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FDG vs. SSSFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDG and SSSFX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

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.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
175.33%
62.46%
FDG
SSSFX

Key characteristics

Sharpe Ratio

FDG:

2.56

SSSFX:

-0.25

Sortino Ratio

FDG:

3.25

SSSFX:

-0.16

Omega Ratio

FDG:

1.45

SSSFX:

0.97

Calmar Ratio

FDG:

2.25

SSSFX:

-0.21

Martin Ratio

FDG:

14.99

SSSFX:

-1.47

Ulcer Index

FDG:

3.44%

SSSFX:

4.12%

Daily Std Dev

FDG:

20.10%

SSSFX:

24.07%

Max Drawdown

FDG:

-43.69%

SSSFX:

-66.47%

Current Drawdown

FDG:

-3.05%

SSSFX:

-29.17%

Returns By Period

In the year-to-date period, FDG achieves a 48.62% return, which is significantly higher than SSSFX's -7.84% return.


FDG

YTD

48.62%

1M

3.74%

6M

20.12%

1Y

49.13%

5Y*

N/A

10Y*

N/A

SSSFX

YTD

-7.84%

1M

-18.12%

6M

-10.25%

1Y

-8.29%

5Y*

0.10%

10Y*

-1.05%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDG vs. SSSFX - Expense Ratio Comparison

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


SSSFX
SouthernSun Small Cap
Expense ratio chart for SSSFX: current value at 1.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.30%
Expense ratio chart for FDG: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FDG vs. SSSFX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FDG, currently valued at 2.56, compared to the broader market0.002.004.002.56-0.25
The chart of Sortino ratio for FDG, currently valued at 3.25, compared to the broader market-2.000.002.004.006.008.0010.003.25-0.16
The chart of Omega ratio for FDG, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.450.97
The chart of Calmar ratio for FDG, currently valued at 2.25, compared to the broader market0.005.0010.0015.002.25-0.21
The chart of Martin ratio for FDG, currently valued at 14.99, compared to the broader market0.0020.0040.0060.0080.00100.0014.99-1.47
FDG
SSSFX

The current FDG Sharpe Ratio is 2.56, which is higher than the SSSFX Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of FDG 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.56
-0.25
FDG
SSSFX

Dividends

FDG vs. SSSFX - Dividend Comparison

Neither FDG nor SSSFX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSSFX
SouthernSun Small Cap
0.00%0.00%0.00%0.04%0.00%0.05%0.00%0.00%0.00%0.13%0.00%0.05%

Drawdowns

FDG vs. SSSFX - Drawdown Comparison

The maximum FDG drawdown since its inception was -43.69%, smaller than the maximum SSSFX drawdown of -66.47%. Use the drawdown chart below to compare losses from any high point for FDG and SSSFX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.05%
-29.17%
FDG
SSSFX

Volatility

FDG vs. SSSFX - Volatility Comparison

The current volatility for American Century Focused Dynamic Growth ETF (FDG) is 5.71%, while SouthernSun Small Cap (SSSFX) has a volatility of 17.24%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.71%
17.24%
FDG
SSSFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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