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BRWIX vs. SSSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRWIX vs. SSSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Boston Common Global Impact Fund (BRWIX) and SouthernSun Small Cap (SSSFX). The values are adjusted to include any dividend payments, if applicable.

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BRWIX vs. SSSFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRWIX
AMG Boston Common Global Impact Fund
-3.89%21.16%3.08%13.75%-25.35%12.38%29.77%27.98%-3.67%23.65%
SSSFX
SouthernSun Small Cap
2.36%4.72%3.46%12.52%-1.86%21.87%14.08%35.45%-24.32%18.03%

Returns By Period

In the year-to-date period, BRWIX achieves a -3.89% return, which is significantly lower than SSSFX's 2.36% return. Over the past 10 years, BRWIX has outperformed SSSFX with an annualized return of 9.50%, while SSSFX has yielded a comparatively lower 8.56% annualized return.


BRWIX

1D
-0.40%
1M
-10.64%
YTD
-3.89%
6M
1.65%
1Y
21.07%
3Y*
7.76%
5Y*
2.29%
10Y*
9.50%

SSSFX

1D
-1.35%
1M
-8.90%
YTD
2.36%
6M
-0.53%
1Y
21.35%
3Y*
6.28%
5Y*
4.75%
10Y*
8.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRWIX vs. SSSFX - Expense Ratio Comparison

BRWIX has a 0.93% expense ratio, which is lower than SSSFX's 1.30% expense ratio.


Return for Risk

BRWIX vs. SSSFX — Risk / Return Rank

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

BRWIX
BRWIX Risk / Return Rank: 7070
Overall Rank
BRWIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BRWIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
BRWIX Omega Ratio Rank: 6565
Omega Ratio Rank
BRWIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
BRWIX Martin Ratio Rank: 7373
Martin Ratio Rank

SSSFX
SSSFX Risk / Return Rank: 4343
Overall Rank
SSSFX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SSSFX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SSSFX Omega Ratio Rank: 3838
Omega Ratio Rank
SSSFX Calmar Ratio Rank: 5353
Calmar Ratio Rank
SSSFX Martin Ratio Rank: 3333
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.

BRWIX vs. SSSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Boston Common Global Impact Fund (BRWIX) and SouthernSun Small Cap (SSSFX). 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.


BRWIXSSSFXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.86

+0.33

Sortino ratio

Return per unit of downside risk

1.75

1.39

+0.36

Omega ratio

Gain probability vs. loss probability

1.25

1.18

+0.07

Calmar ratio

Return relative to maximum drawdown

1.60

1.27

+0.34

Martin ratio

Return relative to average drawdown

6.97

3.55

+3.42

BRWIX vs. SSSFX - Sharpe Ratio Comparison

The current BRWIX Sharpe Ratio is 1.20, which is higher than the SSSFX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of BRWIX and SSSFX, 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


BRWIXSSSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.86

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.21

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.37

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.37

-0.05

Correlation

The correlation between BRWIX and SSSFX is 0.79, 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

BRWIX vs. SSSFX - Dividend Comparison

BRWIX's dividend yield for the trailing twelve months is around 0.78%, less than SSSFX's 4.93% yield.


TTM20252024202320222021202020192018201720162015
BRWIX
AMG Boston Common Global Impact Fund
0.78%0.75%1.17%0.63%0.48%45.72%14.71%10.30%0.00%0.00%0.00%0.00%
SSSFX
SouthernSun Small Cap
4.93%5.04%13.93%13.87%9.40%11.51%0.23%5.29%4.77%0.00%0.00%12.69%

Drawdowns

BRWIX vs. SSSFX - Drawdown Comparison

The maximum BRWIX drawdown since its inception was -54.49%, smaller than the maximum SSSFX drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for BRWIX and SSSFX.


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Drawdown Indicators


BRWIXSSSFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.49%

-65.85%

+11.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-14.39%

+2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-36.71%

-32.76%

-3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-36.71%

-45.20%

+8.49%

Current Drawdown

Current decline from peak

-11.28%

-13.55%

+2.27%

Average Drawdown

Average peak-to-trough decline

-17.69%

-10.93%

-6.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

5.12%

-2.42%

Volatility

BRWIX vs. SSSFX - Volatility Comparison

The current volatility for AMG Boston Common Global Impact Fund (BRWIX) is 5.99%, while SouthernSun Small Cap (SSSFX) has a volatility of 6.52%. This indicates that BRWIX experiences smaller price fluctuations and is considered to be less risky than SSSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRWIXSSSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

6.52%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

14.45%

-3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

24.71%

-7.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

22.42%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

23.25%

-3.18%