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SSCPX vs. SLCGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSCPX vs. SLCGX - Performance Comparison

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

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SSCPX vs. SLCGX - 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%
SLCGX
Saratoga Large Capitalization Growth Portfolio
-16.54%22.74%40.67%38.79%-28.77%32.60%28.67%51.18%-0.28%30.32%

Returns By Period

In the year-to-date period, SSCPX achieves a -2.63% return, which is significantly higher than SLCGX's -16.54% return. Over the past 10 years, SSCPX has underperformed SLCGX with an annualized return of 9.16%, while SLCGX has yielded a comparatively higher 17.06% 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%

SLCGX

1D
-0.38%
1M
-8.32%
YTD
-16.54%
6M
-14.88%
1Y
12.55%
3Y*
20.50%
5Y*
12.34%
10Y*
17.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSCPX vs. SLCGX - Expense Ratio Comparison

SSCPX has a 1.70% expense ratio, which is higher than SLCGX's 1.34% expense ratio.


Return for Risk

SSCPX vs. SLCGX — 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

SLCGX
SLCGX Risk / Return Rank: 2121
Overall Rank
SLCGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SLCGX Sortino Ratio Rank: 2424
Sortino Ratio Rank
SLCGX Omega Ratio Rank: 2323
Omega Ratio Rank
SLCGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
SLCGX Martin Ratio Rank: 1818
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. 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.


SSCPXSLCGXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.54

+0.18

Sortino ratio

Return per unit of downside risk

1.14

0.92

+0.22

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

1.17

0.53

+0.64

Martin ratio

Return relative to average drawdown

3.79

1.83

+1.96

SSCPX vs. SLCGX - Sharpe Ratio Comparison

The current SSCPX Sharpe Ratio is 0.72, which is higher than the SLCGX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SSCPX and SLCGX, 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


SSCPXSLCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.54

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.57

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.78

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.47

-0.11

Correlation

The correlation between SSCPX and SLCGX is 0.75, 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. SLCGX - Dividend Comparison

SSCPX's dividend yield for the trailing twelve months is around 9.26%, less than SLCGX's 16.57% yield.


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%
SLCGX
Saratoga Large Capitalization Growth Portfolio
16.57%13.83%23.77%7.53%7.55%23.16%8.91%31.50%25.22%5.81%23.83%10.21%

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


SSCPXSLCGXDifference

Max Drawdown

Largest peak-to-trough decline

-53.65%

-71.04%

+17.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-18.18%

+6.35%

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 Drawdown

Current decline from peak

-11.54%

-18.18%

+6.64%

Average Drawdown

Average peak-to-trough decline

-10.30%

-23.00%

+12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

5.29%

-1.63%

Volatility

SSCPX vs. SLCGX - Volatility Comparison

Saratoga Small Capitalization Portfolio (SSCPX) has a higher volatility of 7.50% compared to Saratoga Large Capitalization Growth Portfolio (SLCGX) at 5.31%. 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


SSCPXSLCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

5.31%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

12.91%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

22.41%

23.11%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.10%

21.60%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

21.94%

+0.96%