SSEIX vs. IPMIX
SSEIX (SouthernSun U.S. Equity) and IPMIX (Voya Index Plus MidCap Portfolio) are both Mid Cap Blend Equities funds. Over the past 10 years, SSEIX returned 8.43%/yr vs 10.26%/yr for IPMIX. Their correlation of 0.89 means they have usually moved in the same direction. SSEIX charges 1.09%/yr vs 0.60%/yr for IPMIX.
Performance
SSEIX vs. IPMIX - Performance Comparison
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Returns By Period
In the year-to-date period, SSEIX achieves a 13.91% return, which is significantly lower than IPMIX's 15.43% return. Over the past 10 years, SSEIX has underperformed IPMIX with an annualized return of 8.43%, while IPMIX has yielded a comparatively higher 10.26% 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%
IPMIX
- 1D
- 1.10%
- 1M
- 0.04%
- 6M
- 11.79%
- YTD
- 15.43%
- 1Y
- 23.10%
- 3Y*
- 14.16%
- 5Y*
- 8.95%
- 10Y*
- 10.26%
- ALL TIME*
- 9.91%
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. IPMIX - 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% |
IPMIX Voya Index Plus MidCap Portfolio | 15.43% | 8.27% | 15.17% | 17.49% | -14.10% | 27.70% | 8.18% | 26.62% | -14.34% | 13.66% |
Correlation
The correlation between SSEIX and IPMIX is 0.71, 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. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2012 | 0.89 |
The correlation between SSEIX and IPMIX shifts across timeframes, from 0.71 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SSEIX vs. IPMIX — Risk / Return Rank
SSEIX
IPMIX
SSEIX vs. IPMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SouthernSun U.S. Equity (SSEIX) and Voya Index Plus MidCap Portfolio (IPMIX). 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 | IPMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.87 | -0.93 |
| Martin ratioReturn relative to average drawdown | 2.34 | 5.27 | -2.93 |
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Drawdowns
SSEIX vs. IPMIX - Drawdown Comparison
The maximum SSEIX drawdown since its inception was -48.45%, smaller than the maximum IPMIX drawdown of -54.71%. Use the drawdown chart below to compare losses from any high point for SSEIX and IPMIX.
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Drawdown Indicators
| SSEIX | IPMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -54.71% | +6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | -12.67% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -27.10% | -23.97% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -27.10% | -24.28% | -2.82% |
Max Drawdown (10Y)Largest decline over 10 years | -48.45% | -43.76% | -4.69% |
Current DrawdownCurrent decline from peak | -3.28% | -6.50% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -10.14% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 4.34% | +0.82% |
Volatility
SSEIX vs. IPMIX - Volatility Comparison
SouthernSun U.S. Equity (SSEIX) has a higher volatility of 4.15% compared to Voya Index Plus MidCap Portfolio (IPMIX) at 3.62%. This indicates that SSEIX's price experiences larger fluctuations and is considered to be riskier than IPMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSEIX | IPMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 3.62% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 17.60% | -4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 20.63% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 21.23% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.62% | 22.03% | +0.59% |
SSEIX vs. IPMIX - Expense Ratio Comparison
SSEIX has a 1.09% expense ratio, which is higher than IPMIX's 0.60% expense ratio.
Dividends
SSEIX vs. IPMIX - Dividend Comparison
SSEIX's dividend yield for the trailing twelve months is around 6.35%, less than IPMIX's 6.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPMIX Voya Index Plus MidCap Portfolio | 6.54% | 7.59% | 4.15% | 4.66% | 29.03% | 1.13% | 1.20% | 10.96% | 16.62% | 7.62% | 10.43% | 17.41% |
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 IPMIX have a correlation of 0.71, 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 IPMIX (3.62%). In terms of maximum drawdown, SSEIX dropped -48.45% vs IPMIX's -54.71%.
IPMIX currently has the higher Sharpe Ratio (1.15 vs 0.63), 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.
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