SSHFX vs. SLVRX
SSHFX (Sound Shore Fund) and SLVRX (Columbia Select Large Cap Value Fund Class R) are both Large Cap Value Equities funds. Over the past 10 years, SSHFX returned 11.31%/yr vs 12.97%/yr for SLVRX. Their correlation of 0.92 means they have usually moved in the same direction. SSHFX charges 0.93%/yr vs 1.05%/yr for SLVRX.
Performance
SSHFX vs. SLVRX - Performance Comparison
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Returns By Period
In the year-to-date period, SSHFX achieves a 7.10% return, which is significantly lower than SLVRX's 15.83% return. Over the past 10 years, SSHFX has underperformed SLVRX with an annualized return of 11.31%, while SLVRX has yielded a comparatively higher 12.97% annualized return.
SSHFX
- 1D
- 0.54%
- 1M
- -0.75%
- 6M
- 6.28%
- YTD
- 7.10%
- 1Y
- 24.71%
- 3Y*
- 18.18%
- 5Y*
- 11.00%
- 10Y*
- 11.31%
- ALL TIME*
- 10.14%
SLVRX
- 1D
- 0.83%
- 1M
- 0.57%
- 6M
- 10.51%
- YTD
- 15.83%
- 1Y
- 37.31%
- 3Y*
- 18.41%
- 5Y*
- 12.69%
- 10Y*
- 12.97%
- ALL TIME*
- 10.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
SSHFX Sound Shore Fund | $0.00 | $0.00 | $0.00 |
SSHFX vs. SLVRX - 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% |
SLVRX Columbia Select Large Cap Value Fund Class R | 15.83% | 27.32% | 12.24% | 5.25% | -1.30% | 26.02% | 5.92% | 26.26% | -12.52% | 18.96% |
Correlation
The correlation between SSHFX and SLVRX is 0.82, 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. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004 | 0.92 |
The correlation between SSHFX and SLVRX shifts across timeframes, from 0.82 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SSHFX vs. SLVRX — Risk / Return Rank
SSHFX
SLVRX
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.
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 | SLVRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.52 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 3.90 | -1.61 |
| Martin ratioReturn relative to average drawdown | 8.40 | 16.09 | -7.68 |
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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
| SSHFX | SLVRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.63% | -60.20% | +7.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -9.03% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -17.76% | -14.91% | -2.85% |
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 DrawdownCurrent decline from peak | -1.02% | -0.50% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -7.38% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.20% | +0.45% |
Volatility
SSHFX vs. SLVRX - Volatility Comparison
Sound Shore Fund (SSHFX) has a higher volatility of 3.71% compared to Columbia Select Large Cap Value Fund Class R (SLVRX) at 2.52%. 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
| SSHFX | SLVRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 2.52% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.09% | 9.10% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.13% | 12.29% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 15.84% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 18.62% | +0.31% |
SSHFX vs. SLVRX - Expense Ratio Comparison
SSHFX has a 0.93% expense ratio, which is lower than SLVRX's 1.05% expense ratio.
Dividends
SSHFX vs. SLVRX - Dividend Comparison
SSHFX's dividend yield for the trailing twelve months is around 12.57%, more than SLVRX's 7.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLVRX Columbia Select Large Cap Value Fund Class R | 7.34% | 8.50% | 3.27% | 3.42% | 1.15% | 5.83% | 7.46% | 6.83% | 4.60% | 3.92% | 8.22% | 4.27% |
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
SSHFX and SLVRX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSHFX has higher volatility (3.71%) compared to SLVRX (2.52%). In terms of maximum drawdown, SSHFX dropped -52.63% vs SLVRX's -60.20%.
SLVRX currently has the higher Sharpe Ratio (2.87 vs 1.57), 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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