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BUFSX vs. FSSNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFSX and FSSNX is 0.80, 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.


Performance

BUFSX vs. FSSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Small Cap Fund (BUFSX) and Fidelity Small Cap Index Fund (FSSNX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUFSX:

-0.11

FSSNX:

0.03

Sortino Ratio

BUFSX:

0.15

FSSNX:

0.36

Omega Ratio

BUFSX:

1.02

FSSNX:

1.05

Calmar Ratio

BUFSX:

-0.01

FSSNX:

0.11

Martin Ratio

BUFSX:

-0.06

FSSNX:

0.33

Ulcer Index

BUFSX:

8.71%

FSSNX:

9.46%

Daily Std Dev

BUFSX:

24.50%

FSSNX:

24.52%

Max Drawdown

BUFSX:

-77.02%

FSSNX:

-44.52%

Current Drawdown

BUFSX:

-65.06%

FSSNX:

-13.61%

Returns By Period

In the year-to-date period, BUFSX achieves a -5.91% return, which is significantly lower than FSSNX's -5.60% return. Over the past 10 years, BUFSX has underperformed FSSNX with an annualized return of -8.09%, while FSSNX has yielded a comparatively higher 5.46% annualized return.


BUFSX

YTD

-5.91%

1M

9.63%

6M

-8.44%

1Y

-2.57%

5Y*

0.39%

10Y*

-8.09%

FSSNX

YTD

-5.60%

1M

11.33%

6M

-9.67%

1Y

0.81%

5Y*

11.78%

10Y*

5.46%

*Annualized

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BUFSX vs. FSSNX - Expense Ratio Comparison

BUFSX has a 1.01% expense ratio, which is higher than FSSNX's 0.03% expense ratio.


Risk-Adjusted Performance

BUFSX vs. FSSNX — Risk-Adjusted Performance Rank

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

BUFSX
The Risk-Adjusted Performance Rank of BUFSX is 1717
Overall Rank
The Sharpe Ratio Rank of BUFSX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFSX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of BUFSX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of BUFSX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of BUFSX is 1616
Martin Ratio Rank

FSSNX
The Risk-Adjusted Performance Rank of FSSNX is 2626
Overall Rank
The Sharpe Ratio Rank of FSSNX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FSSNX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FSSNX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FSSNX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of FSSNX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BUFSX vs. FSSNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Small Cap Fund (BUFSX) and Fidelity Small Cap Index Fund (FSSNX). 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.


The current BUFSX Sharpe Ratio is -0.11, which is lower than the FSSNX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of BUFSX and FSSNX, 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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Dividends

BUFSX vs. FSSNX - Dividend Comparison

BUFSX has not paid dividends to shareholders, while FSSNX's dividend yield for the trailing twelve months is around 1.09%.


TTM20242023202220212020201920182017201620152014
BUFSX
Buffalo Small Cap Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSSNX
Fidelity Small Cap Index Fund
1.09%1.03%1.43%1.26%1.26%0.94%1.32%1.33%1.15%1.24%2.80%4.80%

Drawdowns

BUFSX vs. FSSNX - Drawdown Comparison

The maximum BUFSX drawdown since its inception was -77.02%, which is greater than FSSNX's maximum drawdown of -44.52%. Use the drawdown chart below to compare losses from any high point for BUFSX and FSSNX. For additional features, visit the drawdowns tool.


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Volatility

BUFSX vs. FSSNX - Volatility Comparison

Buffalo Small Cap Fund (BUFSX) has a higher volatility of 7.11% compared to Fidelity Small Cap Index Fund (FSSNX) at 6.45%. This indicates that BUFSX's price experiences larger fluctuations and is considered to be riskier than FSSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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