SSCPX vs. SMICX
Compare and contrast key facts about Saratoga Small Capitalization Portfolio (SSCPX) and Saratoga Moderately Conservative Balanced Allocation Portfolio (SMICX).
SSCPX is managed by Saratoga. It was launched on Sep 1, 1994. SMICX is managed by Saratoga. It was launched on Dec 28, 2017.
Performance
SSCPX vs. SMICX - Performance Comparison
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SSCPX vs. SMICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SSCPX Saratoga Small Capitalization Portfolio | -2.63% | 6.41% | 10.79% | 15.16% | -17.56% | 24.53% | 25.39% | 23.71% | -16.14% |
SMICX Saratoga Moderately Conservative Balanced Allocation Portfolio | -4.09% | 12.07% | 11.02% | 12.83% | -9.82% | 11.85% | 9.22% | 16.62% | -7.61% |
Returns By Period
In the year-to-date period, SSCPX achieves a -2.63% return, which is significantly higher than SMICX's -4.09% 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%
SMICX
- 1D
- -0.38%
- 1M
- -6.22%
- YTD
- -4.09%
- 6M
- -2.60%
- 1Y
- 9.70%
- 3Y*
- 9.35%
- 5Y*
- 5.36%
- 10Y*
- —
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SSCPX vs. SMICX - Expense Ratio Comparison
SSCPX has a 1.70% expense ratio, which is higher than SMICX's 0.99% expense ratio.
Return for Risk
SSCPX vs. SMICX — Risk / Return Rank
SSCPX
SMICX
SSCPX vs. SMICX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Small Capitalization Portfolio (SSCPX) and Saratoga Moderately Conservative Balanced Allocation Portfolio (SMICX). 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 | SMICX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.93 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.38 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.25 | -0.08 |
Martin ratioReturn relative to average drawdown | 3.79 | 5.03 | -1.24 |
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 | SMICX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.93 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.55 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.53 | -0.17 |
Correlation
The correlation between SSCPX and SMICX is 0.88, 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. SMICX - Dividend Comparison
SSCPX's dividend yield for the trailing twelve months is around 9.26%, less than SMICX's 11.61% yield.
| 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% |
SMICX Saratoga Moderately Conservative Balanced Allocation Portfolio | 11.61% | 11.14% | 4.00% | 0.87% | 7.81% | 11.59% | 1.39% | 3.45% | 2.95% | 0.00% | 0.00% | 0.00% |
Drawdowns
SSCPX vs. SMICX - Drawdown Comparison
The maximum SSCPX drawdown since its inception was -53.65%, which is greater than SMICX's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for SSCPX and SMICX.
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Drawdown Indicators
| SSCPX | SMICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.65% | -22.85% | -30.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -6.85% | -4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -27.78% | -14.24% | -13.54% |
Max Drawdown (10Y)Largest decline over 10 years | -43.59% | — | — |
Current DrawdownCurrent decline from peak | -11.54% | -6.64% | -4.90% |
Average DrawdownAverage peak-to-trough decline | -10.30% | -3.44% | -6.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 1.71% | +1.95% |
Volatility
SSCPX vs. SMICX - Volatility Comparison
Saratoga Small Capitalization Portfolio (SSCPX) has a higher volatility of 7.50% compared to Saratoga Moderately Conservative Balanced Allocation Portfolio (SMICX) at 3.40%. This indicates that SSCPX's price experiences larger fluctuations and is considered to be riskier than SMICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSCPX | SMICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 3.40% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.84% | 6.35% | +8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.41% | 10.62% | +11.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.10% | 9.76% | +12.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.90% | 11.13% | +11.77% |