SSSFX vs. FDG
Compare and contrast key facts about SouthernSun Small Cap (SSSFX) and American Century Focused Dynamic Growth ETF (FDG).
SSSFX is managed by AMG. It was launched on Oct 1, 2003. FDG is an actively managed fund by American Century Investments. It was launched on Mar 31, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSSFX or FDG.
Performance
SSSFX vs. FDG - Performance Comparison
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
13.57%
4.84%
8.66%
11.60%
4.52%
0.58%
FDG
44.43%
9.47%
22.61%
54.64%
N/A
N/A
Key characteristics
SSSFX | FDG | |
---|---|---|
Sharpe Ratio | 0.50 | 2.78 |
Sortino Ratio | 0.78 | 3.47 |
Omega Ratio | 1.12 | 1.49 |
Calmar Ratio | 0.42 | 2.13 |
Martin Ratio | 1.31 | 16.00 |
Ulcer Index | 8.84% | 3.42% |
Daily Std Dev | 23.12% | 19.66% |
Max Drawdown | -66.47% | -43.69% |
Current Drawdown | -12.71% | -0.81% |
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SSSFX vs. FDG - Expense Ratio Comparison
SSSFX has a 1.30% expense ratio, which is higher than FDG's 0.45% expense ratio.
Correlation
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.
Dividends
SSSFX vs. FDG - Dividend Comparison
Neither SSSFX nor FDG has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.