SSSFX vs. IWC
SSSFX (SouthernSun Small Cap) and IWC (iShares Micro-Cap ETF) are both Small Cap Blend Equities funds. Over the past 10 years, SSSFX returned 9.79%/yr vs 11.98%/yr for IWC. Their correlation of 0.84 suggests significant overlap in exposure. SSSFX charges 1.30%/yr vs 0.60%/yr for IWC.
Performance
SSSFX vs. IWC - Performance Comparison
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Returns By Period
In the year-to-date period, SSSFX achieves a 13.44% return, which is significantly lower than IWC's 22.38% return. Over the past 10 years, SSSFX has underperformed IWC with an annualized return of 9.79%, while IWC has yielded a comparatively higher 11.98% annualized return.
SSSFX
- 1D
- -0.25%
- 1M
- 3.78%
- YTD
- 13.44%
- 6M
- 11.45%
- 1Y
- 23.37%
- 3Y*
- 9.29%
- 5Y*
- 7.62%
- 10Y*
- 9.79%
IWC
- 1D
- -0.79%
- 1M
- 3.18%
- YTD
- 22.38%
- 6M
- 19.49%
- 1Y
- 56.41%
- 3Y*
- 22.77%
- 5Y*
- 5.48%
- 10Y*
- 11.98%
SSSFX vs. IWC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSSFX SouthernSun Small Cap | 13.44% | 4.72% | 3.46% | 12.52% | -1.86% | 21.87% | 14.08% | 35.45% | -24.32% | 18.03% |
IWC iShares Micro-Cap ETF | 22.38% | 22.45% | 13.63% | 8.99% | -21.93% | 18.67% | 20.88% | 22.20% | -13.13% | 12.79% |
Correlation
The correlation between SSSFX and IWC is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2005 | 0.84 |
The correlation between SSSFX and IWC shifts across timeframes, from 0.68 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SSSFX vs. IWC — Risk / Return Rank
SSSFX
IWC
SSSFX vs. IWC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SouthernSun Small Cap (SSSFX) and iShares Micro-Cap 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSSFX | IWC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 4.56 | -2.84 |
| Martin ratioReturn relative to average drawdown | 4.48 | 14.85 | -10.36 |
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Drawdowns
SSSFX vs. IWC - Drawdown Comparison
The maximum SSSFX drawdown since its inception was -65.85%, 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.
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Drawdown Indicators
| SSSFX | IWC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.85% | -64.61% | -1.24% |
Max Drawdown (1Y)Largest decline over 1 year | -14.39% | -12.43% | -1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -32.76% | -29.46% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -32.76% | -40.61% | +7.85% |
Max Drawdown (10Y)Largest decline over 10 years | -45.20% | -47.21% | +2.01% |
Current DrawdownCurrent decline from peak | -4.19% | -0.79% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -15.24% | +4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 3.81% | +1.69% |
Volatility
SSSFX vs. IWC - Volatility Comparison
The current volatility for SouthernSun Small Cap (SSSFX) is 5.37%, while iShares Micro-Cap ETF (IWC) has a volatility of 8.51%. This indicates that SSSFX experiences smaller price fluctuations and is considered to be less risky than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSFX | IWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 8.51% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 14.57% | 18.17% | -3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.33% | 24.36% | -4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.53% | 24.58% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 24.50% | -1.15% |
SSSFX vs. IWC - Expense Ratio Comparison
SSSFX has a 1.30% expense ratio, which is higher than IWC's 0.60% expense ratio.
Dividends
SSSFX vs. IWC - Dividend Comparison
SSSFX's dividend yield for the trailing twelve months is around 4.44%, more than IWC's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWC iShares Micro-Cap ETF | 0.98% | 1.10% | 1.06% | 1.17% | 1.18% | 0.78% | 0.98% | 1.19% | 1.01% | 1.09% | 1.16% | 1.49% |
SSSFX SouthernSun Small Cap | 4.44% | 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
SSSFX and IWC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWC has higher volatility (8.51%) compared to SSSFX (5.37%). In terms of maximum drawdown, SSSFX dropped -65.85% vs IWC's -64.61%.
IWC currently has the higher Sharpe Ratio (2.33 vs 1.22), 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.
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