GWMEX vs. SSSFX
Compare and contrast key facts about AMG GW&K Municipal Enhanced Yield Fund (GWMEX) and SouthernSun Small Cap (SSSFX).
GWMEX is managed by AMG. It was launched on Dec 29, 2005. SSSFX is managed by AMG. It was launched on Oct 1, 2003.
Performance
GWMEX vs. SSSFX - Performance Comparison
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GWMEX vs. SSSFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GWMEX AMG GW&K Municipal Enhanced Yield Fund | -1.47% | 2.50% | 2.61% | 10.89% | -17.86% | 15.05% | 6.32% | 12.51% | -0.06% | 9.79% |
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, GWMEX achieves a -1.47% return, which is significantly lower than SSSFX's 2.36% return. Over the past 10 years, GWMEX has underperformed SSSFX with an annualized return of 3.39%, while SSSFX has yielded a comparatively higher 8.56% annualized return.
GWMEX
- 1D
- 0.35%
- 1M
- -3.61%
- YTD
- -1.47%
- 6M
- 0.39%
- 1Y
- 2.09%
- 3Y*
- 3.07%
- 5Y*
- 1.70%
- 10Y*
- 3.39%
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%
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GWMEX vs. SSSFX - Expense Ratio Comparison
GWMEX has a 0.64% expense ratio, which is lower than SSSFX's 1.30% expense ratio.
Return for Risk
GWMEX vs. SSSFX — Risk / Return Rank
GWMEX
SSSFX
GWMEX vs. SSSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Municipal Enhanced Yield Fund (GWMEX) 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.
| GWMEX | SSSFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.86 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.47 | 1.39 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.27 | -0.96 |
Martin ratioReturn relative to average drawdown | 0.79 | 3.55 | -2.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GWMEX | SSSFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.86 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.21 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.37 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.37 | +0.25 |
Correlation
The correlation between GWMEX and SSSFX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
GWMEX vs. SSSFX - Dividend Comparison
GWMEX's dividend yield for the trailing twelve months is around 3.48%, less than SSSFX's 4.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWMEX AMG GW&K Municipal Enhanced Yield Fund | 3.48% | 3.67% | 3.38% | 3.10% | 3.33% | 13.26% | 3.63% | 4.59% | 5.82% | 2.97% | 7.96% | 4.77% |
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
GWMEX vs. SSSFX - Drawdown Comparison
The maximum GWMEX drawdown since its inception was -36.30%, smaller than the maximum SSSFX drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for GWMEX and SSSFX.
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Drawdown Indicators
| GWMEX | SSSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.30% | -65.85% | +29.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -14.39% | +7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -32.76% | +8.70% |
Max Drawdown (10Y)Largest decline over 10 years | -24.06% | -45.20% | +21.14% |
Current DrawdownCurrent decline from peak | -5.69% | -13.55% | +7.86% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -10.93% | +5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 5.12% | -2.36% |
Volatility
GWMEX vs. SSSFX - Volatility Comparison
The current volatility for AMG GW&K Municipal Enhanced Yield Fund (GWMEX) is 1.73%, while SouthernSun Small Cap (SSSFX) has a volatility of 6.52%. This indicates that GWMEX 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
| GWMEX | SSSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.73% | 6.52% | -4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 2.41% | 14.45% | -12.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.30% | 24.71% | -17.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.77% | 22.42% | -14.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 23.25% | -16.52% |