FDG vs. SSSFX

Last updated Jun 3, 2026

FDG (American Century Focused Dynamic Growth ETF) and SSSFX (SouthernSun Small Cap) are both funds - FDG is a Global Equities fund actively managed by American Century, while SSSFX is a Small Cap Blend Equities fund managed by AMG. Over the past 5 years, FDG returned 13.50%/yr vs 6.04%/yr for SSSFX. A 0.53 correlation means they provide meaningful diversification when combined. FDG charges 0.45%/yr vs 1.30%/yr for SSSFX.

Performance

FDG vs. SSSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Focused Dynamic Growth ETF (FDG) and SouthernSun Small Cap (SSSFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FDG having a 9.71% return and SSSFX slightly lower at 9.38%.

FDG

• 1D: -1.16%
• 1M: 6.55%
• YTD: 9.71%
• 6M: 12.54%
• 1Y: 34.58%
• 3Y*: 30.14%
• 5Y*: 13.50%
• 10Y*: —

SSSFX

• 1D: -0.71%
• 1M: -3.15%
• YTD: 9.38%
• 6M: 8.34%
• 1Y: 23.13%
• 3Y*: 8.16%
• 5Y*: 6.04%
• 10Y*: 9.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDG vs. SSSFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FDG American Century Focused Dynamic Growth ETF	9.71%	22.13%	45.89%	37.22%	-35.74%	8.52%	93.61%
SSSFX SouthernSun Small Cap	9.38%	4.72%	3.46%	12.52%	-1.86%	21.87%	83.21%

Correlation

The correlation between FDG and SSSFX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Apr 3, 2020	0.53

The correlation between FDG and SSSFX shifts across timeframes, from 0.42 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

FDG vs. SSSFX — Risk / Return Rank

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

FDG

FDG Risk / Return Rank: 52
FDG Sharpe Ratio Rank: 58
FDG Sortino Ratio Rank: 54
FDG Omega Ratio Rank: 54
FDG Calmar Ratio Rank: 46
FDG Martin Ratio Rank: 49

SSSFX

SSSFX Risk / Return Rank: 15
SSSFX Sharpe Ratio Rank: 15
SSSFX Sortino Ratio Rank: 16
SSSFX Omega Ratio Rank: 14
SSSFX Calmar Ratio Rank: 16
SSSFX Martin Ratio Rank: 13

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.

FDG vs. SSSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Dynamic Growth ETF (FDG) 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.

	FDG	SSSFX	Difference
Sharpe ratio Return per unit of total volatility	1.97	1.10	+0.87
Sortino ratio Return per unit of downside risk	2.62	1.70	+0.92
Omega ratio Gain probability vs. loss probability	1.34	1.19	+0.14
Calmar ratio Return relative to maximum drawdown	2.30	1.45	+0.85
Martin ratio Return relative to average drawdown	8.14	3.92	+4.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDG vs. SSSFX - Sharpe Ratio Comparison

The current FDG Sharpe Ratio is 1.97, which is higher than the SSSFX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FDG and SSSFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FDG	SSSFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	1.10	+0.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.27	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.39	+0.55

Drawdowns

FDG vs. SSSFX - Drawdown Comparison

The maximum FDG drawdown since its inception was -43.69%, smaller than the maximum SSSFX drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for FDG and SSSFX.

Drawdown Indicators

	FDG	SSSFX	Difference
Max Drawdown Largest peak-to-trough decline	-43.69%	-65.85%	+22.16%
Max Drawdown (1Y) Largest decline over 1 year	-15.71%	-14.39%	-1.32%
Max Drawdown (3Y) Largest decline over 3 years	-26.14%	-32.76%	+6.62%
Max Drawdown (5Y) Largest decline over 5 years	-43.69%	-32.76%	-10.93%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.20%	—
Current Drawdown Current decline from peak	-1.16%	-7.61%	+6.45%
Average Drawdown Average peak-to-trough decline	-13.44%	-10.90%	-2.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.44%	5.33%	-0.89%

Volatility

FDG vs. SSSFX - Volatility Comparison

The current volatility for American Century Focused Dynamic Growth ETF (FDG) is 4.66%, while SouthernSun Small Cap (SSSFX) has a volatility of 6.23%. This indicates that FDG 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.

Volatility by Period

	FDG	SSSFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.66%	6.23%	-1.57%
Volatility (6M) Calculated over the trailing 6-month period	13.88%	14.34%	-0.46%
Volatility (1Y) Calculated over the trailing 1-year period	17.68%	20.13%	-2.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.67%	22.52%	+2.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.89%	23.32%	+1.57%

FDG vs. SSSFX - Expense Ratio Comparison

FDG has a 0.45% expense ratio, which is lower than SSSFX's 1.30% expense ratio.

Dividends

FDG vs. SSSFX - Dividend Comparison

FDG has not paid dividends to shareholders, while SSSFX's dividend yield for the trailing twelve months is around 4.61%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDG American Century Focused Dynamic Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.00%	0.00%	0.00%	0.00%	0.00%
SSSFX SouthernSun Small Cap	4.61%	5.04%	13.93%	13.87%	9.40%	11.51%	0.23%	5.29%	4.77%	0.00%	0.00%	12.69%

Frequently Asked Questions

Can I hold both FDG and SSSFX in my portfolio?

FDG and SSSFX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FDG or SSSFX?

SSSFX has higher volatility (6.23%) compared to FDG (4.66%). In terms of maximum drawdown, FDG dropped -43.69% vs SSSFX's -65.85%.

Which has better risk-adjusted returns?

FDG currently has the higher Sharpe Ratio (1.97 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.