Okay...
Your rocket has some things that can be optimized (for instance, the broadswords on the first stage are unneccesary), but it can easily make it to Saturn. That leaves two possibilities: There's something wrong with the game, or there's something wrong with your piloting.
One question I have: Are you burning Retrograde in that picture?
Assuming that's not the case, it's probably an issue with a game. I'll leave figuring that out to someone else though, because I'm not very good with that.