Saving My Theme Before Changing to a New One

I am looking to test out a new theme, but I want to make sure I can easily switch back to the theme (with all the customized posts, menus, photos, etc.) I am using now (as we are currently getting traffic to the site).

Is there any (EASY) way to save the theme/do I even have to save it, or is it automatic?

(I know this seems like a basic questions, but I haven’t been able to find a thread that provides a simple explanation — I am so confused!)