SSMGX vs. FAMVX
SSMGX (SIT Small Cap Growth Fund) and FAMVX (FAM Value Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, SSMGX returned 11.05%/yr vs 10.52%/yr for FAMVX. Their correlation of 0.80 means they have usually moved in the same direction. SSMGX charges 1.50%/yr vs 1.19%/yr for FAMVX.
Performance
SSMGX vs. FAMVX - Performance Comparison
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Returns By Period
In the year-to-date period, SSMGX achieves a 17.03% return, which is significantly higher than FAMVX's 8.68% return. Both investments have delivered pretty close results over the past 10 years, with SSMGX having a 11.05% annualized return and FAMVX not far behind at 10.52%.
SSMGX
- 1D
- 0.67%
- 1M
- -1.19%
- 6M
- 9.33%
- YTD
- 17.03%
- 1Y
- 25.10%
- 3Y*
- 13.01%
- 5Y*
- 5.29%
- 10Y*
- 11.05%
- ALL TIME*
- 8.86%
FAMVX
- 1D
- -0.11%
- 1M
- 0.56%
- 6M
- 5.29%
- YTD
- 8.68%
- 1Y
- 11.90%
- 3Y*
- 11.91%
- 5Y*
- 7.07%
- 10Y*
- 10.52%
- ALL TIME*
- 9.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FAMVX FAM Value Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
SSMGX vs. FAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSMGX SIT Small Cap Growth Fund | 17.03% | 9.40% | 13.42% | 16.93% | -25.59% | 15.80% | 35.97% | 29.19% | -10.88% | 15.69% |
FAMVX FAM Value Fund | 8.68% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
Correlation
The correlation between SSMGX and FAMVX is 0.64, 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. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 1995 | 0.80 |
The correlation between SSMGX and FAMVX shifts across timeframes, from 0.64 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SSMGX vs. FAMVX — Risk / Return Rank
SSMGX
FAMVX
SSMGX vs. FAMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Small Cap Growth Fund (SSMGX) and FAM Value Fund (FAMVX). 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.
| SSMGX | FAMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.13 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.08 | +1.25 |
| Martin ratioReturn relative to average drawdown | 7.86 | 3.30 | +4.56 |
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Drawdowns
SSMGX vs. FAMVX - Drawdown Comparison
The maximum SSMGX drawdown since its inception was -65.75%, which is greater than FAMVX's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for SSMGX and FAMVX.
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Drawdown Indicators
| SSMGX | FAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.75% | -51.12% | -14.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -9.47% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -26.67% | -16.74% | -9.93% |
Max Drawdown (5Y)Largest decline over 5 years | -34.37% | -22.77% | -11.60% |
Max Drawdown (10Y)Largest decline over 10 years | -35.72% | -37.73% | +2.01% |
Current DrawdownCurrent decline from peak | -4.22% | -1.11% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -18.96% | -6.40% | -12.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.10% | -0.13% |
Volatility
SSMGX vs. FAMVX - Volatility Comparison
SIT Small Cap Growth Fund (SSMGX) has a higher volatility of 6.04% compared to FAM Value Fund (FAMVX) at 3.48%. This indicates that SSMGX's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSMGX | FAMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 3.48% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.62% | 10.60% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 13.91% | +5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.06% | 17.13% | +4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.64% | 18.19% | +3.45% |
SSMGX vs. FAMVX - Expense Ratio Comparison
SSMGX has a 1.50% expense ratio, which is higher than FAMVX's 1.19% expense ratio.
Dividends
SSMGX vs. FAMVX - Dividend Comparison
SSMGX's dividend yield for the trailing twelve months is around 4.68%, more than FAMVX's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 4.51% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
SSMGX SIT Small Cap Growth Fund | 4.68% | 5.48% | 4.69% | 3.13% | 1.73% | 15.89% | 3.44% | 3.14% | 9.80% | 6.81% | 0.17% | 10.68% |
Frequently Asked Questions
SSMGX and FAMVX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSMGX has higher volatility (6.04%) compared to FAMVX (3.48%). In terms of maximum drawdown, SSMGX dropped -65.75% vs FAMVX's -51.12%.
SSMGX currently has the higher Sharpe Ratio (1.19 vs 0.74), 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.
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