SKSEX vs. FSSNX
Compare and contrast key facts about AMG GW&K Small Cap Value Fund (SKSEX) and Fidelity Small Cap Index Fund (FSSNX).
SKSEX is managed by AMG. It was launched on Apr 23, 1987. FSSNX is managed by Fidelity. It was launched on Sep 8, 2011.
Performance
SKSEX vs. FSSNX - Performance Comparison
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SKSEX vs. FSSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKSEX AMG GW&K Small Cap Value Fund | 4.20% | -4.50% | 10.60% | 17.49% | -15.36% | 33.22% | 3.30% | 38.26% | -18.98% | 8.39% |
FSSNX Fidelity Small Cap Index Fund | 0.91% | 12.94% | 11.71% | 17.11% | -20.28% | 14.70% | 19.99% | 25.70% | -11.24% | 14.54% |
Returns By Period
In the year-to-date period, SKSEX achieves a 4.20% return, which is significantly higher than FSSNX's 0.91% return. Over the past 10 years, SKSEX has underperformed FSSNX with an annualized return of 7.98%, while FSSNX has yielded a comparatively higher 9.90% annualized return.
SKSEX
- 1D
- 2.89%
- 1M
- -4.51%
- YTD
- 4.20%
- 6M
- -2.51%
- 1Y
- 8.69%
- 3Y*
- 7.51%
- 5Y*
- 3.81%
- 10Y*
- 7.98%
FSSNX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.91%
- 6M
- 2.89%
- 1Y
- 25.83%
- 3Y*
- 13.19%
- 5Y*
- 3.57%
- 10Y*
- 9.90%
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SKSEX vs. FSSNX - Expense Ratio Comparison
SKSEX has a 1.15% expense ratio, which is higher than FSSNX's 0.03% expense ratio.
Return for Risk
SKSEX vs. FSSNX — Risk / Return Rank
SKSEX
FSSNX
SKSEX vs. FSSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small Cap Value Fund (SKSEX) and Fidelity Small Cap Index Fund (FSSNX). 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.
| SKSEX | FSSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 1.12 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.66 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.82 | -1.33 |
Martin ratioReturn relative to average drawdown | 1.47 | 6.80 | -5.33 |
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
| SKSEX | FSSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.12 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.16 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.42 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.49 | +0.09 |
Correlation
The correlation between SKSEX and FSSNX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SKSEX vs. FSSNX - Dividend Comparison
SKSEX has not paid dividends to shareholders, while FSSNX's dividend yield for the trailing twelve months is around 1.07%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKSEX AMG GW&K Small Cap Value Fund | 0.00% | 0.00% | 8.62% | 1.51% | 1.69% | 13.94% | 43.15% | 13.91% | 14.98% | 6.75% | 0.02% | 4.98% |
FSSNX Fidelity Small Cap Index Fund | 1.07% | 1.08% | 1.04% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 4.94% | 3.37% | 2.27% | 2.66% |
Drawdowns
SKSEX vs. FSSNX - Drawdown Comparison
The maximum SKSEX drawdown since its inception was -65.26%, which is greater than FSSNX's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for SKSEX and FSSNX.
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Drawdown Indicators
| SKSEX | FSSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.26% | -41.72% | -23.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -13.89% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -31.87% | +5.48% |
Max Drawdown (10Y)Largest decline over 10 years | -49.36% | -41.72% | -7.64% |
Current DrawdownCurrent decline from peak | -8.23% | -7.94% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -9.26% | -8.37% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 3.71% | +0.96% |
Volatility
SKSEX vs. FSSNX - Volatility Comparison
The current volatility for AMG GW&K Small Cap Value Fund (SKSEX) is 6.71%, while Fidelity Small Cap Index Fund (FSSNX) has a volatility of 7.52%. This indicates that SKSEX experiences smaller price fluctuations and is considered to be less risky than FSSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKSEX | FSSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 7.52% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.63% | 14.52% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.11% | 23.30% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 22.61% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.48% | 23.41% | +1.07% |