SRV vs. SBMBX
SRV (NXG Cushing® Midstream Energy Fund) and SBMBX (Saratoga Energy & Basic Materials Fund) are both Energy Equities funds. Over the past 10 years, SRV returned 12.26%/yr vs 2.18%/yr for SBMBX. At a 0.47 correlation, their price movements are largely independent. SRV charges 1.00%/yr vs 3.30%/yr for SBMBX.
Performance
SRV vs. SBMBX - Performance Comparison
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Returns By Period
Over the past 10 years, SRV has outperformed SBMBX with an annualized return of 12.26%, while SBMBX has yielded a comparatively lower 2.18% annualized return.
SRV
- 1D
- 1.80%
- 1M
- 5.27%
- 6M
- 35.16%
- YTD
- 38.52%
- 1Y
- 43.03%
- 3Y*
- 26.99%
- 5Y*
- 28.91%
- 10Y*
- 12.26%
SBMBX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.27%
- 3Y*
- 1.83%
- 5Y*
- 4.96%
- 10Y*
- 2.18%
SRV vs. SBMBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRV NXG Cushing® Midstream Energy Fund | 38.52% | 5.05% | 50.70% | 19.88% | 20.11% | 50.45% | -41.65% | 33.99% | -21.61% | -4.21% |
SBMBX Saratoga Energy & Basic Materials Fund | 0.00% | 5.05% | -7.25% | 6.28% | 19.60% | 25.58% | -19.21% | -0.96% | -18.00% | 8.44% |
Correlation
The correlation between SRV and SBMBX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.47 |
Over the past year, the correlation between SRV and SBMBX has dropped to 0.08 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
SRV vs. SBMBX — Risk / Return Rank
SRV
SBMBX
SRV vs. SBMBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NXG Cushing® Midstream Energy Fund (SRV) and Saratoga Energy & Basic Materials Fund (SBMBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SRV | SBMBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.10 | ||
| Sortino ratioReturn per unit of downside risk | +2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.03 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 0.12 | +3.17 |
| Martin ratioReturn relative to average drawdown | 9.33 | 0.23 | +9.10 |
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Drawdowns
SRV vs. SBMBX - Drawdown Comparison
The maximum SRV drawdown since its inception was -92.97%, which is greater than SBMBX's maximum drawdown of -74.35%. Use the drawdown chart below to compare losses from any high point for SRV and SBMBX.
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Drawdown Indicators
| SRV | SBMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.97% | -74.35% | -18.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -5.66% | -7.47% |
Max Drawdown (3Y)Largest decline over 3 years | -26.26% | -25.34% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -26.26% | -26.66% | +0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -81.70% | -65.48% | -16.22% |
Current DrawdownCurrent decline from peak | -3.36% | -31.22% | +27.86% |
Average DrawdownAverage peak-to-trough decline | -48.52% | -28.69% | -19.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 2.82% | +1.81% |
Volatility
SRV vs. SBMBX - Volatility Comparison
NXG Cushing® Midstream Energy Fund (SRV) has a higher volatility of 8.06% compared to Saratoga Energy & Basic Materials Fund (SBMBX) at 0.00%. This indicates that SRV's price experiences larger fluctuations and is considered to be riskier than SBMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRV | SBMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 0.00% | +8.06% |
Volatility (6M)Calculated over the trailing 6-month period | 16.10% | 2.01% | +14.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.95% | 9.77% | +10.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.45% | 20.52% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.29% | 23.93% | +14.36% |
SRV vs. SBMBX - Expense Ratio Comparison
SRV has a 1.00% expense ratio, which is lower than SBMBX's 3.30% expense ratio.
Dividends
SRV vs. SBMBX - Dividend Comparison
SRV's dividend yield for the trailing twelve months is around 14.91%, more than SBMBX's 2.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBMBX Saratoga Energy & Basic Materials Fund | 2.13% | 2.13% | 2.17% | 0.00% | 2.75% | 0.75% | 1.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRV NXG Cushing® Midstream Energy Fund | 14.91% | 19.31% | 12.85% | 15.56% | 8.85% | 4.72% | 12.05% | 10.59% | 12.73% | 9.07% | 7.95% | 11.01% |
Frequently Asked Questions
SRV and SBMBX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRV has higher volatility (8.06%) compared to SBMBX (0.00%). In terms of maximum drawdown, SRV dropped -92.97% vs SBMBX's -74.35%.
SRV currently has the higher Sharpe Ratio (2.17 vs 0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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