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SMBPX vs. STPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMBPX vs. STPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saratoga Municipal Bond Portfolio (SMBPX) and Saratoga Technology & Communications Portfolio (STPAX). The values are adjusted to include any dividend payments, if applicable.

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SMBPX vs. STPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
STPAX
Saratoga Technology & Communications Portfolio
-13.24%16.20%20.02%45.01%-31.89%16.54%26.75%45.00%0.06%27.77%

Returns By Period

Over the past 10 years, SMBPX has underperformed STPAX with an annualized return of -0.09%, while STPAX has yielded a comparatively higher 13.99% annualized return.


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%

STPAX

1D
-0.28%
1M
-7.59%
YTD
-13.24%
6M
-11.57%
1Y
9.86%
3Y*
14.93%
5Y*
5.91%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMBPX vs. STPAX - Expense Ratio Comparison

SMBPX has a 3.16% expense ratio, which is higher than STPAX's 2.53% expense ratio.


Return for Risk

SMBPX vs. STPAX — Risk / Return Rank

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

SMBPX
SMBPX Risk / Return Rank: 4848
Overall Rank
SMBPX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SMBPX Sortino Ratio Rank: 5454
Sortino Ratio Rank
SMBPX Omega Ratio Rank: 8787
Omega Ratio Rank
SMBPX Calmar Ratio Rank: 2020
Calmar Ratio Rank
SMBPX Martin Ratio Rank: 2020
Martin Ratio Rank

STPAX
STPAX Risk / Return Rank: 1616
Overall Rank
STPAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
STPAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
STPAX Omega Ratio Rank: 1717
Omega Ratio Rank
STPAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
STPAX Martin Ratio Rank: 1515
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.

SMBPX vs. STPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Municipal Bond Portfolio (SMBPX) and Saratoga Technology & Communications Portfolio (STPAX). 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.


SMBPXSTPAXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.44

+0.67

Sortino ratio

Return per unit of downside risk

1.46

0.79

+0.67

Omega ratio

Gain probability vs. loss probability

1.37

1.11

+0.26

Calmar ratio

Return relative to maximum drawdown

0.59

0.45

+0.15

Martin ratio

Return relative to average drawdown

2.15

1.53

+0.62

SMBPX vs. STPAX - Sharpe Ratio Comparison

The current SMBPX Sharpe Ratio is 1.11, which is higher than the STPAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of SMBPX and STPAX, 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


SMBPXSTPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.44

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.27

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.64

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.23

+0.65

Correlation

The correlation between SMBPX and STPAX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SMBPX vs. STPAX - Dividend Comparison

SMBPX's dividend yield for the trailing twelve months is around 2.69%, less than STPAX's 19.94% yield.


TTM20252024202320222021202020192018201720162015
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%
STPAX
Saratoga Technology & Communications Portfolio
19.94%17.30%13.90%7.63%22.55%13.94%14.21%12.52%4.84%8.32%9.28%12.58%

Drawdowns

SMBPX vs. STPAX - Drawdown Comparison

The maximum SMBPX drawdown since its inception was -9.99%, smaller than the maximum STPAX drawdown of -94.25%. Use the drawdown chart below to compare losses from any high point for SMBPX and STPAX.


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Drawdown Indicators


SMBPXSTPAXDifference

Max Drawdown

Largest peak-to-trough decline

-9.99%

-94.25%

+84.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-15.49%

+11.86%

Max Drawdown (5Y)

Largest decline over 5 years

-6.72%

-37.07%

+30.35%

Max Drawdown (10Y)

Largest decline over 10 years

-9.99%

-37.07%

+27.08%

Current Drawdown

Current decline from peak

-2.99%

-15.49%

+12.50%

Average Drawdown

Average peak-to-trough decline

-2.47%

-59.11%

+56.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

4.54%

-3.51%

Volatility

SMBPX vs. STPAX - Volatility Comparison

The current volatility for Saratoga Municipal Bond Portfolio (SMBPX) is 0.00%, while Saratoga Technology & Communications Portfolio (STPAX) has a volatility of 5.08%. This indicates that SMBPX experiences smaller price fluctuations and is considered to be less risky than STPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMBPXSTPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.08%

-5.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

12.41%

-11.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

22.65%

-19.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.20%

21.65%

-19.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.97%

21.95%

-19.98%