SSHFX vs. WBGSX

Last updated Apr 1, 2026

Compare and contrast key facts about Sound Shore Fund (SSHFX) and William Blair Growth Fund (WBGSX).

SSHFX is managed by Sound Shore. It was launched on May 17, 1985. WBGSX is managed by William Blair. It was launched on Mar 20, 1946.

Performance

SSHFX vs. WBGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sound Shore Fund (SSHFX) and William Blair Growth Fund (WBGSX). The values are adjusted to include any dividend payments, if applicable.

SSHFX vs. WBGSX - 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%
WBGSX William Blair Growth Fund	-14.33%	10.69%	85.99%	37.75%	-29.75%	21.71%	36.12%	32.11%	4.88%	24.19%

Returns By Period

In the year-to-date period, SSHFX achieves a -6.25% return, which is significantly higher than WBGSX's -14.33% return. Over the past 10 years, SSHFX has underperformed WBGSX with an annualized return of 10.40%, while WBGSX has yielded a comparatively higher 17.34% 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%

WBGSX

• 1D: -0.17%
• 1M: -8.60%
• YTD: -14.33%
• 6M: -14.51%
• 1Y: 8.39%
• 3Y*: 29.23%
• 5Y*: 14.76%
• 10Y*: 17.34%

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

SSHFX vs. WBGSX - Expense Ratio Comparison

SSHFX has a 0.93% expense ratio, which is lower than WBGSX's 1.20% expense ratio.

WBGSX

William Blair Growth Fund

SSHFX

Sound Shore Fund

Return for Risk

SSHFX vs. WBGSX — Risk / Return Rank

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

SSHFX

SSHFX Risk / Return Rank: 36
SSHFX Sharpe Ratio Rank: 37
SSHFX Sortino Ratio Rank: 36
SSHFX Omega Ratio Rank: 35
SSHFX Calmar Ratio Rank: 37
SSHFX Martin Ratio Rank: 33

WBGSX

WBGSX Risk / Return Rank: 13
WBGSX Sharpe Ratio Rank: 15
WBGSX Sortino Ratio Rank: 16
WBGSX Omega Ratio Rank: 15
WBGSX Calmar Ratio Rank: 10
WBGSX Martin Ratio Rank: 10

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. WBGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Shore Fund (SSHFX) and William Blair Growth Fund (WBGSX). 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	WBGSX	Difference
Sharpe ratio Return per unit of total volatility	0.80	0.37	+0.43
Sortino ratio Return per unit of downside risk	1.18	0.70	+0.48
Omega ratio Gain probability vs. loss probability	1.17	1.09	+0.07
Calmar ratio Return relative to maximum drawdown	0.99	0.23	+0.75
Martin ratio Return relative to average drawdown	3.58	0.72	+2.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSHFX vs. WBGSX - Sharpe Ratio Comparison

The current SSHFX Sharpe Ratio is 0.80, which is higher than the WBGSX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of SSHFX and WBGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SSHFX	WBGSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	0.37	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.46	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.66	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.49	+0.08

Correlation

The correlation between SSHFX and WBGSX is 0.79, 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. WBGSX - Dividend Comparison

SSHFX's dividend yield for the trailing twelve months is around 14.51%, less than WBGSX's 51.32% 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%
WBGSX William Blair Growth Fund	51.32%	43.96%	69.07%	12.73%	4.59%	14.82%	15.07%	10.27%	38.86%	38.00%	8.81%	13.92%

Drawdowns

SSHFX vs. WBGSX - Drawdown Comparison

The maximum SSHFX drawdown since its inception was -52.63%, roughly equal to the maximum WBGSX drawdown of -53.05%. Use the drawdown chart below to compare losses from any high point for SSHFX and WBGSX.

Drawdown Indicators

	SSHFX	WBGSX	Difference
Max Drawdown Largest peak-to-trough decline	-52.63%	-53.05%	+0.42%
Max Drawdown (1Y) Largest decline over 1 year	-12.65%	-19.70%	+7.05%
Max Drawdown (5Y) Largest decline over 5 years	-23.92%	-36.90%	+12.98%
Max Drawdown (10Y) Largest decline over 10 years	-39.91%	-36.90%	-3.01%
Current Drawdown Current decline from peak	-9.67%	-19.70%	+10.03%
Average Drawdown Average peak-to-trough decline	-7.56%	-11.53%	+3.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	6.36%	-2.87%

Volatility

SSHFX vs. WBGSX - Volatility Comparison

The current volatility for Sound Shore Fund (SSHFX) is 4.73%, while William Blair Growth Fund (WBGSX) has a volatility of 5.49%. This indicates that SSHFX experiences smaller price fluctuations and is considered to be less risky than WBGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSHFX	WBGSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	5.49%	-0.76%
Volatility (6M) Calculated over the trailing 6-month period	9.96%	12.56%	-2.60%
Volatility (1Y) Calculated over the trailing 1-year period	17.39%	22.60%	-5.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.97%	31.93%	-14.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.97%	26.42%	-7.45%