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SSSFX vs. FDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SSSFX vs. FDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SouthernSun Small Cap (SSSFX) and American Century Focused Dynamic Growth ETF (FDG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.66%
22.60%
SSSFX
FDG

Returns By Period

In the year-to-date period, SSSFX achieves a 13.57% return, which is significantly lower than FDG's 44.43% return.


SSSFX

YTD

13.57%

1M

4.84%

6M

8.66%

1Y

11.60%

5Y (annualized)

4.52%

10Y (annualized)

0.58%

FDG

YTD

44.43%

1M

9.47%

6M

22.61%

1Y

54.64%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


SSSFXFDG
Sharpe Ratio0.502.78
Sortino Ratio0.783.47
Omega Ratio1.121.49
Calmar Ratio0.422.13
Martin Ratio1.3116.00
Ulcer Index8.84%3.42%
Daily Std Dev23.12%19.66%
Max Drawdown-66.47%-43.69%
Current Drawdown-12.71%-0.81%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SSSFX vs. FDG - Expense Ratio Comparison

SSSFX has a 1.30% expense ratio, which is higher than FDG's 0.45% expense ratio.


SSSFX
SouthernSun Small Cap
Expense ratio chart for SSSFX: current value at 1.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.30%
Expense ratio chart for FDG: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Correlation

-0.50.00.51.00.5

The correlation between SSSFX and FDG is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

SSSFX vs. FDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SouthernSun Small Cap (SSSFX) and American Century Focused Dynamic Growth ETF (FDG). 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.


Sharpe ratio
The chart of Sharpe ratio for SSSFX, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.005.000.502.78
The chart of Sortino ratio for SSSFX, currently valued at 0.78, compared to the broader market0.005.0010.000.783.47
The chart of Omega ratio for SSSFX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.49
The chart of Calmar ratio for SSSFX, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.422.13
The chart of Martin ratio for SSSFX, currently valued at 1.31, compared to the broader market0.0020.0040.0060.0080.00100.001.3116.00
SSSFX
FDG

The current SSSFX Sharpe Ratio is 0.50, which is lower than the FDG Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of SSSFX and FDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.50
2.78
SSSFX
FDG

Dividends

SSSFX vs. FDG - Dividend Comparison

Neither SSSFX nor FDG has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SSSFX
SouthernSun Small Cap
0.00%0.00%0.00%0.04%0.00%0.05%0.00%0.00%0.00%0.13%0.00%0.05%
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SSSFX vs. FDG - Drawdown Comparison

The maximum SSSFX drawdown since its inception was -66.47%, which is greater than FDG's maximum drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for SSSFX and FDG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.71%
-0.81%
SSSFX
FDG

Volatility

SSSFX vs. FDG - Volatility Comparison

SouthernSun Small Cap (SSSFX) and American Century Focused Dynamic Growth ETF (FDG) have volatilities of 6.35% and 6.55%, 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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.35%
6.55%
SSSFX
FDG