IWC vs. SSSFX
IWC (iShares Micro-Cap ETF) and SSSFX (SouthernSun Small Cap) are both Small Cap Blend Equities funds. Over the past 10 years, IWC returned 11.35%/yr vs 9.23%/yr for SSSFX. Their correlation of 0.84 suggests significant overlap in exposure. IWC charges 0.60%/yr vs 1.30%/yr for SSSFX.
Performance
IWC vs. SSSFX - Performance Comparison
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Returns By Period
In the year-to-date period, IWC achieves a 18.97% return, which is significantly higher than SSSFX's 10.79% return. Over the past 10 years, IWC has outperformed SSSFX with an annualized return of 11.35%, while SSSFX has yielded a comparatively lower 9.23% annualized return.
IWC
- 1D
- -2.09%
- 1M
- 2.88%
- YTD
- 18.97%
- 6M
- 18.63%
- 1Y
- 55.24%
- 3Y*
- 21.73%
- 5Y*
- 5.45%
- 10Y*
- 11.35%
SSSFX
- 1D
- 1.28%
- 1M
- -0.78%
- YTD
- 10.79%
- 6M
- 8.04%
- 1Y
- 22.59%
- 3Y*
- 8.62%
- 5Y*
- 6.35%
- 10Y*
- 9.23%
IWC vs. SSSFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWC iShares Micro-Cap ETF | 18.97% | 22.45% | 13.63% | 8.99% | -21.93% | 18.67% | 20.88% | 22.20% | -13.13% | 12.79% |
SSSFX SouthernSun Small Cap | 10.79% | 4.72% | 3.46% | 12.52% | -1.86% | 21.87% | 14.08% | 35.45% | -24.32% | 18.03% |
Correlation
The correlation between IWC and SSSFX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2005 | 0.84 |
The correlation between IWC and SSSFX shifts across timeframes, from 0.69 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWC vs. SSSFX — Risk / Return Rank
IWC
SSSFX
IWC vs. SSSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Micro-Cap ETF (IWC) 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.
| IWC | SSSFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.47 | 1.73 | +2.74 |
| Martin ratioReturn relative to average drawdown | 14.76 | 4.63 | +10.13 |
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
| IWC | SSSFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 1.24 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.28 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.40 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.39 | -0.07 |
Drawdowns
IWC vs. SSSFX - Drawdown Comparison
The maximum IWC drawdown since its inception was -64.61%, roughly equal to the maximum SSSFX drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for IWC and SSSFX.
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Drawdown Indicators
| IWC | SSSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.61% | -65.85% | +1.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -14.39% | +1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -29.46% | -32.76% | +3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -40.68% | -32.76% | -7.92% |
Max Drawdown (10Y)Largest decline over 10 years | -47.21% | -45.20% | -2.01% |
Current DrawdownCurrent decline from peak | -2.90% | -6.42% | +3.52% |
Average DrawdownAverage peak-to-trough decline | -15.28% | -10.90% | -4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 5.34% | -1.59% |
Volatility
IWC vs. SSSFX - Volatility Comparison
iShares Micro-Cap ETF (IWC) has a higher volatility of 7.29% compared to SouthernSun Small Cap (SSSFX) at 6.40%. This indicates that IWC's price experiences larger fluctuations and is considered to be riskier 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
| IWC | SSSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 6.40% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 17.26% | 14.39% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.63% | 20.12% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.42% | 22.52% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.42% | 23.32% | +1.10% |
IWC vs. SSSFX - Expense Ratio Comparison
IWC has a 0.60% expense ratio, which is lower than SSSFX's 1.30% expense ratio.
Dividends
IWC vs. SSSFX - Dividend Comparison
IWC's dividend yield for the trailing twelve months is around 0.91%, less than SSSFX's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWC iShares Micro-Cap ETF | 0.91% | 1.10% | 1.06% | 1.17% | 1.18% | 0.78% | 0.98% | 1.19% | 1.01% | 1.09% | 1.16% | 1.49% |
SSSFX SouthernSun Small Cap | 4.55% | 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
IWC and SSSFX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWC has higher volatility (7.29%) compared to SSSFX (6.40%). In terms of maximum drawdown, IWC dropped -64.61% vs SSSFX's -65.85%.
IWC currently has the higher Sharpe Ratio (2.36 vs 1.24), 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.
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