SSHFX vs. WBGSX

Last updated Jun 25, 2026

SSHFX (Sound Shore Fund) and WBGSX (William Blair Growth Fund) are both mutual funds - SSHFX is a Large Cap Value Equities fund managed by Sound Shore, while WBGSX is a Large Cap Growth Equities fund managed by William Blair. Over the past 10 years, SSHFX returned 11.91%/yr vs 14.93%/yr for WBGSX. A 0.79 correlation means they provide meaningful diversification when combined. SSHFX charges 0.93%/yr vs 1.20%/yr for WBGSX.

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.

Returns By Period

In the year-to-date period, SSHFX achieves a 5.47% return, which is significantly higher than WBGSX's 4.18% return. Over the past 10 years, SSHFX has underperformed WBGSX with an annualized return of 11.91%, while WBGSX has yielded a comparatively higher 14.93% annualized return.

SSHFX

• 1D: -0.69%
• 1M: 1.50%
• YTD: 5.47%
• 6M: 4.02%
• 1Y: 24.19%
• 3Y*: 20.11%
• 5Y*: 11.06%
• 10Y*: 11.91%

WBGSX

• 1D: -1.69%
• 1M: -1.27%
• YTD: 4.18%
• 6M: 2.95%
• 1Y: 14.02%
• 3Y*: 16.12%
• 5Y*: 7.88%
• 10Y*: 14.93%

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

SSHFX vs. WBGSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSHFX Sound Shore Fund	5.47%	18.15%	22.42%	17.43%	-10.64%	23.76%	7.74%	23.28%	-12.58%	16.23%
WBGSX William Blair Growth Fund	4.18%	10.69%	21.86%	37.75%	-29.75%	21.71%	36.12%	32.11%	4.88%	24.19%

Correlation

The correlation between SSHFX and WBGSX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Jan 2, 1986	0.79

Over the past year, the correlation between SSHFX and WBGSX has dropped to 0.58 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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: 50
SSHFX Sharpe Ratio Rank: 49
SSHFX Sortino Ratio Rank: 50
SSHFX Omega Ratio Rank: 45
SSHFX Calmar Ratio Rank: 56
SSHFX Martin Ratio Rank: 52

WBGSX

WBGSX Risk / Return Rank: 13
WBGSX Sharpe Ratio Rank: 15
WBGSX Sortino Ratio Rank: 14
WBGSX Omega Ratio Rank: 14
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.

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	WBGSX	Difference
Sharpe ratio: Return per unit of total volatility	1.83	0.93	+0.90
Sortino ratio: Return per unit of downside risk	2.63	1.35	+1.28
Omega ratio: Gain probability vs. loss probability	1.32	1.17	+0.15
Calmar ratio: Return relative to maximum drawdown	2.64	0.84	+1.80
Martin ratio: Return relative to average drawdown	9.56	2.37	+7.20

SSHFX vs. WBGSX - Sharpe Ratio Comparison

The current SSHFX Sharpe Ratio is 1.83, which is higher than the WBGSX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SSHFX and WBGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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	-9.67%	-19.70%	+10.03%
Max Drawdown (3Y) Largest decline over 3 years	-17.76%	-25.45%	+7.69%
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	-1.53%	-5.93%	+4.40%
Average Drawdown Average peak-to-trough decline	-7.52%	-11.51%	+3.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	6.95%	-4.28%

Volatility

SSHFX vs. WBGSX - Volatility Comparison

The current volatility for Sound Shore Fund (SSHFX) is 5.34%, while William Blair Growth Fund (WBGSX) has a volatility of 7.31%. 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	5.34%	7.31%	-1.97%
Volatility (6M) Calculated over the trailing 6-month period	11.00%	13.93%	-2.93%
Volatility (1Y) Calculated over the trailing 1-year period	14.00%	17.76%	-3.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.14%	21.68%	-4.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.98%	20.60%	-1.62%

SSHFX vs. WBGSX - Expense Ratio Comparison

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

Dividends

SSHFX vs. WBGSX - Dividend Comparison

SSHFX's dividend yield for the trailing twelve months is around 12.77%, less than WBGSX's 42.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SSHFX Sound Shore Fund	12.77%	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	42.20%	43.96%	34.53%	12.73%	4.59%	14.82%	15.07%	10.27%	38.86%	38.00%	8.81%	13.92%

Frequently Asked Questions

Can I hold both SSHFX and WBGSX in my portfolio?

SSHFX and WBGSX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSHFX or WBGSX?

WBGSX has higher volatility (7.31%) compared to SSHFX (5.34%). In terms of maximum drawdown, SSHFX dropped -52.63% vs WBGSX's -53.05%.

Which has better risk-adjusted returns?

SSHFX currently has the higher Sharpe Ratio (1.83 vs 0.93), 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.