SSSFX vs. FDG

Last updated Apr 1, 2026

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. It was launched on Mar 31, 2020.

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.

SSSFX vs. FDG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SSSFX SouthernSun Small Cap	2.36%	4.72%	3.46%	12.52%	-1.86%	21.87%	83.21%
FDG American Century Focused Dynamic Growth ETF	-10.09%	22.13%	45.89%	37.22%	-35.74%	8.52%	93.61%

Returns By Period

In the year-to-date period, SSSFX achieves a 2.36% return, which is significantly higher than FDG's -10.09% return.

SSSFX

• 1D: -1.35%
• 1M: -8.90%
• YTD: 2.36%
• 6M: -0.53%
• 1Y: 21.35%
• 3Y*: 6.28%
• 5Y*: 4.75%
• 10Y*: 8.56%

FDG

• 1D: 4.35%
• 1M: -4.42%
• YTD: -10.09%
• 6M: -5.30%
• 1Y: 25.52%
• 3Y*: 24.88%
• 5Y*: 8.73%
• 10Y*: —

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

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

FDG

American Century Focused Dynamic Growth ETF

Return for Risk

SSSFX vs. FDG — Risk / Return Rank

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

SSSFX

SSSFX Risk / Return Rank: 43
SSSFX Sharpe Ratio Rank: 42
SSSFX Sortino Ratio Rank: 50
SSSFX Omega Ratio Rank: 38
SSSFX Calmar Ratio Rank: 53
SSSFX Martin Ratio Rank: 33

FDG

FDG Risk / Return Rank: 64
FDG Sharpe Ratio Rank: 63
FDG Sortino Ratio Rank: 69
FDG Omega Ratio Rank: 64
FDG Calmar Ratio Rank: 65
FDG Martin Ratio Rank: 60

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. FDG - Risk-Adjusted Trends 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.

	SSSFX	FDG	Difference
Sharpe ratio Return per unit of total volatility	0.86	1.08	-0.21
Sortino ratio Return per unit of downside risk	1.39	1.67	-0.28
Omega ratio Gain probability vs. loss probability	1.18	1.23	-0.05
Calmar ratio Return relative to maximum drawdown	1.27	1.58	-0.31
Martin ratio Return relative to average drawdown	3.55	5.57	-2.02
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. FDG - Sharpe Ratio Comparison

The current SSSFX Sharpe Ratio is 0.86, which is comparable to the FDG Sharpe Ratio of 1.08. 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.

Sharpe Ratios by Period

	SSSFX	FDG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	1.08	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.36	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.80	-0.42

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.

Dividends

SSSFX vs. FDG - Dividend Comparison

SSSFX's dividend yield for the trailing twelve months is around 4.93%, while FDG has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SSSFX SouthernSun Small Cap	4.93%	5.04%	13.93%	13.87%	9.40%	11.51%	0.23%	5.29%	4.77%	0.00%	0.00%	12.69%
FDG American Century Focused Dynamic Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SSSFX vs. FDG - Drawdown Comparison

The maximum SSSFX drawdown since its inception was -65.85%, 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.

Drawdown Indicators

	SSSFX	FDG	Difference
Max Drawdown Largest peak-to-trough decline	-65.85%	-43.69%	-22.16%
Max Drawdown (1Y) Largest decline over 1 year	-14.39%	-15.71%	+1.32%
Max Drawdown (5Y) Largest decline over 5 years	-32.76%	-43.69%	+10.93%
Max Drawdown (10Y) Largest decline over 10 years	-45.20%	—	—
Current Drawdown Current decline from peak	-13.55%	-12.04%	-1.51%
Average Drawdown Average peak-to-trough decline	-10.93%	-13.75%	+2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	4.45%	+0.67%

Volatility

SSSFX vs. FDG - Volatility Comparison

The current volatility for SouthernSun Small Cap (SSSFX) is 6.52%, while American Century Focused Dynamic Growth ETF (FDG) has a volatility of 7.98%. This indicates that SSSFX experiences smaller price fluctuations and is considered to be less risky than FDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSSFX	FDG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.52%	7.98%	-1.46%
Volatility (6M) Calculated over the trailing 6-month period	14.45%	14.04%	+0.41%
Volatility (1Y) Calculated over the trailing 1-year period	24.71%	23.85%	+0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.42%	24.68%	-2.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.25%	25.05%	-1.80%