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SSCPX vs. BDFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSCPX vs. BDFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saratoga Small Capitalization Portfolio (SSCPX) and Baron Discovery Fund (BDFIX). The values are adjusted to include any dividend payments, if applicable.

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SSCPX vs. BDFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSCPX
Saratoga Small Capitalization Portfolio
-2.63%6.41%10.79%15.16%-17.56%24.53%25.39%23.71%-16.14%15.58%
BDFIX
Baron Discovery Fund
-13.78%10.96%16.28%22.58%-35.12%4.84%66.15%26.85%0.66%35.84%

Returns By Period

In the year-to-date period, SSCPX achieves a -2.63% return, which is significantly higher than BDFIX's -13.78% return. Over the past 10 years, SSCPX has underperformed BDFIX with an annualized return of 9.16%, while BDFIX has yielded a comparatively higher 12.88% annualized return.


SSCPX

1D
-1.77%
1M
-8.88%
YTD
-2.63%
6M
-3.54%
1Y
16.77%
3Y*
9.57%
5Y*
3.88%
10Y*
9.16%

BDFIX

1D
-0.57%
1M
-12.67%
YTD
-13.78%
6M
-13.61%
1Y
1.96%
3Y*
7.04%
5Y*
-2.90%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSCPX vs. BDFIX - Expense Ratio Comparison

SSCPX has a 1.70% expense ratio, which is higher than BDFIX's 1.05% expense ratio.


Return for Risk

SSCPX vs. BDFIX — Risk / Return Rank

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

SSCPX
SSCPX Risk / Return Rank: 3434
Overall Rank
SSCPX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SSCPX Sortino Ratio Rank: 3232
Sortino Ratio Rank
SSCPX Omega Ratio Rank: 2626
Omega Ratio Rank
SSCPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
SSCPX Martin Ratio Rank: 3535
Martin Ratio Rank

BDFIX
BDFIX Risk / Return Rank: 66
Overall Rank
BDFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BDFIX Sortino Ratio Rank: 77
Sortino Ratio Rank
BDFIX Omega Ratio Rank: 77
Omega Ratio Rank
BDFIX Calmar Ratio Rank: 66
Calmar Ratio Rank
BDFIX Martin Ratio Rank: 55
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.

SSCPX vs. BDFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Small Capitalization Portfolio (SSCPX) and Baron Discovery Fund (BDFIX). 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.


SSCPXBDFIXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.06

+0.66

Sortino ratio

Return per unit of downside risk

1.14

0.27

+0.87

Omega ratio

Gain probability vs. loss probability

1.14

1.03

+0.11

Calmar ratio

Return relative to maximum drawdown

1.17

-0.05

+1.22

Martin ratio

Return relative to average drawdown

3.79

-0.19

+3.98

SSCPX vs. BDFIX - Sharpe Ratio Comparison

The current SSCPX Sharpe Ratio is 0.72, which is higher than the BDFIX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SSCPX and BDFIX, 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


SSCPXBDFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.06

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

-0.11

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.51

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.46

-0.10

Correlation

The correlation between SSCPX and BDFIX is 0.84, 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

SSCPX vs. BDFIX - Dividend Comparison

SSCPX's dividend yield for the trailing twelve months is around 9.26%, while BDFIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SSCPX
Saratoga Small Capitalization Portfolio
9.26%9.02%11.37%0.00%10.18%24.67%0.02%0.00%17.42%0.00%0.00%58.90%
BDFIX
Baron Discovery Fund
0.00%0.00%0.00%0.00%0.00%3.68%3.05%0.13%8.78%0.21%1.97%0.00%

Drawdowns

SSCPX vs. BDFIX - Drawdown Comparison

The maximum SSCPX drawdown since its inception was -53.65%, which is greater than BDFIX's maximum drawdown of -46.39%. Use the drawdown chart below to compare losses from any high point for SSCPX and BDFIX.


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Drawdown Indicators


SSCPXBDFIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.65%

-46.39%

-7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-17.94%

+6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-27.78%

-45.38%

+17.60%

Max Drawdown (10Y)

Largest decline over 10 years

-43.59%

-46.39%

+2.80%

Current Drawdown

Current decline from peak

-11.54%

-21.60%

+10.06%

Average Drawdown

Average peak-to-trough decline

-10.30%

-14.64%

+4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

4.86%

-1.20%

Volatility

SSCPX vs. BDFIX - Volatility Comparison

Saratoga Small Capitalization Portfolio (SSCPX) has a higher volatility of 7.50% compared to Baron Discovery Fund (BDFIX) at 6.26%. This indicates that SSCPX's price experiences larger fluctuations and is considered to be riskier than BDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCPXBDFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

6.26%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

13.70%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

22.41%

24.03%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.10%

26.33%

-4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

25.13%

-2.23%