SSHFX vs. TWEIX
Compare and contrast key facts about Sound Shore Fund (SSHFX) and American Century Equity Income Fund (TWEIX).
SSHFX is managed by Sound Shore. It was launched on May 17, 1985. TWEIX is managed by American Century. It was launched on Aug 1, 1994.
Performance
SSHFX vs. TWEIX - Performance Comparison
Loading graphics...
SSHFX vs. TWEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSHFX Sound Shore Fund | -6.25% | 18.15% | 22.42% | 17.43% | -10.64% | 23.76% | 7.74% | 23.28% | -12.58% | 16.23% |
TWEIX American Century Equity Income Fund | 2.58% | 11.84% | 10.51% | 3.92% | -3.06% | 16.83% | 1.10% | 24.14% | -3.77% | 13.35% |
Returns By Period
In the year-to-date period, SSHFX achieves a -6.25% return, which is significantly lower than TWEIX's 2.58% return. Over the past 10 years, SSHFX has outperformed TWEIX with an annualized return of 10.40%, while TWEIX has yielded a comparatively lower 8.66% 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%
TWEIX
- 1D
- -0.12%
- 1M
- -5.77%
- YTD
- 2.58%
- 6M
- 4.41%
- 1Y
- 9.60%
- 3Y*
- 9.46%
- 5Y*
- 7.27%
- 10Y*
- 8.66%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SSHFX vs. TWEIX - Expense Ratio Comparison
SSHFX has a 0.93% expense ratio, which is lower than TWEIX's 0.94% expense ratio.
Return for Risk
SSHFX vs. TWEIX — Risk / Return Rank
SSHFX
TWEIX
SSHFX vs. TWEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sound Shore Fund (SSHFX) and American Century Equity Income Fund (TWEIX). 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.
| SSHFX | TWEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.91 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.33 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.07 | -0.09 |
Martin ratioReturn relative to average drawdown | 3.58 | 4.18 | -0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SSHFX | TWEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.91 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.68 | -0.11 |
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 | 0.75 | -0.17 |
Correlation
The correlation between SSHFX and TWEIX is 0.86, 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. TWEIX - Dividend Comparison
SSHFX's dividend yield for the trailing twelve months is around 14.51%, more than TWEIX's 10.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TWEIX American Century Equity Income Fund | 10.11% | 10.35% | 11.51% | 8.02% | 8.76% | 6.83% | 2.00% | 7.38% | 8.79% | 11.95% | 7.88% | 10.49% |
Drawdowns
SSHFX vs. TWEIX - Drawdown Comparison
The maximum SSHFX drawdown since its inception was -52.63%, which is greater than TWEIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for SSHFX and TWEIX.
Loading graphics...
Drawdown Indicators
| SSHFX | TWEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.63% | -39.30% | -13.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -8.86% | -3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.92% | -13.69% | -10.23% |
Max Drawdown (10Y)Largest decline over 10 years | -39.91% | -32.82% | -7.09% |
Current DrawdownCurrent decline from peak | -9.67% | -5.77% | -3.90% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -4.17% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.33% | +1.16% |
Volatility
SSHFX vs. TWEIX - Volatility Comparison
Sound Shore Fund (SSHFX) has a higher volatility of 4.73% compared to American Century Equity Income Fund (TWEIX) at 2.79%. This indicates that SSHFX's price experiences larger fluctuations and is considered to be riskier than TWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SSHFX | TWEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 2.79% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 6.06% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 11.59% | +5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 10.70% | +6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 13.35% | +5.62% |