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SSHFX vs. SLVRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSHFX vs. SLVRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sound Shore Fund (SSHFX) and Columbia Select Large Cap Value Fund Class R (SLVRX). The values are adjusted to include any dividend payments, if applicable.

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SSHFX vs. SLVRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSHFX
Sound Shore Fund
-6.25%18.15%22.42%17.43%-10.64%23.76%7.74%23.28%-12.58%16.23%
SLVRX
Columbia Select Large Cap Value Fund Class R
0.13%27.32%12.24%5.25%-1.30%26.02%5.92%26.26%-12.52%18.96%

Returns By Period

In the year-to-date period, SSHFX achieves a -6.25% return, which is significantly lower than SLVRX's 0.13% return. Over the past 10 years, SSHFX has underperformed SLVRX with an annualized return of 10.40%, while SLVRX has yielded a comparatively higher 12.07% annualized return.


SSHFX

1D
-0.58%
1M
-8.18%
YTD
-6.25%
6M
1.04%
1Y
12.93%
3Y*
16.24%
5Y*
9.60%
10Y*
10.40%

SLVRX

1D
-0.60%
1M
-8.87%
YTD
0.13%
6M
9.17%
1Y
24.03%
3Y*
15.22%
5Y*
10.31%
10Y*
12.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSHFX vs. SLVRX - Expense Ratio Comparison

SSHFX has a 0.93% expense ratio, which is lower than SLVRX's 1.05% expense ratio.


Return for Risk

SSHFX vs. SLVRX — Risk / Return Rank

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

SSHFX
SSHFX Risk / Return Rank: 3636
Overall Rank
SSHFX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SSHFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
SSHFX Omega Ratio Rank: 3535
Omega Ratio Rank
SSHFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SSHFX Martin Ratio Rank: 3333
Martin Ratio Rank

SLVRX
SLVRX Risk / Return Rank: 8080
Overall Rank
SLVRX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SLVRX Sortino Ratio Rank: 8080
Sortino Ratio Rank
SLVRX Omega Ratio Rank: 8181
Omega Ratio Rank
SLVRX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SLVRX Martin Ratio Rank: 8181
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.

SSHFX vs. SLVRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Shore Fund (SSHFX) and Columbia Select Large Cap Value Fund Class R (SLVRX). 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.


SSHFXSLVRXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.48

-0.68

Sortino ratio

Return per unit of downside risk

1.18

2.00

-0.82

Omega ratio

Gain probability vs. loss probability

1.17

1.32

-0.15

Calmar ratio

Return relative to maximum drawdown

0.99

1.87

-0.88

Martin ratio

Return relative to average drawdown

3.58

8.01

-4.43

SSHFX vs. SLVRX - Sharpe Ratio Comparison

The current SSHFX Sharpe Ratio is 0.80, which is lower than the SLVRX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SSHFX and SLVRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSHFXSLVRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.48

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.65

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.65

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.46

+0.12

Correlation

The correlation between SSHFX and SLVRX is 0.92, 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

SSHFX vs. SLVRX - Dividend Comparison

SSHFX's dividend yield for the trailing twelve months is around 14.51%, more than SLVRX's 8.48% yield.


TTM20252024202320222021202020192018201720162015
SSHFX
Sound Shore Fund
14.51%13.60%25.89%4.51%4.76%27.20%7.86%7.61%8.35%11.83%7.14%12.42%
SLVRX
Columbia Select Large Cap Value Fund Class R
8.48%8.50%3.27%3.42%1.15%5.83%7.46%6.83%4.60%3.92%8.22%4.27%

Drawdowns

SSHFX vs. SLVRX - Drawdown Comparison

The maximum SSHFX drawdown since its inception was -52.63%, smaller than the maximum SLVRX drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for SSHFX and SLVRX.


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Drawdown Indicators


SSHFXSLVRXDifference

Max Drawdown

Largest peak-to-trough decline

-52.63%

-60.20%

+7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-12.41%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-18.53%

-5.39%

Max Drawdown (10Y)

Largest decline over 10 years

-39.91%

-41.51%

+1.60%

Current Drawdown

Current decline from peak

-9.67%

-9.03%

-0.64%

Average Drawdown

Average peak-to-trough decline

-7.56%

-7.47%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.89%

+0.60%

Volatility

SSHFX vs. SLVRX - Volatility Comparison

Sound Shore Fund (SSHFX) has a higher volatility of 4.73% compared to Columbia Select Large Cap Value Fund Class R (SLVRX) at 3.73%. This indicates that SSHFX's price experiences larger fluctuations and is considered to be riskier than SLVRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSHFXSLVRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

3.73%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

9.04%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

16.96%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

15.86%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

18.68%

+0.29%