SSHFX vs. NYVTX

Last updated Aug 4, 2026

SSHFX (Sound Shore Fund) and NYVTX (Davis New York Venture Fund) are both mutual funds - SSHFX is a Large Cap Value Equities fund managed by Sound Shore, while NYVTX is a Large Cap Blend Equities fund managed by Davis. Over the past 10 years, SSHFX returned 11.41%/yr vs 13.27%/yr for NYVTX. Their correlation of 0.86 means they have usually moved in the same direction. SSHFX charges 0.93%/yr vs 0.89%/yr for NYVTX.

Performance

SSHFX vs. NYVTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sound Shore Fund (SSHFX) and Davis New York Venture Fund (NYVTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SSHFX achieves a 7.10% return, which is significantly lower than NYVTX's 13.93% return. Over the past 10 years, SSHFX has underperformed NYVTX with an annualized return of 11.41%, while NYVTX has yielded a comparatively higher 13.27% annualized return.

SSHFX

• 1D: 0.00%
• 1M: -0.75%
• 6M: 5.80%
• YTD: 7.10%
• 1Y: 24.71%
• 3Y*: 18.31%
• 5Y*: 11.00%
• 10Y*: 11.41%
• ALL TIME*: 10.14%

NYVTX

• 1D: 0.65%
• 1M: 2.31%
• 6M: 9.65%
• YTD: 13.93%
• 1Y: 33.25%
• 3Y*: 20.93%
• 5Y*: 12.18%
• 10Y*: 13.27%
• ALL TIME*: 9.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
NYVTX Davis New York Venture Fund	$0.00	$0.00	$0.00
SSHFX Sound Shore Fund	$0.00	$0.00	$0.00

SSHFX vs. NYVTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSHFX Sound Shore Fund	7.10%	18.15%	22.42%	17.43%	-10.64%	23.76%	7.74%	23.28%	-12.58%	16.23%
NYVTX Davis New York Venture Fund	13.93%	26.83%	17.27%	30.14%	-17.54%	12.47%	11.42%	30.99%	-12.99%	22.18%

Correlation

The correlation between SSHFX and NYVTX is 0.80, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (3Y) Balances recent behavior with more history.	0.80
Correlation (5Y) Shows whether the relationship held over a longer period.	0.85
Correlation (10Y) Provides a long-term view across more market conditions.	0.86
Correlation (All Time) Calculated using the full available price history since Jan 2, 1986	0.86

The correlation between SSHFX and NYVTX has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

Return for Risk

SSHFX vs. NYVTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SSHFX

SSHFX Risk / Return Rank: 66
SSHFX Sharpe Ratio Rank: 66
SSHFX Sortino Ratio Rank: 67
SSHFX Omega Ratio Rank: 60
SSHFX Calmar Ratio Rank: 71
SSHFX Martin Ratio Rank: 66

NYVTX

NYVTX Risk / Return Rank: 91
NYVTX Sharpe Ratio Rank: 93
NYVTX Sortino Ratio Rank: 88
NYVTX Omega Ratio Rank: 85
NYVTX Calmar Ratio Rank: 92
NYVTX Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SSHFX vs. NYVTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Shore Fund (SSHFX) and Davis New York Venture Fund (NYVTX). 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.

	SSHFX	NYVTX	Difference
Sharpe ratio: Return per unit of total volatility	1.68	2.45	-0.77
Sortino ratio: Return per unit of downside risk	2.42	3.31	-0.89
Omega ratio: Gain probability vs. loss probability	1.30	1.43	-0.13
Calmar ratio: Return relative to maximum drawdown	2.44	3.83	-1.39
Martin ratio: Return relative to average drawdown	8.94	15.16	-6.22

SSHFX vs. NYVTX - Sharpe Ratio Comparison

The current SSHFX Sharpe Ratio is 1.68, which is lower than the NYVTX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of SSHFX and NYVTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SSHFX vs. NYVTX - Drawdown Comparison

The maximum SSHFX drawdown since its inception was -52.63%, smaller than the maximum NYVTX drawdown of -58.56%. Use the drawdown chart below to compare losses from any high point for SSHFX and NYVTX.

Drawdown Indicators

	SSHFX	NYVTX	Difference
Max Drawdown Largest peak-to-trough decline	-52.63%	-58.56%	+5.93%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-8.01%	-1.66%
Max Drawdown (3Y) Largest decline over 3 years	-17.76%	-21.77%	+4.01%
Max Drawdown (5Y) Largest decline over 5 years	-23.92%	-30.49%	+6.57%
Max Drawdown (10Y) Largest decline over 10 years	-39.91%	-36.98%	-2.93%
Current Drawdown Current decline from peak	-1.02%	0.00%	-1.02%
Average Drawdown Average peak-to-trough decline	-7.51%	-10.14%	+2.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	2.03%	+0.60%

Volatility

SSHFX vs. NYVTX - Volatility Comparison

Sound Shore Fund (SSHFX) has a higher volatility of 3.71% compared to Davis New York Venture Fund (NYVTX) at 2.81%. This indicates that SSHFX's price experiences larger fluctuations and is considered to be riskier than NYVTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSHFX	NYVTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	2.81%	+0.90%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	8.84%	+2.23%
Volatility (1Y) Calculated over the trailing 1-year period	14.10%	12.55%	+1.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	19.63%	-2.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.93%	19.94%	-1.01%

SSHFX vs. NYVTX - Expense Ratio Comparison

SSHFX has a 0.93% expense ratio, which is higher than NYVTX's 0.89% expense ratio.

Dividends

SSHFX vs. NYVTX - Dividend Comparison

SSHFX's dividend yield for the trailing twelve months is around 12.57%, more than NYVTX's 9.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NYVTX Davis New York Venture Fund	9.55%	11.46%	21.31%	7.92%	7.48%	21.93%	5.88%	7.54%	24.08%	8.32%	12.85%	22.97%
SSHFX Sound Shore Fund	12.57%	13.60%	25.89%	4.51%	4.76%	27.20%	7.86%	7.61%	8.35%	11.83%	7.14%	12.42%

Frequently Asked Questions

Can I hold both SSHFX and NYVTX in my portfolio?

SSHFX and NYVTX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSHFX or NYVTX?

SSHFX has higher volatility (3.71%) compared to NYVTX (2.81%). In terms of maximum drawdown, SSHFX dropped -52.63% vs NYVTX's -58.56%.

Which has better risk-adjusted returns?

NYVTX currently has the higher Sharpe Ratio (2.45 vs 1.68), 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.