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SSIIX vs. SSIRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSIIX vs. SSIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocean Park Tactical Core Income Fund (SSIIX) and Ocean Park Tactical Core Income Fund Institutional Class (SSIRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSIIX achieves a 0.05% return, which is significantly higher than SSIRX's -0.46% return. Over the past 10 years, SSIIX has underperformed SSIRX with an annualized return of 2.13%, while SSIRX has yielded a comparatively higher 2.50% annualized return.


SSIIX

1D
0.14%
1M
-0.68%
6M
-0.54%
YTD
0.05%
1Y
2.82%
3Y*
3.61%
5Y*
0.72%
10Y*
2.13%
ALL TIME*
2.89%

SSIRX

1D
0.00%
1M
-1.29%
6M
-1.03%
YTD
-0.46%
1Y
2.49%
3Y*
3.98%
5Y*
1.02%
10Y*
2.50%
ALL TIME*
3.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SSIIX vs. SSIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSIIX
Ocean Park Tactical Core Income Fund
0.05%3.20%3.84%3.68%-5.29%0.18%4.78%7.77%-1.38%5.43%
SSIRX
Ocean Park Tactical Core Income Fund Institutional Class
-0.46%3.82%4.15%4.24%-4.89%0.58%5.19%8.37%-1.08%5.79%

Correlation

The correlation between SSIIX and SSIRX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.96

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.90

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2012

0.86

The correlation between SSIIX and SSIRX shifts across timeframes, from 0.86 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SSIIX vs. SSIRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SSIIX
SSIIX Risk / Return Rank: 2828
Overall Rank
SSIIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SSIIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
SSIIX Omega Ratio Rank: 3434
Omega Ratio Rank
SSIIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
SSIIX Martin Ratio Rank: 2121
Martin Ratio Rank

SSIRX
SSIRX Risk / Return Rank: 2323
Overall Rank
SSIRX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SSIRX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SSIRX Omega Ratio Rank: 2626
Omega Ratio Rank
SSIRX Calmar Ratio Rank: 1919
Calmar Ratio Rank
SSIRX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SSIIX vs. SSIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocean Park Tactical Core Income Fund (SSIIX) and Ocean Park Tactical Core Income Fund Institutional Class (SSIRX). 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.


SSIIXSSIRXDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratioReturn relative to maximum drawdown

1.13

1.00

+0.13

Martin ratioReturn relative to average drawdown

3.21

2.84

+0.38

SSIIX vs. SSIRX - Sharpe Ratio Comparison

The current SSIIX Sharpe Ratio is 1.14, which is comparable to the SSIRX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SSIIX and SSIRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SSIIX vs. SSIRX - Drawdown Comparison

The maximum SSIIX drawdown since its inception was -9.34%, which is greater than SSIRX's maximum drawdown of -8.53%. Use the drawdown chart below to compare losses from any high point for SSIIX and SSIRX.


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Drawdown Indicators


SSIIXSSIRXDifference

Max Drawdown

Largest peak-to-trough decline

-9.34%

-8.53%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-2.82%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-3.90%

-3.54%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-9.34%

-8.53%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-9.34%

-8.53%

-0.81%

Current Drawdown

Current decline from peak

-1.68%

-2.26%

+0.58%

Average Drawdown

Average peak-to-trough decline

-1.83%

-1.64%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.99%

+0.01%

Volatility

SSIIX vs. SSIRX - Volatility Comparison

The current volatility for Ocean Park Tactical Core Income Fund (SSIIX) is 0.69%, while Ocean Park Tactical Core Income Fund Institutional Class (SSIRX) has a volatility of 0.86%. This indicates that SSIIX experiences smaller price fluctuations and is considered to be less risky than SSIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSIIXSSIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.86%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

2.45%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.83%

2.85%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

3.08%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.61%

2.60%

+0.01%

SSIIX vs. SSIRX - Expense Ratio Comparison

SSIIX has a 1.35% expense ratio, which is lower than SSIRX's 1.45% expense ratio.


Dividends

SSIIX vs. SSIRX - Dividend Comparison

SSIIX's dividend yield for the trailing twelve months is around 4.46%, more than SSIRX's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
SSIIX
Ocean Park Tactical Core Income Fund
4.46%4.31%4.29%3.75%1.39%2.51%2.34%2.76%2.61%3.11%2.64%3.36%
SSIRX
Ocean Park Tactical Core Income Fund Institutional Class
4.21%4.91%4.74%4.18%1.81%2.93%2.75%3.18%3.05%3.53%3.03%3.81%

Frequently Asked Questions


With a correlation of 0.96, SSIIX and SSIRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SSIRX has higher volatility (0.86%) compared to SSIIX (0.69%). In terms of maximum drawdown, SSIIX dropped -9.34% vs SSIRX's -8.53%.

SSIIX currently has the higher Sharpe Ratio (1.14 vs 0.99), 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.

Portfolio Optimizer

Find the right allocation for SSIIX and SSIRX

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