SSEIX vs. ARSMX
SSEIX (SouthernSun U.S. Equity) and ARSMX (AMG River Road Small-Mid Cap Value Fund) are both mutual funds - SSEIX is a Mid Cap Blend Equities fund managed by AMG, while ARSMX is a Small Cap Value Equities fund managed by AMG. Over the past 10 years, SSEIX returned 8.43%/yr vs 10.18%/yr for ARSMX. Their correlation of 0.86 means they have usually moved in the same direction. SSEIX charges 1.09%/yr vs 1.27%/yr for ARSMX.
Performance
SSEIX vs. ARSMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SSEIX achieves a 13.91% return, which is significantly higher than ARSMX's 10.49% return. Over the past 10 years, SSEIX has underperformed ARSMX with an annualized return of 8.43%, while ARSMX has yielded a comparatively higher 10.18% annualized return.
SSEIX
- 1D
- -0.14%
- 1M
- -1.87%
- 6M
- 5.43%
- YTD
- 13.91%
- 1Y
- 13.40%
- 3Y*
- 6.82%
- 5Y*
- 7.68%
- 10Y*
- 8.43%
- ALL TIME*
- 9.04%
ARSMX
- 1D
- -1.31%
- 1M
- 2.53%
- 6M
- 8.11%
- YTD
- 10.49%
- 1Y
- 9.57%
- 3Y*
- 9.29%
- 5Y*
- 6.50%
- 10Y*
- 10.18%
- ALL TIME*
- 7.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SSEIX vs. ARSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEIX SouthernSun U.S. Equity | 13.91% | 4.06% | 5.40% | 18.85% | -4.63% | 22.75% | 13.36% | 31.61% | -23.12% | 10.67% |
ARSMX AMG River Road Small-Mid Cap Value Fund | 10.49% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
Correlation
The correlation between SSEIX and ARSMX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2012 | 0.86 |
The correlation between SSEIX and ARSMX shifts across timeframes, from 0.73 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SSEIX vs. ARSMX — Risk / Return Rank
SSEIX
ARSMX
SSEIX vs. ARSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SouthernSun U.S. Equity (SSEIX) and AMG River Road Small-Mid Cap Value Fund (ARSMX). 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.
| SSEIX | ARSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.10 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 0.71 | +0.23 |
| Martin ratioReturn relative to average drawdown | 2.34 | 1.64 | +0.70 |
Loading charts...
Drawdowns
SSEIX vs. ARSMX - Drawdown Comparison
The maximum SSEIX drawdown since its inception was -48.45%, smaller than the maximum ARSMX drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for SSEIX and ARSMX.
Loading charts...
Drawdown Indicators
| SSEIX | ARSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -51.75% | +3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | -10.37% | -2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -27.10% | -19.34% | -7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -27.10% | -19.34% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -48.45% | -42.96% | -5.49% |
Current DrawdownCurrent decline from peak | -3.28% | -1.59% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -8.06% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 4.47% | +0.69% |
Volatility
SSEIX vs. ARSMX - Volatility Comparison
SouthernSun U.S. Equity (SSEIX) and AMG River Road Small-Mid Cap Value Fund (ARSMX) have volatilities of 4.15% and 4.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SSEIX | ARSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 4.05% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 9.15% | +4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 14.41% | +4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 17.71% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.62% | 19.51% | +3.11% |
SSEIX vs. ARSMX - Expense Ratio Comparison
SSEIX has a 1.09% expense ratio, which is lower than ARSMX's 1.27% expense ratio.
Dividends
SSEIX vs. ARSMX - Dividend Comparison
SSEIX's dividend yield for the trailing twelve months is around 6.35%, while ARSMX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
SSEIX SouthernSun U.S. Equity | 6.35% | 7.24% | 12.10% | 12.31% | 19.39% | 14.36% | 0.62% | 1.15% | 7.94% | 0.33% | 0.38% | 5.00% |
Frequently Asked Questions
SSEIX and ARSMX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSEIX has higher volatility (4.15%) compared to ARSMX (4.05%). In terms of maximum drawdown, SSEIX dropped -48.45% vs ARSMX's -51.75%.
SSEIX currently has the higher Sharpe Ratio (0.63 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.
Find the right allocation for SSEIX and ARSMX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer