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PSCNX vs. PSHNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCNX vs. PSHNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Penn Capital Special Situations Small Cap Equity Fund (PSCNX) and Penn Capital Short Duration High Income Fund (PSHNX). The values are adjusted to include any dividend payments, if applicable.

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PSCNX vs. PSHNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSCNX
Penn Capital Special Situations Small Cap Equity Fund
3.54%12.07%8.04%14.14%-17.98%32.82%27.62%30.69%-16.22%10.70%
PSHNX
Penn Capital Short Duration High Income Fund
0.15%7.72%7.19%8.72%-2.26%3.43%0.88%7.40%0.61%0.65%

Returns By Period

In the year-to-date period, PSCNX achieves a 3.54% return, which is significantly higher than PSHNX's 0.15% return.


PSCNX

1D
3.48%
1M
-5.25%
YTD
3.54%
6M
1.18%
1Y
25.88%
3Y*
11.58%
5Y*
4.91%
10Y*
12.29%

PSHNX

1D
0.42%
1M
-0.57%
YTD
0.15%
6M
1.83%
1Y
6.50%
3Y*
7.09%
5Y*
4.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCNX vs. PSHNX - Expense Ratio Comparison

PSCNX has a 1.71% expense ratio, which is higher than PSHNX's 1.01% expense ratio.


Return for Risk

PSCNX vs. PSHNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSCNX
PSCNX Risk / Return Rank: 5050
Overall Rank
PSCNX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PSCNX Sortino Ratio Rank: 4848
Sortino Ratio Rank
PSCNX Omega Ratio Rank: 4343
Omega Ratio Rank
PSCNX Calmar Ratio Rank: 5858
Calmar Ratio Rank
PSCNX Martin Ratio Rank: 5454
Martin Ratio Rank

PSHNX
PSHNX Risk / Return Rank: 9595
Overall Rank
PSHNX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PSHNX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PSHNX Omega Ratio Rank: 9797
Omega Ratio Rank
PSHNX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PSHNX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSCNX vs. PSHNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Penn Capital Special Situations Small Cap Equity Fund (PSCNX) and Penn Capital Short Duration High Income Fund (PSHNX). 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.


PSCNXPSHNXDifference

Sharpe ratio

Return per unit of total volatility

1.00

2.56

-1.56

Sortino ratio

Return per unit of downside risk

1.50

3.50

-2.01

Omega ratio

Gain probability vs. loss probability

1.21

1.68

-0.47

Calmar ratio

Return relative to maximum drawdown

1.55

2.62

-1.07

Martin ratio

Return relative to average drawdown

5.91

14.73

-8.83

PSCNX vs. PSHNX - Sharpe Ratio Comparison

The current PSCNX Sharpe Ratio is 1.00, which is lower than the PSHNX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of PSCNX and PSHNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSCNXPSHNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.56

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.79

-1.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.23

-0.79

Correlation

The correlation between PSCNX and PSHNX is 0.45, 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.


Dividends

PSCNX vs. PSHNX - Dividend Comparison

PSCNX's dividend yield for the trailing twelve months is around 7.23%, more than PSHNX's 6.26% yield.


TTM2025202420232022202120202019201820172016
PSCNX
Penn Capital Special Situations Small Cap Equity Fund
7.23%7.49%1.56%0.24%1.76%23.64%0.00%1.24%9.83%11.93%7.11%
PSHNX
Penn Capital Short Duration High Income Fund
6.26%6.27%6.43%4.95%3.47%3.17%3.95%3.65%3.13%1.46%0.00%

Drawdowns

PSCNX vs. PSHNX - Drawdown Comparison

The maximum PSCNX drawdown since its inception was -50.15%, which is greater than PSHNX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for PSCNX and PSHNX.


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Drawdown Indicators


PSCNXPSHNXDifference

Max Drawdown

Largest peak-to-trough decline

-50.15%

-14.53%

-35.62%

Max Drawdown (1Y)

Largest decline over 1 year

-16.82%

-2.52%

-14.30%

Max Drawdown (5Y)

Largest decline over 5 years

-32.09%

-6.02%

-26.07%

Max Drawdown (10Y)

Largest decline over 10 years

-50.15%

Current Drawdown

Current decline from peak

-5.46%

-0.57%

-4.89%

Average Drawdown

Average peak-to-trough decline

-9.98%

-0.90%

-9.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

0.45%

+3.97%

Volatility

PSCNX vs. PSHNX - Volatility Comparison

Penn Capital Special Situations Small Cap Equity Fund (PSCNX) has a higher volatility of 8.09% compared to Penn Capital Short Duration High Income Fund (PSHNX) at 1.00%. This indicates that PSCNX's price experiences larger fluctuations and is considered to be riskier than PSHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCNXPSHNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

1.00%

+7.09%

Volatility (6M)

Calculated over the trailing 6-month period

16.52%

1.40%

+15.12%

Volatility (1Y)

Calculated over the trailing 1-year period

26.49%

2.59%

+23.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.53%

2.62%

+22.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

3.17%

+22.71%