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STPAX vs. BOGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STPAX vs. BOGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saratoga Technology & Communications Portfolio (STPAX) and Black Oak Emerging Technology Fund (BOGSX). The values are adjusted to include any dividend payments, if applicable.

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STPAX vs. BOGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STPAX
Saratoga Technology & Communications Portfolio
-13.24%16.20%20.02%45.01%-31.89%16.54%26.75%45.00%0.06%27.77%
BOGSX
Black Oak Emerging Technology Fund
-1.72%19.06%9.25%17.79%-27.30%26.89%45.16%38.20%-4.94%19.05%

Returns By Period

In the year-to-date period, STPAX achieves a -13.24% return, which is significantly lower than BOGSX's -1.72% return. Both investments have delivered pretty close results over the past 10 years, with STPAX having a 13.99% annualized return and BOGSX not far behind at 13.86%.


STPAX

1D
-0.28%
1M
-7.59%
YTD
-13.24%
6M
-11.57%
1Y
9.86%
3Y*
14.93%
5Y*
5.91%
10Y*
13.99%

BOGSX

1D
-1.48%
1M
-6.64%
YTD
-1.72%
6M
-0.71%
1Y
24.96%
3Y*
10.34%
5Y*
5.28%
10Y*
13.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STPAX vs. BOGSX - Expense Ratio Comparison

STPAX has a 2.53% expense ratio, which is higher than BOGSX's 1.03% expense ratio.


Return for Risk

STPAX vs. BOGSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STPAX
STPAX Risk / Return Rank: 1616
Overall Rank
STPAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
STPAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
STPAX Omega Ratio Rank: 1717
Omega Ratio Rank
STPAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
STPAX Martin Ratio Rank: 1515
Martin Ratio Rank

BOGSX
BOGSX Risk / Return Rank: 5757
Overall Rank
BOGSX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BOGSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BOGSX Omega Ratio Rank: 4848
Omega Ratio Rank
BOGSX Calmar Ratio Rank: 7272
Calmar Ratio Rank
BOGSX Martin Ratio Rank: 6161
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.

STPAX vs. BOGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Technology & Communications Portfolio (STPAX) and Black Oak Emerging Technology Fund (BOGSX). 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.


STPAXBOGSXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.95

-0.50

Sortino ratio

Return per unit of downside risk

0.79

1.47

-0.68

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.09

Calmar ratio

Return relative to maximum drawdown

0.45

1.65

-1.20

Martin ratio

Return relative to average drawdown

1.53

5.85

-4.32

STPAX vs. BOGSX - Sharpe Ratio Comparison

The current STPAX Sharpe Ratio is 0.44, which is lower than the BOGSX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of STPAX and BOGSX, 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


STPAXBOGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.95

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.21

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.57

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.06

+0.18

Correlation

The correlation between STPAX and BOGSX is 0.89, 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

STPAX vs. BOGSX - Dividend Comparison

STPAX's dividend yield for the trailing twelve months is around 19.94%, more than BOGSX's 5.86% yield.


TTM20252024202320222021202020192018201720162015
STPAX
Saratoga Technology & Communications Portfolio
19.94%17.30%13.90%7.63%22.55%13.94%14.21%12.52%4.84%8.32%9.28%12.58%
BOGSX
Black Oak Emerging Technology Fund
5.86%5.76%7.96%3.79%1.87%11.31%6.30%5.47%11.71%7.71%4.00%3.09%

Drawdowns

STPAX vs. BOGSX - Drawdown Comparison

The maximum STPAX drawdown since its inception was -94.25%, roughly equal to the maximum BOGSX drawdown of -92.80%. Use the drawdown chart below to compare losses from any high point for STPAX and BOGSX.


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Drawdown Indicators


STPAXBOGSXDifference

Max Drawdown

Largest peak-to-trough decline

-94.25%

-92.80%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-15.49%

-12.77%

-2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-37.07%

-33.93%

-3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-37.07%

-33.93%

-3.14%

Current Drawdown

Current decline from peak

-15.49%

-10.20%

-5.29%

Average Drawdown

Average peak-to-trough decline

-59.11%

-59.36%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

3.60%

+0.94%

Volatility

STPAX vs. BOGSX - Volatility Comparison

The current volatility for Saratoga Technology & Communications Portfolio (STPAX) is 5.08%, while Black Oak Emerging Technology Fund (BOGSX) has a volatility of 7.10%. This indicates that STPAX experiences smaller price fluctuations and is considered to be less risky than BOGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STPAXBOGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

7.10%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

16.64%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

22.65%

25.96%

-3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

25.14%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.95%

24.44%

-2.49%