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SSHFX vs. VVIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSHFX vs. VVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sound Shore Fund (SSHFX) and Vanguard Value Index Fund Admiral Shares (VVIAX). The values are adjusted to include any dividend payments, if applicable.

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SSHFX vs. VVIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSHFX
Sound Shore Fund
-3.45%18.15%22.42%17.43%-10.64%23.76%7.74%23.28%-12.58%16.23%
VVIAX
Vanguard Value Index Fund Admiral Shares
3.30%15.27%16.00%9.22%-2.07%26.51%2.29%25.81%-5.45%17.13%

Returns By Period

In the year-to-date period, SSHFX achieves a -3.45% return, which is significantly lower than VVIAX's 3.30% return. Over the past 10 years, SSHFX has underperformed VVIAX with an annualized return of 10.73%, while VVIAX has yielded a comparatively higher 11.79% annualized return.


SSHFX

1D
2.99%
1M
-4.34%
YTD
-3.45%
6M
3.46%
1Y
16.31%
3Y*
17.39%
5Y*
10.06%
10Y*
10.73%

VVIAX

1D
1.65%
1M
-4.61%
YTD
3.30%
6M
6.13%
1Y
16.29%
3Y*
15.07%
5Y*
10.84%
10Y*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSHFX vs. VVIAX - Expense Ratio Comparison

SSHFX has a 0.93% expense ratio, which is higher than VVIAX's 0.05% expense ratio.


Return for Risk

SSHFX vs. VVIAX — Risk / Return Rank

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

SSHFX
SSHFX Risk / Return Rank: 4343
Overall Rank
SSHFX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SSHFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
SSHFX Omega Ratio Rank: 3939
Omega Ratio Rank
SSHFX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SSHFX Martin Ratio Rank: 4545
Martin Ratio Rank

VVIAX
VVIAX Risk / Return Rank: 6262
Overall Rank
VVIAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VVIAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VVIAX Omega Ratio Rank: 5858
Omega Ratio Rank
VVIAX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VVIAX Martin Ratio Rank: 7272
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. VVIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Shore Fund (SSHFX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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.


SSHFXVVIAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.08

-0.15

Sortino ratio

Return per unit of downside risk

1.36

1.56

-0.20

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.37

1.53

-0.16

Martin ratio

Return relative to average drawdown

4.91

6.89

-1.98

SSHFX vs. VVIAX - Sharpe Ratio Comparison

The current SSHFX Sharpe Ratio is 0.93, which is comparable to the VVIAX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SSHFX and VVIAX, 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


SSHFXVVIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.08

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.78

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.71

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.40

+0.18

Correlation

The correlation between SSHFX and VVIAX is 0.93, 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. VVIAX - Dividend Comparison

SSHFX's dividend yield for the trailing twelve months is around 14.09%, more than VVIAX's 2.01% yield.


TTM20252024202320222021202020192018201720162015
SSHFX
Sound Shore Fund
14.09%13.60%25.89%4.51%4.76%27.20%7.86%7.61%8.35%11.83%7.14%12.42%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.01%2.04%2.30%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%

Drawdowns

SSHFX vs. VVIAX - Drawdown Comparison

The maximum SSHFX drawdown since its inception was -52.63%, smaller than the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for SSHFX and VVIAX.


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Drawdown Indicators


SSHFXVVIAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.63%

-59.32%

+6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-11.28%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-17.14%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-39.91%

-36.80%

-3.11%

Current Drawdown

Current decline from peak

-6.97%

-4.82%

-2.15%

Average Drawdown

Average peak-to-trough decline

-7.56%

-9.67%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.50%

+1.02%

Volatility

SSHFX vs. VVIAX - Volatility Comparison

Sound Shore Fund (SSHFX) has a higher volatility of 5.72% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.80%. This indicates that SSHFX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSHFXVVIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

3.80%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.38%

7.69%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

14.88%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

13.92%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

16.74%

+2.26%