MFQTX vs. SSSFX
MFQTX (AMG Veritas Global Focus Fund) and SSSFX (SouthernSun Small Cap) are both mutual funds - MFQTX is a Large Cap Growth Equities fund managed by AMG, while SSSFX is a Small Cap Blend Equities fund managed by AMG. Over the past 10 years, MFQTX returned 8.64%/yr vs 9.45%/yr for SSSFX. Their correlation of 0.81 suggests significant overlap in exposure. MFQTX charges 0.88%/yr vs 1.30%/yr for SSSFX.
Performance
MFQTX vs. SSSFX - Performance Comparison
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Returns By Period
In the year-to-date period, MFQTX achieves a -1.74% return, which is significantly lower than SSSFX's 16.08% return. Over the past 10 years, MFQTX has underperformed SSSFX with an annualized return of 8.64%, while SSSFX has yielded a comparatively higher 9.45% annualized return.
MFQTX
- 1D
- 0.12%
- 1M
- 2.37%
- 6M
- -4.48%
- YTD
- -1.74%
- 1Y
- -10.08%
- 3Y*
- 8.19%
- 5Y*
- 3.42%
- 10Y*
- 8.64%
SSSFX
- 1D
- 1.26%
- 1M
- 2.26%
- 6M
- 9.52%
- YTD
- 16.08%
- 1Y
- 21.36%
- 3Y*
- 7.98%
- 5Y*
- 7.71%
- 10Y*
- 9.45%
MFQTX vs. SSSFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFQTX AMG Veritas Global Focus Fund | -1.74% | -1.59% | 23.14% | 22.81% | -21.08% | 17.63% | 8.44% | 28.37% | -3.66% | 18.28% |
SSSFX SouthernSun Small Cap | 16.08% | 4.72% | 3.46% | 12.52% | -1.86% | 21.87% | 14.08% | 35.45% | -24.32% | 18.03% |
Correlation
The correlation between MFQTX and SSSFX is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2003 | 0.81 |
Over the past year, the correlation between MFQTX and SSSFX has dropped to 0.56 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
MFQTX vs. SSSFX — Risk / Return Rank
MFQTX
SSSFX
MFQTX vs. SSSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Global Focus Fund (MFQTX) 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.
| MFQTX | SSSFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.17 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.37 | -1.83 |
| Martin ratioReturn relative to average drawdown | -0.93 | 3.55 | -4.48 |
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Drawdowns
MFQTX vs. SSSFX - Drawdown Comparison
The maximum MFQTX drawdown since its inception was -57.67%, smaller than the maximum SSSFX drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for MFQTX and SSSFX.
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Drawdown Indicators
| MFQTX | SSSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.67% | -65.85% | +8.18% |
Max Drawdown (1Y)Largest decline over 1 year | -23.00% | -14.39% | -8.61% |
Max Drawdown (3Y)Largest decline over 3 years | -23.60% | -32.76% | +9.16% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -32.76% | +5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | -45.20% | +7.62% |
Current DrawdownCurrent decline from peak | -13.49% | -1.96% | -11.53% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -10.87% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.36% | 5.54% | +5.82% |
Volatility
MFQTX vs. SSSFX - Volatility Comparison
The current volatility for AMG Veritas Global Focus Fund (MFQTX) is 4.34%, while SouthernSun Small Cap (SSSFX) has a volatility of 5.49%. This indicates that MFQTX 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
| MFQTX | SSSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 5.49% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 14.49% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.08% | 20.20% | -3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 22.52% | -4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 23.26% | -4.30% |
MFQTX vs. SSSFX - Expense Ratio Comparison
MFQTX has a 0.88% expense ratio, which is lower than SSSFX's 1.30% expense ratio.
Dividends
MFQTX vs. SSSFX - Dividend Comparison
MFQTX has not paid dividends to shareholders, while SSSFX's dividend yield for the trailing twelve months is around 4.34%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFQTX AMG Veritas Global Focus Fund | 0.00% | 0.00% | 18.87% | 2.45% | 5.59% | 139.81% | 1.67% | 0.72% | 1.95% | 0.47% | 1.19% | 0.57% |
SSSFX SouthernSun Small Cap | 4.34% | 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
MFQTX and SSSFX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSSFX has higher volatility (5.49%) compared to MFQTX (4.34%). In terms of maximum drawdown, MFQTX dropped -57.67% vs SSSFX's -65.85%.
SSSFX currently has the higher Sharpe Ratio (0.97 vs -0.62), 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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