SSCPX vs. SIEPX
Compare and contrast key facts about Saratoga Small Capitalization Portfolio (SSCPX) and Saratoga International Equity Portfolio (SIEPX).
SSCPX is managed by Saratoga. It was launched on Sep 1, 1994. SIEPX is managed by Saratoga. It was launched on Sep 1, 1994.
Performance
SSCPX vs. SIEPX - Performance Comparison
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SSCPX vs. SIEPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SIEPX Saratoga International Equity Portfolio | -1.34% | 31.89% | 5.25% | 14.80% | -21.85% | 19.33% | 5.87% | 19.77% | -23.89% | 18.63% |
Returns By Period
In the year-to-date period, SSCPX achieves a -2.63% return, which is significantly lower than SIEPX's -1.34% return. Over the past 10 years, SSCPX has outperformed SIEPX with an annualized return of 9.16%, while SIEPX has yielded a comparatively lower 5.82% 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%
SIEPX
- 1D
- 0.00%
- 1M
- -11.02%
- YTD
- -1.34%
- 6M
- -0.34%
- 1Y
- 18.66%
- 3Y*
- 13.37%
- 5Y*
- 5.42%
- 10Y*
- 5.82%
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SSCPX vs. SIEPX - Expense Ratio Comparison
SSCPX has a 1.70% expense ratio, which is lower than SIEPX's 2.47% expense ratio.
Return for Risk
SSCPX vs. SIEPX — Risk / Return Rank
SSCPX
SIEPX
SSCPX vs. SIEPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Small Capitalization Portfolio (SSCPX) and Saratoga International Equity Portfolio (SIEPX). 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.
| SSCPX | SIEPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.01 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.43 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.20 | -0.03 |
Martin ratioReturn relative to average drawdown | 3.79 | 4.91 | -1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSCPX | SIEPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.01 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.34 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.33 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.14 | +0.23 |
Correlation
The correlation between SSCPX and SIEPX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SSCPX vs. SIEPX - Dividend Comparison
SSCPX's dividend yield for the trailing twelve months is around 9.26%, while SIEPX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SIEPX Saratoga International Equity Portfolio | 0.00% | 0.00% | 0.71% | 0.83% | 0.31% | 0.41% | 1.79% | 1.97% | 0.58% | 0.03% | 0.63% | 0.15% |
Drawdowns
SSCPX vs. SIEPX - Drawdown Comparison
The maximum SSCPX drawdown since its inception was -53.65%, smaller than the maximum SIEPX drawdown of -62.81%. Use the drawdown chart below to compare losses from any high point for SSCPX and SIEPX.
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Drawdown Indicators
| SSCPX | SIEPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.65% | -62.81% | +9.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -11.88% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -27.78% | -35.31% | +7.53% |
Max Drawdown (10Y)Largest decline over 10 years | -43.59% | -46.47% | +2.88% |
Current DrawdownCurrent decline from peak | -11.54% | -11.29% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -10.30% | -24.17% | +13.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 3.19% | +0.47% |
Volatility
SSCPX vs. SIEPX - Volatility Comparison
Saratoga Small Capitalization Portfolio (SSCPX) and Saratoga International Equity Portfolio (SIEPX) have volatilities of 7.50% and 7.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSCPX | SIEPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 7.24% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 14.84% | 10.73% | +4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.41% | 17.01% | +5.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.10% | 16.22% | +5.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.90% | 17.58% | +5.32% |