SSSFX vs. IWC

In the year-to-date period, SSSFX achieves a -7.84% return, which is significantly lower than IWC's 13.08% return. Over the past 10 years, SSSFX has underperformed IWC with an annualized return of -1.05%, while IWC has yielded a comparatively higher 6.75% annualized return.

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SSSFX has a 1.30% expense ratio, which is higher than IWC's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for SouthernSun Small Cap (SSSFX) and iShares Microcap ETF (IWC). 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.

The current SSSFX Sharpe Ratio is -0.25, which is lower than the IWC Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SSSFX and IWC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SSSFX has not paid dividends to shareholders, while IWC's dividend yield for the trailing twelve months is around 1.06%.

The maximum SSSFX drawdown since its inception was -66.47%, roughly equal to the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for SSSFX and IWC. For additional features, visit the drawdowns tool.

SouthernSun Small Cap (SSSFX) has a higher volatility of 17.24% compared to iShares Microcap ETF (IWC) at 7.13%. This indicates that SSSFX's price experiences larger fluctuations and is considered to be riskier than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.