SSSFX vs. BLUEX

Last updated Jun 3, 2026

SSSFX (SouthernSun Small Cap) and BLUEX (AMG Veritas Global Real Return Fund) are both mutual funds - SSSFX is a Small Cap Blend Equities fund managed by AMG, while BLUEX is a Large Cap Growth Equities fund managed by AMG. Over the past 10 years, SSSFX returned 9.09%/yr vs 9.54%/yr for BLUEX. A 0.72 correlation means they provide meaningful diversification when combined. SSSFX charges 1.30%/yr vs 1.15%/yr for BLUEX.

Performance

SSSFX vs. BLUEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SouthernSun Small Cap (SSSFX) and AMG Veritas Global Real Return Fund (BLUEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SSSFX achieves a 9.38% return, which is significantly higher than BLUEX's -5.31% return. Both investments have delivered pretty close results over the past 10 years, with SSSFX having a 9.09% annualized return and BLUEX not far ahead at 9.54%.

SSSFX

• 1D: -0.71%
• 1M: -3.15%
• YTD: 9.38%
• 6M: 8.34%
• 1Y: 23.13%
• 3Y*: 8.16%
• 5Y*: 6.04%
• 10Y*: 9.09%

BLUEX

• 1D: -0.03%
• 1M: 1.04%
• YTD: -5.31%
• 6M: -4.15%
• 1Y: -5.32%
• 3Y*: 3.88%
• 5Y*: 0.47%
• 10Y*: 9.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SSSFX vs. BLUEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSSFX SouthernSun Small Cap	9.38%	4.72%	3.46%	12.52%	-1.86%	21.87%	14.08%	35.45%	-24.32%	18.03%
BLUEX AMG Veritas Global Real Return Fund	-5.31%	4.45%	7.24%	14.35%	-14.30%	3.22%	34.74%	35.34%	-4.91%	27.86%

Correlation

The correlation between SSSFX and BLUEX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Oct 3, 2003	0.72

Over the past year, the correlation between SSSFX and BLUEX has dropped to 0.48 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

Return for Risk

SSSFX vs. BLUEX — Risk / Return Rank

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

SSSFX

SSSFX Risk / Return Rank: 15
SSSFX Sharpe Ratio Rank: 15
SSSFX Sortino Ratio Rank: 16
SSSFX Omega Ratio Rank: 14
SSSFX Calmar Ratio Rank: 16
SSSFX Martin Ratio Rank: 13

BLUEX

BLUEX Risk / Return Rank: 1
BLUEX Sharpe Ratio Rank: 1
BLUEX Sortino Ratio Rank: 1
BLUEX Omega Ratio Rank: 1
BLUEX Calmar Ratio Rank: 1
BLUEX Martin Ratio Rank: 1

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.

SSSFX vs. BLUEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SouthernSun Small Cap (SSSFX) and AMG Veritas Global Real Return Fund (BLUEX). 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.

	SSSFX	BLUEX	Difference
Sharpe ratio Return per unit of total volatility	1.10	-0.53	+1.62
Sortino ratio Return per unit of downside risk	1.70	-0.68	+2.38
Omega ratio Gain probability vs. loss probability	1.19	0.92	+0.27
Calmar ratio Return relative to maximum drawdown	1.45	-0.42	+1.87
Martin ratio Return relative to average drawdown	3.92	-1.06	+4.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSSFX vs. BLUEX - Sharpe Ratio Comparison

The current SSSFX Sharpe Ratio is 1.10, which is higher than the BLUEX Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SSSFX and BLUEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SSSFX	BLUEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	-0.53	+1.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.04	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.58	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.50	-0.11

Drawdowns

SSSFX vs. BLUEX - Drawdown Comparison

The maximum SSSFX drawdown since its inception was -65.85%, which is greater than BLUEX's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for SSSFX and BLUEX.

Drawdown Indicators

	SSSFX	BLUEX	Difference
Max Drawdown Largest peak-to-trough decline	-65.85%	-54.27%	-11.58%
Max Drawdown (1Y) Largest decline over 1 year	-14.39%	-12.19%	-2.20%
Max Drawdown (3Y) Largest decline over 3 years	-32.76%	-12.19%	-20.57%
Max Drawdown (5Y) Largest decline over 5 years	-32.76%	-21.87%	-10.89%
Max Drawdown (10Y) Largest decline over 10 years	-45.20%	-29.06%	-16.14%
Current Drawdown Current decline from peak	-7.61%	-7.28%	-0.33%
Average Drawdown Average peak-to-trough decline	-10.90%	-13.37%	+2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.33%	4.82%	+0.51%

Volatility

SSSFX vs. BLUEX - Volatility Comparison

SouthernSun Small Cap (SSSFX) has a higher volatility of 6.23% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.20%. This indicates that SSSFX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSSFX	BLUEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.23%	3.20%	+3.03%
Volatility (6M) Calculated over the trailing 6-month period	14.34%	7.64%	+6.70%
Volatility (1Y) Calculated over the trailing 1-year period	20.13%	9.92%	+10.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.52%	10.60%	+11.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.32%	16.58%	+6.74%

SSSFX vs. BLUEX - Expense Ratio Comparison

SSSFX has a 1.30% expense ratio, which is higher than BLUEX's 1.15% expense ratio.

Dividends

SSSFX vs. BLUEX - Dividend Comparison

SSSFX's dividend yield for the trailing twelve months is around 4.61%, more than BLUEX's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BLUEX AMG Veritas Global Real Return Fund	0.33%	0.31%	0.29%	0.03%	11.84%	27.20%	25.43%	13.71%	13.40%	0.00%	0.00%	0.24%
SSSFX SouthernSun Small Cap	4.61%	5.04%	13.93%	13.87%	9.40%	11.51%	0.23%	5.29%	4.77%	0.00%	0.00%	12.69%

Frequently Asked Questions

Can I hold both SSSFX and BLUEX in my portfolio?

SSSFX and BLUEX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSSFX or BLUEX?

SSSFX has higher volatility (6.23%) compared to BLUEX (3.20%). In terms of maximum drawdown, SSSFX dropped -65.85% vs BLUEX's -54.27%.

Which has better risk-adjusted returns?

SSSFX currently has the higher Sharpe Ratio (1.10 vs -0.53), 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.