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SSHVX vs. VALAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSHVX vs. VALAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sound Shore Fund Institutional Class (SSHVX) and Al Frank Fund (VALAX). The values are adjusted to include any dividend payments, if applicable.

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SSHVX vs. VALAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSHVX
Sound Shore Fund Institutional Class
-6.22%18.37%22.67%17.67%-10.47%23.99%7.92%23.49%-12.44%16.41%
VALAX
Al Frank Fund
1.54%23.57%13.35%14.05%-13.50%24.97%10.22%33.98%-7.87%18.09%

Returns By Period

In the year-to-date period, SSHVX achieves a -6.22% return, which is significantly lower than VALAX's 1.54% return. Over the past 10 years, SSHVX has underperformed VALAX with an annualized return of 10.60%, while VALAX has yielded a comparatively higher 12.38% annualized return.


SSHVX

1D
-0.57%
1M
-8.20%
YTD
-6.22%
6M
1.12%
1Y
13.15%
3Y*
16.47%
5Y*
9.82%
10Y*
10.60%

VALAX

1D
-0.77%
1M
-6.61%
YTD
1.54%
6M
7.86%
1Y
29.09%
3Y*
17.10%
5Y*
8.94%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSHVX vs. VALAX - Expense Ratio Comparison

SSHVX has a 0.75% expense ratio, which is lower than VALAX's 1.24% expense ratio.


Return for Risk

SSHVX vs. VALAX — Risk / Return Rank

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

SSHVX
SSHVX Risk / Return Rank: 3535
Overall Rank
SSHVX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SSHVX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SSHVX Omega Ratio Rank: 3333
Omega Ratio Rank
SSHVX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SSHVX Martin Ratio Rank: 3333
Martin Ratio Rank

VALAX
VALAX Risk / Return Rank: 8585
Overall Rank
VALAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VALAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VALAX Omega Ratio Rank: 8484
Omega Ratio Rank
VALAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VALAX Martin Ratio Rank: 8686
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.

SSHVX vs. VALAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Shore Fund Institutional Class (SSHVX) and Al Frank Fund (VALAX). 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.


SSHVXVALAXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.63

-0.81

Sortino ratio

Return per unit of downside risk

1.20

2.23

-1.03

Omega ratio

Gain probability vs. loss probability

1.17

1.34

-0.17

Calmar ratio

Return relative to maximum drawdown

1.01

2.13

-1.12

Martin ratio

Return relative to average drawdown

3.65

9.00

-5.35

SSHVX vs. VALAX - Sharpe Ratio Comparison

The current SSHVX Sharpe Ratio is 0.82, which is lower than the VALAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of SSHVX and VALAX, 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


SSHVXVALAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.63

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.51

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.64

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.39

+0.14

Correlation

The correlation between SSHVX and VALAX 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

SSHVX vs. VALAX - Dividend Comparison

SSHVX's dividend yield for the trailing twelve months is around 14.30%, more than VALAX's 8.52% yield.


TTM20252024202320222021202020192018201720162015
SSHVX
Sound Shore Fund Institutional Class
14.30%13.41%25.54%4.54%4.81%27.05%7.90%7.66%8.43%11.89%7.21%12.62%
VALAX
Al Frank Fund
8.52%8.65%10.32%5.95%8.62%6.83%7.17%13.51%10.73%10.66%5.32%9.53%

Drawdowns

SSHVX vs. VALAX - Drawdown Comparison

The maximum SSHVX drawdown since its inception was -39.90%, smaller than the maximum VALAX drawdown of -61.26%. Use the drawdown chart below to compare losses from any high point for SSHVX and VALAX.


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Drawdown Indicators


SSHVXVALAXDifference

Max Drawdown

Largest peak-to-trough decline

-39.90%

-61.26%

+21.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-13.03%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-23.81%

-25.81%

+2.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.90%

-38.22%

-1.68%

Current Drawdown

Current decline from peak

-9.65%

-8.56%

-1.09%

Average Drawdown

Average peak-to-trough decline

-5.45%

-10.83%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.08%

+0.40%

Volatility

SSHVX vs. VALAX - Volatility Comparison

Sound Shore Fund Institutional Class (SSHVX) and Al Frank Fund (VALAX) have volatilities of 4.72% and 4.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSHVXVALAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.61%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

10.48%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.36%

18.57%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

17.70%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

19.29%

-0.32%