MEQFX vs. SSSFX
MEQFX (AMG River Road Large Cap Value Select Fund) and SSSFX (SouthernSun Small Cap) are both mutual funds - MEQFX is a Large Cap Blend Equities fund managed by AMG, while SSSFX is a Small Cap Blend Equities fund managed by AMG. Over the past 10 years, MEQFX returned 11.04%/yr vs 9.87%/yr for SSSFX. Their correlation of 0.81 suggests significant overlap in exposure. MEQFX charges 0.64%/yr vs 1.30%/yr for SSSFX.
Performance
MEQFX vs. SSSFX - Performance Comparison
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Returns By Period
In the year-to-date period, MEQFX achieves a -3.05% return, which is significantly lower than SSSFX's 14.22% return. Over the past 10 years, MEQFX has outperformed SSSFX with an annualized return of 11.04%, while SSSFX has yielded a comparatively lower 9.87% annualized return.
MEQFX
- 1D
- 1.06%
- 1M
- 1.06%
- YTD
- -3.05%
- 6M
- -4.56%
- 1Y
- -7.57%
- 3Y*
- 10.53%
- 5Y*
- 9.11%
- 10Y*
- 11.04%
SSSFX
- 1D
- 1.51%
- 1M
- 2.49%
- YTD
- 14.22%
- 6M
- 11.73%
- 1Y
- 23.95%
- 3Y*
- 9.54%
- 5Y*
- 7.33%
- 10Y*
- 9.87%
MEQFX vs. SSSFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | -3.05% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
SSSFX SouthernSun Small Cap | 14.22% | 4.72% | 3.46% | 12.52% | -1.86% | 21.87% | 14.08% | 35.45% | -24.32% | 18.03% |
Correlation
The correlation between MEQFX and SSSFX is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2003 | 0.81 |
The correlation between MEQFX and SSSFX has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
MEQFX vs. SSSFX — Risk / Return Rank
MEQFX
SSSFX
MEQFX vs. SSSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Large Cap Value Select Fund (MEQFX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MEQFX | SSSFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.20 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.60 | -2.10 |
| Martin ratioReturn relative to average drawdown | -0.90 | 4.17 | -5.08 |
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Drawdowns
MEQFX vs. SSSFX - Drawdown Comparison
The maximum MEQFX drawdown since its inception was -55.38%, smaller than the maximum SSSFX drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for MEQFX and SSSFX.
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Drawdown Indicators
| MEQFX | SSSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -65.85% | +10.47% |
Max Drawdown (1Y)Largest decline over 1 year | -17.43% | -14.39% | -3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -32.76% | +15.33% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -32.76% | +13.28% |
Max Drawdown (10Y)Largest decline over 10 years | -28.69% | -45.20% | +16.51% |
Current DrawdownCurrent decline from peak | -14.47% | -3.53% | -10.94% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -10.89% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.54% | 5.51% | +4.03% |
Volatility
MEQFX vs. SSSFX - Volatility Comparison
The current volatility for AMG River Road Large Cap Value Select Fund (MEQFX) is 3.97%, while SouthernSun Small Cap (SSSFX) has a volatility of 5.47%. This indicates that MEQFX 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
| MEQFX | SSSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 5.47% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 14.67% | -4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.05% | 20.34% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 22.54% | -5.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 23.31% | -3.71% |
MEQFX vs. SSSFX - Expense Ratio Comparison
MEQFX has a 0.64% expense ratio, which is lower than SSSFX's 1.30% expense ratio.
Dividends
MEQFX vs. SSSFX - Dividend Comparison
MEQFX has not paid dividends to shareholders, while SSSFX's dividend yield for the trailing twelve months is around 4.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
SSSFX SouthernSun Small Cap | 4.41% | 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
MEQFX and SSSFX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSSFX has higher volatility (5.47%) compared to MEQFX (3.97%). In terms of maximum drawdown, MEQFX dropped -55.38% vs SSSFX's -65.85%.
SSSFX currently has the higher Sharpe Ratio (1.14 vs -0.51), 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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