SSEIX vs. FZAMX
SSEIX (SouthernSun U.S. Equity) and FZAMX (Fidelity Advisor Mid Cap II Fund Class Z) are both Mid Cap Blend Equities funds. Over the past 10 years, SSEIX returned 8.75%/yr vs 12.86%/yr for FZAMX. Their correlation of 0.89 suggests significant overlap in exposure. SSEIX charges 1.09%/yr vs 0.61%/yr for FZAMX.
Performance
SSEIX vs. FZAMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SSEIX achieves a 15.19% return, which is significantly lower than FZAMX's 25.16% return. Over the past 10 years, SSEIX has underperformed FZAMX with an annualized return of 8.75%, while FZAMX has yielded a comparatively higher 12.86% annualized return.
SSEIX
- 1D
- 1.78%
- 1M
- 4.22%
- YTD
- 15.19%
- 6M
- 12.83%
- 1Y
- 21.97%
- 3Y*
- 9.91%
- 5Y*
- 8.89%
- 10Y*
- 8.75%
FZAMX
- 1D
- 1.39%
- 1M
- 6.05%
- YTD
- 25.16%
- 6M
- 22.19%
- 1Y
- 42.92%
- 3Y*
- 21.22%
- 5Y*
- 12.67%
- 10Y*
- 12.86%
SSEIX vs. FZAMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEIX SouthernSun U.S. Equity | 15.19% | 4.06% | 5.40% | 18.85% | -4.63% | 22.75% | 13.36% | 31.61% | -23.12% | 10.67% |
FZAMX Fidelity Advisor Mid Cap II Fund Class Z | 25.16% | 12.00% | 17.39% | 15.15% | -14.70% | 25.40% | 18.84% | 23.85% | -14.85% | 20.78% |
Correlation
The correlation between SSEIX and FZAMX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2013 | 0.89 |
The correlation between SSEIX and FZAMX has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
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. FZAMX — Risk / Return Rank
SSEIX
FZAMX
SSEIX vs. FZAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SouthernSun U.S. Equity (SSEIX) and Fidelity Advisor Mid Cap II Fund Class Z (FZAMX). 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 | FZAMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.42 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.41 | -2.66 |
| Martin ratioReturn relative to average drawdown | 4.38 | 17.63 | -13.26 |
Loading charts...
Drawdowns
SSEIX vs. FZAMX - Drawdown Comparison
The maximum SSEIX drawdown since its inception was -48.45%, which is greater than FZAMX's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for SSEIX and FZAMX.
Loading charts...
Drawdown Indicators
| SSEIX | FZAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -42.32% | -6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | -9.77% | -3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -27.10% | -25.24% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -27.10% | -25.24% | -1.86% |
Max Drawdown (10Y)Largest decline over 10 years | -48.45% | -42.32% | -6.13% |
Current DrawdownCurrent decline from peak | -2.12% | -0.16% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -6.06% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 2.44% | +2.70% |
Volatility
SSEIX vs. FZAMX - Volatility Comparison
SouthernSun U.S. Equity (SSEIX) and Fidelity Advisor Mid Cap II Fund Class Z (FZAMX) have volatilities of 5.72% and 5.81%, 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 | FZAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 5.81% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 14.22% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.34% | 17.67% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.53% | 20.30% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.69% | 20.98% | +1.71% |
SSEIX vs. FZAMX - Expense Ratio Comparison
SSEIX has a 1.09% expense ratio, which is higher than FZAMX's 0.61% expense ratio.
Dividends
SSEIX vs. FZAMX - Dividend Comparison
SSEIX's dividend yield for the trailing twelve months is around 6.28%, more than FZAMX's 5.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZAMX Fidelity Advisor Mid Cap II Fund Class Z | 5.63% | 10.09% | 6.93% | 2.83% | 5.86% | 18.58% | 1.41% | 3.50% | 10.72% | 7.81% | 5.00% | 4.90% |
SSEIX SouthernSun U.S. Equity | 6.28% | 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 FZAMX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FZAMX has higher volatility (5.81%) compared to SSEIX (5.72%). In terms of maximum drawdown, SSEIX dropped -48.45% vs FZAMX's -42.32%.
FZAMX currently has the higher Sharpe Ratio (2.44 vs 1.17), 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 FZAMX
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