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

Performance

SSSFX vs. IWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SouthernSun Small Cap (SSSFX) and iShares Microcap ETF (IWC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.65%
16.35%
SSSFX
IWC

Returns By Period

In the year-to-date period, SSSFX achieves a 13.57% return, which is significantly lower than IWC's 17.97% return. Over the past 10 years, SSSFX has underperformed IWC with an annualized return of 0.58%, while IWC has yielded a comparatively higher 7.48% annualized return.


SSSFX

YTD

13.57%

1M

4.84%

6M

8.66%

1Y

11.60%

5Y (annualized)

4.52%

10Y (annualized)

0.58%

IWC

YTD

17.97%

1M

8.75%

6M

16.36%

1Y

37.17%

5Y (annualized)

9.37%

10Y (annualized)

7.48%

Key characteristics


SSSFXIWC
Sharpe Ratio0.501.55
Sortino Ratio0.782.24
Omega Ratio1.121.26
Calmar Ratio0.421.06
Martin Ratio1.317.46
Ulcer Index8.84%4.98%
Daily Std Dev23.12%23.97%
Max Drawdown-66.47%-64.61%
Current Drawdown-12.71%-10.84%

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SSSFX vs. IWC - Expense Ratio Comparison

SSSFX has a 1.30% expense ratio, which is higher than IWC's 0.60% 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 IWC: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Correlation

-0.50.00.51.00.8

The correlation between SSSFX and IWC is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

SSSFX vs. IWC - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for SSSFX, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.005.000.501.55
The chart of Sortino ratio for SSSFX, currently valued at 0.78, compared to the broader market0.005.0010.000.782.24
The chart of Omega ratio for SSSFX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.26
The chart of Calmar ratio for SSSFX, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.421.06
The chart of Martin ratio for SSSFX, currently valued at 1.31, compared to the broader market0.0020.0040.0060.0080.00100.001.317.46
SSSFX
IWC

The current SSSFX Sharpe Ratio is 0.50, which is lower than the IWC Sharpe Ratio of 1.55. 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.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.50
1.55
SSSFX
IWC

Dividends

SSSFX vs. IWC - Dividend Comparison

SSSFX has not paid dividends to shareholders, while IWC's dividend yield for the trailing twelve months is around 1.02%.


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%
IWC
iShares Microcap ETF
1.02%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%1.11%1.01%

Drawdowns

SSSFX vs. IWC - Drawdown Comparison

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.


-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-12.71%
-10.84%
SSSFX
IWC

Volatility

SSSFX vs. IWC - Volatility Comparison

The current volatility for SouthernSun Small Cap (SSSFX) is 6.35%, while iShares Microcap ETF (IWC) has a volatility of 8.77%. 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.35%
8.77%
SSSFX
IWC