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SSCPX vs. FAMFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSCPX vs. FAMFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SSCPX achieves a 19.27% return, which is significantly higher than FAMFX's 2.21% return. Over the past 10 years, SSCPX has outperformed FAMFX with an annualized return of 10.68%, while FAMFX has yielded a comparatively lower 7.30% annualized return.


SSCPX

1D
2.12%
1M
-4.89%
6M
12.53%
YTD
19.27%
1Y
29.88%
3Y*
13.45%
5Y*
7.73%
10Y*
10.68%
ALL TIME*
8.44%

FAMFX

1D
-1.82%
1M
1.53%
6M
2.84%
YTD
2.21%
1Y
-3.18%
3Y*
2.48%
5Y*
2.79%
10Y*
7.30%
ALL TIME*
9.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SSCPX vs. FAMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSCPX
Saratoga Small Capitalization Portfolio
19.27%6.41%10.79%15.16%-17.56%24.53%25.39%23.71%-16.14%15.58%
FAMFX
FAM Small Cap Fund
2.21%-11.60%12.43%20.10%-12.42%27.72%10.10%26.89%-8.54%4.56%

Correlation

The correlation between SSCPX and FAMFX is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (10Y)
Provides a long-term view across more market conditions.

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2012

0.84

Over the past year, the correlation between SSCPX and FAMFX has dropped to 0.49 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

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Return for Risk

SSCPX vs. FAMFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SSCPX
SSCPX Risk / Return Rank: 4646
Overall Rank
SSCPX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SSCPX Sortino Ratio Rank: 4242
Sortino Ratio Rank
SSCPX Omega Ratio Rank: 3636
Omega Ratio Rank
SSCPX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SSCPX Martin Ratio Rank: 4848
Martin Ratio Rank

FAMFX
FAMFX Risk / Return Rank: 22
Overall Rank
FAMFX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FAMFX Sortino Ratio Rank: 22
Sortino Ratio Rank
FAMFX Omega Ratio Rank: 22
Omega Ratio Rank
FAMFX Calmar Ratio Rank: 22
Calmar Ratio Rank
FAMFX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SSCPX vs. FAMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Small Capitalization Portfolio (SSCPX) and FAM Small Cap Fund (FAMFX). 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.


SSCPXFAMFXDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.27

Omega ratioGain probability vs. loss probability

1.21

0.95

+0.26

Calmar ratioReturn relative to maximum drawdown

2.22

-0.32

+2.54

Martin ratioReturn relative to average drawdown

6.80

-0.57

+7.37

SSCPX vs. FAMFX - Sharpe Ratio Comparison

The current SSCPX Sharpe Ratio is 1.22, which is higher than the FAMFX Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of SSCPX and FAMFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SSCPX vs. FAMFX - Drawdown Comparison

The maximum SSCPX drawdown since its inception was -53.65%, which is greater than FAMFX's maximum drawdown of -39.66%. Use the drawdown chart below to compare losses from any high point for SSCPX and FAMFX.


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Drawdown Indicators


SSCPXFAMFXDifference

Max Drawdown

Largest peak-to-trough decline

-53.65%

-39.66%

-13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-21.49%

+9.95%

Max Drawdown (3Y)

Largest decline over 3 years

-27.78%

-28.71%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-27.78%

-28.71%

+0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-43.59%

-39.66%

-3.93%

Current Drawdown

Current decline from peak

-8.10%

-16.95%

+8.85%

Average Drawdown

Average peak-to-trough decline

-10.21%

-6.11%

-4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

12.17%

-8.40%

Volatility

SSCPX vs. FAMFX - Volatility Comparison

The current volatility for Saratoga Small Capitalization Portfolio (SSCPX) is 6.18%, while FAM Small Cap Fund (FAMFX) has a volatility of 6.60%. This indicates that SSCPX experiences smaller price fluctuations and is considered to be less risky than FAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCPXFAMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

6.60%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

16.05%

13.91%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

20.91%

18.35%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.24%

18.91%

+3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.05%

19.56%

+3.49%

SSCPX vs. FAMFX - Expense Ratio Comparison

SSCPX has a 1.70% expense ratio, which is higher than FAMFX's 1.27% expense ratio.


Dividends

SSCPX vs. FAMFX - Dividend Comparison

SSCPX's dividend yield for the trailing twelve months is around 7.56%, more than FAMFX's 3.34% yield.


PositionTTM20252024202320222021202020192018201720162015
FAMFX
FAM Small Cap Fund
3.34%3.41%4.43%6.44%0.36%6.55%0.00%0.47%10.85%2.15%2.99%0.24%
SSCPX
Saratoga Small Capitalization Portfolio
7.56%9.02%11.37%0.00%10.18%24.67%0.02%0.00%17.42%0.00%0.00%58.90%

Frequently Asked Questions


SSCPX and FAMFX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAMFX has higher volatility (6.60%) compared to SSCPX (6.18%). In terms of maximum drawdown, SSCPX dropped -53.65% vs FAMFX's -39.66%.

SSCPX currently has the higher Sharpe Ratio (1.22 vs -0.38), 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.

Portfolio Optimizer

Find the right allocation for SSCPX and FAMFX

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