PortfoliosLab logoPortfoliosLab logo
SKSEX vs. SSLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SKSEX vs. SSLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG GW&K Small Cap Value Fund (SKSEX) and DWS Small Cap Core Fund (SSLCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SKSEX vs. SSLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SSLCX
DWS Small Cap Core Fund
2.41%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%11.63%

Returns By Period

In the year-to-date period, SKSEX achieves a 4.20% return, which is significantly higher than SSLCX's 2.41% return. Over the past 10 years, SKSEX has underperformed SSLCX with an annualized return of 7.98%, while SSLCX has yielded a comparatively higher 10.13% 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%

SSLCX

1D
2.02%
1M
-2.26%
YTD
2.41%
6M
-0.12%
1Y
9.98%
3Y*
9.67%
5Y*
5.66%
10Y*
10.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SKSEX vs. SSLCX - Expense Ratio Comparison

SKSEX has a 1.15% expense ratio, which is higher than SSLCX's 0.95% expense ratio.


Return for Risk

SKSEX vs. SSLCX — Risk / Return Rank

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

SKSEX
SKSEX Risk / Return Rank: 1212
Overall Rank
SKSEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SKSEX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SKSEX Omega Ratio Rank: 1212
Omega Ratio Rank
SKSEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SKSEX Martin Ratio Rank: 1313
Martin Ratio Rank

SSLCX
SSLCX Risk / Return Rank: 2020
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 2020
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 2222
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.

SKSEX vs. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small Cap Value Fund (SKSEX) and DWS Small Cap Core Fund (SSLCX). 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.


SKSEXSSLCXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.62

-0.24

Sortino ratio

Return per unit of downside risk

0.65

0.97

-0.32

Omega ratio

Gain probability vs. loss probability

1.09

1.13

-0.03

Calmar ratio

Return relative to maximum drawdown

0.49

0.89

-0.40

Martin ratio

Return relative to average drawdown

1.47

2.88

-1.42

SKSEX vs. SSLCX - Sharpe Ratio Comparison

The current SKSEX Sharpe Ratio is 0.38, which is lower than the SSLCX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SKSEX and SSLCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SKSEXSSLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.62

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.32

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.48

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.37

+0.21

Correlation

The correlation between SKSEX and SSLCX is 0.93, 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. SSLCX - Dividend Comparison

SKSEX has not paid dividends to shareholders, while SSLCX's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
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%
SSLCX
DWS Small Cap Core Fund
1.18%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

Drawdowns

SKSEX vs. SSLCX - Drawdown Comparison

The maximum SKSEX drawdown since its inception was -65.26%, roughly equal to the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for SKSEX and SSLCX.


Loading graphics...

Drawdown Indicators


SKSEXSSLCXDifference

Max Drawdown

Largest peak-to-trough decline

-65.26%

-63.14%

-2.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-10.06%

-4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.39%

-22.57%

-3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-49.36%

-48.07%

-1.29%

Current Drawdown

Current decline from peak

-8.23%

-3.65%

-4.58%

Average Drawdown

Average peak-to-trough decline

-9.26%

-11.38%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

3.09%

+1.58%

Volatility

SKSEX vs. SSLCX - Volatility Comparison

AMG GW&K Small Cap Value Fund (SKSEX) has a higher volatility of 6.71% compared to DWS Small Cap Core Fund (SSLCX) at 5.03%. This indicates that SKSEX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SKSEXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

5.03%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

11.18%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

17.61%

+5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

17.65%

+3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.48%

21.07%

+3.41%