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SSIRX vs. AMFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSIRX vs. AMFIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SSIRX achieves a 0.32% return, which is significantly higher than AMFIX's 0.30% return.


SSIRX

1D
0.16%
1M
-0.64%
6M
-0.49%
YTD
0.32%
1Y
3.70%
3Y*
4.15%
5Y*
1.19%
10Y*
2.57%
ALL TIME*
3.25%

AMFIX

1D
0.04%
1M
-0.25%
6M
0.26%
YTD
0.30%
1Y
2.07%
3Y*
3.30%
5Y*
0.72%
10Y*
ALL TIME*
0.95%
*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

SSIRX vs. AMFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSIRX
Ocean Park Tactical Core Income Fund Institutional Class
0.32%3.82%4.15%4.24%-4.89%0.58%5.19%8.37%-1.08%1.19%
AMFIX
AAMA Income Fund
0.30%3.74%3.48%3.84%-6.26%-1.37%2.24%2.47%0.89%-0.44%

Correlation

The correlation between SSIRX and AMFIX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.67

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

0.57

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

0.55

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2017

0.47

The correlation between SSIRX and AMFIX shifts across timeframes, from 0.47 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SSIRX vs. AMFIX — Risk / Return Rank

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

SSIRX
SSIRX Risk / Return Rank: 3737
Overall Rank
SSIRX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SSIRX Sortino Ratio Rank: 4040
Sortino Ratio Rank
SSIRX Omega Ratio Rank: 4444
Omega Ratio Rank
SSIRX Calmar Ratio Rank: 2828
Calmar Ratio Rank
SSIRX Martin Ratio Rank: 2626
Martin Ratio Rank

AMFIX
AMFIX Risk / Return Rank: 7575
Overall Rank
AMFIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AMFIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
AMFIX Omega Ratio Rank: 7878
Omega Ratio Rank
AMFIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
AMFIX Martin Ratio Rank: 6161
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.

SSIRX vs. AMFIX - Risk-Adjusted Trends Comparison

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


SSIRXAMFIXDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.24

1.35

-0.11

Calmar ratioReturn relative to maximum drawdown

1.28

2.82

-1.53

Martin ratioReturn relative to average drawdown

3.75

8.02

-4.27

SSIRX vs. AMFIX - Sharpe Ratio Comparison

The current SSIRX Sharpe Ratio is 1.29, which is comparable to the AMFIX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of SSIRX and AMFIX, 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

SSIRX vs. AMFIX - Drawdown Comparison

The maximum SSIRX drawdown since its inception was -8.53%, smaller than the maximum AMFIX drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for SSIRX and AMFIX.


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Drawdown Indicators


SSIRXAMFIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.53%

-9.35%

+0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-0.74%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-3.54%

-0.75%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-8.53%

-8.91%

+0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-8.53%

Current Drawdown

Current decline from peak

-1.49%

-0.39%

-1.10%

Average Drawdown

Average peak-to-trough decline

-1.64%

-2.00%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.26%

+0.70%

Volatility

SSIRX vs. AMFIX - Volatility Comparison

Ocean Park Tactical Core Income Fund Institutional Class (SSIRX) has a higher volatility of 0.66% compared to AAMA Income Fund (AMFIX) at 0.39%. This indicates that SSIRX's price experiences larger fluctuations and is considered to be riskier than AMFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSIRXAMFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

0.39%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

0.98%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.80%

1.17%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

2.18%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.60%

1.74%

+0.86%

SSIRX vs. AMFIX - Expense Ratio Comparison

SSIRX has a 1.45% expense ratio, which is higher than AMFIX's 0.92% expense ratio.


Dividends

SSIRX vs. AMFIX - Dividend Comparison

SSIRX's dividend yield for the trailing twelve months is around 4.53%, more than AMFIX's 2.23% yield.


PositionTTM20252024202320222021202020192018201720162015
AMFIX
AAMA Income Fund
2.23%2.08%2.44%1.70%0.83%0.57%0.83%1.24%1.24%0.40%0.00%0.00%
SSIRX
Ocean Park Tactical Core Income Fund Institutional Class
4.53%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


SSIRX and AMFIX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSIRX has higher volatility (0.66%) compared to AMFIX (0.39%). In terms of maximum drawdown, SSIRX dropped -8.53% vs AMFIX's -9.35%.

AMFIX currently has the higher Sharpe Ratio (1.78 vs 1.29), 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

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