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLCGX vs. SPMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saratoga Large Capitalization Growth Portfolio (SLCGX) and Saratoga Mid Capitalization Portfolio (SPMAX). The values are adjusted to include any dividend payments, if applicable.

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SLCGX vs. SPMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPMAX
Saratoga Mid Capitalization Portfolio
-2.04%9.76%17.27%15.52%-11.91%19.87%9.67%29.93%-16.98%12.86%

Returns By Period

In the year-to-date period, SLCGX achieves a -16.54% return, which is significantly lower than SPMAX's -2.04% return. Over the past 10 years, SLCGX has outperformed SPMAX with an annualized return of 17.06%, while SPMAX has yielded a comparatively lower 8.13% 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%

SPMAX

1D
-2.36%
1M
-11.02%
YTD
-2.04%
6M
-0.94%
1Y
13.05%
3Y*
12.94%
5Y*
6.94%
10Y*
8.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLCGX vs. SPMAX - Expense Ratio Comparison

SLCGX has a 1.34% expense ratio, which is lower than SPMAX's 2.06% expense ratio.


Return for Risk

SLCGX vs. SPMAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLCGX
SLCGX Risk / Return Rank: 2121
Overall Rank
SLCGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SLCGX Sortino Ratio Rank: 2424
Sortino Ratio Rank
SLCGX Omega Ratio Rank: 2323
Omega Ratio Rank
SLCGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
SLCGX Martin Ratio Rank: 1818
Martin Ratio Rank

SPMAX
SPMAX Risk / Return Rank: 2929
Overall Rank
SPMAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SPMAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SPMAX Omega Ratio Rank: 2424
Omega Ratio Rank
SPMAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
SPMAX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLCGX vs. SPMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Large Capitalization Growth Portfolio (SLCGX) and Saratoga Mid Capitalization Portfolio (SPMAX). 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.


SLCGXSPMAXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.66

-0.12

Sortino ratio

Return per unit of downside risk

0.92

1.04

-0.11

Omega ratio

Gain probability vs. loss probability

1.13

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

0.53

0.95

-0.42

Martin ratio

Return relative to average drawdown

1.83

3.28

-1.46

SLCGX vs. SPMAX - Sharpe Ratio Comparison

The current SLCGX Sharpe Ratio is 0.54, which is comparable to the SPMAX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SLCGX and SPMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SLCGXSPMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.66

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.38

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.41

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.39

+0.09

Correlation

The correlation between SLCGX and SPMAX is 0.82, 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. SPMAX - Dividend Comparison

SLCGX's dividend yield for the trailing twelve months is around 16.57%, less than SPMAX's 33.57% yield.


TTM20252024202320222021202020192018201720162015
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%
SPMAX
Saratoga Mid Capitalization Portfolio
33.57%32.89%18.90%1.28%2.11%16.31%9.56%0.01%13.58%8.25%8.08%5.04%

Drawdowns

SLCGX vs. SPMAX - Drawdown Comparison

The maximum SLCGX drawdown since its inception was -71.04%, which is greater than SPMAX's maximum drawdown of -52.68%. Use the drawdown chart below to compare losses from any high point for SLCGX and SPMAX.


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Drawdown Indicators


SLCGXSPMAXDifference

Max Drawdown

Largest peak-to-trough decline

-71.04%

-52.68%

-18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-12.82%

-5.36%

Max Drawdown (5Y)

Largest decline over 5 years

-31.13%

-23.42%

-7.71%

Max Drawdown (10Y)

Largest decline over 10 years

-31.16%

-42.83%

+11.67%

Current Drawdown

Current decline from peak

-18.18%

-12.39%

-5.79%

Average Drawdown

Average peak-to-trough decline

-23.00%

-8.65%

-14.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

3.72%

+1.57%

Volatility

SLCGX vs. SPMAX - Volatility Comparison

The current volatility for Saratoga Large Capitalization Growth Portfolio (SLCGX) is 5.31%, while Saratoga Mid Capitalization Portfolio (SPMAX) has a volatility of 7.80%. This indicates that SLCGX experiences smaller price fluctuations and is considered to be less risky than SPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLCGXSPMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

7.80%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

14.18%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

21.14%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

18.16%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

20.14%

+1.80%