SSCPX vs. SLCGX
SSCPX (Saratoga Small Capitalization Portfolio) and SLCGX (Saratoga Large Capitalization Growth Portfolio) are both mutual funds - SSCPX is a Small Cap Growth Equities fund managed by Saratoga, while SLCGX is a Large Cap Growth Equities fund managed by Saratoga. Over the past 10 years, SSCPX returned 10.68%/yr vs 18.65%/yr for SLCGX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. SSCPX charges 1.70%/yr vs 1.34%/yr for SLCGX.
Performance
SSCPX vs. SLCGX - 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 SLCGX's -1.83% return. Over the past 10 years, SSCPX has underperformed SLCGX with an annualized return of 10.68%, while SLCGX has yielded a comparatively higher 18.65% 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%
SLCGX
- 1D
- 2.93%
- 1M
- -1.51%
- 6M
- 2.45%
- YTD
- -1.83%
- 1Y
- 8.50%
- 3Y*
- 22.22%
- 5Y*
- 13.13%
- 10Y*
- 18.65%
- ALL TIME*
- 11.03%
Liquidity Comparison
| Position | Avg. 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. SLCGX - 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% |
SLCGX Saratoga Large Capitalization Growth Portfolio | -1.83% | 22.74% | 40.67% | 38.79% | -28.77% | 32.60% | 28.67% | 51.18% | -0.28% | 30.32% |
Correlation
The correlation between SSCPX and SLCGX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1995 | 0.75 |
The correlation between SSCPX and SLCGX has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
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Return for Risk
SSCPX vs. SLCGX — Risk / Return Rank
SSCPX
SLCGX
SSCPX vs. SLCGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Small Capitalization Portfolio (SSCPX) and Saratoga Large Capitalization Growth Portfolio (SLCGX). 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 | SLCGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.07 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 0.35 | +1.87 |
| Martin ratioReturn relative to average drawdown | 6.80 | 1.02 | +5.78 |
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Drawdowns
SSCPX vs. SLCGX - Drawdown Comparison
The maximum SSCPX drawdown since its inception was -53.65%, smaller than the maximum SLCGX drawdown of -71.04%. Use the drawdown chart below to compare losses from any high point for SSCPX and SLCGX.
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Drawdown Indicators
| SSCPX | SLCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.65% | -71.04% | +17.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -18.18% | +6.64% |
Max Drawdown (3Y)Largest decline over 3 years | -27.78% | -24.17% | -3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -27.78% | -31.13% | +3.35% |
Max Drawdown (10Y)Largest decline over 10 years | -43.59% | -31.16% | -12.43% |
Current DrawdownCurrent decline from peak | -8.10% | -5.74% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -22.81% | +12.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 6.18% | -2.41% |
Volatility
SSCPX vs. SLCGX - Volatility Comparison
Saratoga Small Capitalization Portfolio (SSCPX) has a higher volatility of 6.18% compared to Saratoga Large Capitalization Growth Portfolio (SLCGX) at 5.86%. This indicates that SSCPX's price experiences larger fluctuations and is considered to be riskier than SLCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSCPX | SLCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 5.86% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 16.05% | 14.32% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.91% | 18.17% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 21.92% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.05% | 22.13% | +0.92% |
SSCPX vs. SLCGX - Expense Ratio Comparison
SSCPX has a 1.70% expense ratio, which is higher than SLCGX's 1.34% expense ratio.
Dividends
SSCPX vs. SLCGX - Dividend Comparison
SSCPX's dividend yield for the trailing twelve months is around 7.56%, less than SLCGX's 14.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLCGX Saratoga Large Capitalization Growth Portfolio | 14.09% | 13.83% | 23.77% | 7.53% | 7.55% | 23.16% | 8.91% | 31.50% | 25.22% | 5.81% | 23.83% | 10.21% |
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 SLCGX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSCPX has higher volatility (6.18%) compared to SLCGX (5.86%). In terms of maximum drawdown, SSCPX dropped -53.65% vs SLCGX's -71.04%.
SSCPX currently has the higher Sharpe Ratio (1.22 vs 0.35), 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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