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SSHFX vs. YAFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSHFX vs. YAFFX - Performance Comparison

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

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SSHFX vs. YAFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSHFX
Sound Shore Fund
-6.25%18.15%22.42%17.43%-10.64%23.76%7.74%23.28%-12.58%16.23%
YAFFX
AMG Yacktman Focused Fund
8.59%3.89%9.30%16.53%-8.20%16.48%17.22%19.21%2.99%20.07%

Returns By Period

In the year-to-date period, SSHFX achieves a -6.25% return, which is significantly lower than YAFFX's 8.59% return. Both investments have delivered pretty close results over the past 10 years, with SSHFX having a 10.40% annualized return and YAFFX not far ahead at 10.91%.


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%

YAFFX

1D
-0.76%
1M
-8.71%
YTD
8.59%
6M
-1.14%
1Y
11.37%
3Y*
11.67%
5Y*
7.33%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSHFX vs. YAFFX - Expense Ratio Comparison

SSHFX has a 0.93% expense ratio, which is lower than YAFFX's 1.25% expense ratio.


Return for Risk

SSHFX vs. YAFFX — Risk / Return Rank

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

SSHFX
SSHFX Risk / Return Rank: 3636
Overall Rank
SSHFX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SSHFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
SSHFX Omega Ratio Rank: 3535
Omega Ratio Rank
SSHFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SSHFX Martin Ratio Rank: 3333
Martin Ratio Rank

YAFFX
YAFFX Risk / Return Rank: 2121
Overall Rank
YAFFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 3232
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 2020
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. YAFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Shore Fund (SSHFX) and AMG Yacktman Focused Fund (YAFFX). 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.


SSHFXYAFFXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.49

+0.31

Sortino ratio

Return per unit of downside risk

1.18

0.67

+0.51

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

0.99

0.57

+0.42

Martin ratio

Return relative to average drawdown

3.58

2.02

+1.56

SSHFX vs. YAFFX - Sharpe Ratio Comparison

The current SSHFX Sharpe Ratio is 0.80, which is higher than the YAFFX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of SSHFX and YAFFX, 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


SSHFXYAFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.49

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.41

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.67

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.58

-0.01

Correlation

The correlation between SSHFX and YAFFX 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. YAFFX - Dividend Comparison

SSHFX's dividend yield for the trailing twelve months is around 14.51%, while YAFFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
YAFFX
AMG Yacktman Focused Fund
0.00%0.00%18.44%4.42%7.60%4.70%11.87%15.84%22.15%11.82%11.81%24.36%

Drawdowns

SSHFX vs. YAFFX - Drawdown Comparison

The maximum SSHFX drawdown since its inception was -52.63%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for SSHFX and YAFFX.


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Drawdown Indicators


SSHFXYAFFXDifference

Max Drawdown

Largest peak-to-trough decline

-52.63%

-43.80%

-8.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-17.08%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-21.31%

-2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-39.91%

-30.62%

-9.29%

Current Drawdown

Current decline from peak

-9.67%

-8.71%

-0.96%

Average Drawdown

Average peak-to-trough decline

-7.56%

-6.24%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

4.83%

-1.34%

Volatility

SSHFX vs. YAFFX - Volatility Comparison

The current volatility for Sound Shore Fund (SSHFX) is 4.73%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.76%. This indicates that SSHFX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSHFXYAFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

7.76%

-3.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

21.51%

-11.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

22.92%

-5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

17.85%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

16.39%

+2.58%