SSCPX vs. FAMFX
SSCPX (Saratoga Small Capitalization Portfolio) and FAMFX (FAM Small Cap Fund) are both Small Cap Growth Equities funds. Over the past 10 years, SSCPX returned 10.68%/yr vs 7.30%/yr for FAMFX. Their correlation of 0.84 means they have usually moved in the same direction. SSCPX charges 1.70%/yr vs 1.27%/yr for FAMFX.
Performance
SSCPX vs. FAMFX - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FAMFX FAM Small Cap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
SSCPX vs. FAMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SSCPX
FAMFX
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.
| SSCPX | FAMFX | Difference | |
|---|---|---|---|
| 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 |
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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
| SSCPX | FAMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.10% | -16.95% | +8.85% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -6.11% | -4.10% |
Ulcer IndexDepth 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
| SSCPX | FAMFX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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