SSXU vs. ARCC
SSXU (Day Hagan/Ned Davis Research Smart Sector International ETF) is Foreign Large Cap Equities fund actively managed by Day Hagan, while ARCC (Ares Capital Corporation) is a stock. Over the past 3 years, SSXU returned 10.88%/yr vs 9.08%/yr for ARCC. At a 0.47 correlation, their price movements are largely independent.
Performance
SSXU vs. ARCC - Performance Comparison
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Returns By Period
In the year-to-date period, SSXU achieves a 3.36% return, which is significantly higher than ARCC's -2.14% return.
SSXU
- 1D
- 1.26%
- 1M
- -1.31%
- 6M
- 1.03%
- YTD
- 3.36%
- 1Y
- 15.08%
- 3Y*
- 10.88%
- 5Y*
- —
- 10Y*
- —
ARCC
- 1D
- 0.80%
- 1M
- 0.05%
- 6M
- -3.34%
- YTD
- -2.14%
- 1Y
- -9.41%
- 3Y*
- 9.08%
- 5Y*
- 8.60%
- 10Y*
- 12.98%
SSXU vs. ARCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SSXU Day Hagan/Ned Davis Research Smart Sector International ETF | 3.36% | 27.09% | 5.28% | 9.56% | 2.14% |
ARCC Ares Capital Corporation | -2.14% | 1.07% | 19.78% | 20.03% | 8.35% |
Correlation
The correlation between SSXU and ARCC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2022 | 0.47 |
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Return for Risk
SSXU vs. ARCC — Risk / Return Rank
SSXU
ARCC
SSXU vs. ARCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector International ETF (SSXU) and Ares Capital Corporation (ARCC). 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.
| SSXU | ARCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.93 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | -0.49 | +1.90 |
| Martin ratioReturn relative to average drawdown | 4.46 | -0.84 | +5.30 |
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Drawdowns
SSXU vs. ARCC - Drawdown Comparison
The maximum SSXU drawdown since its inception was -13.91%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for SSXU and ARCC.
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Drawdown Indicators
| SSXU | ARCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.91% | -79.36% | +65.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -19.35% | +8.64% |
Max Drawdown (3Y)Largest decline over 3 years | -13.91% | -19.35% | +5.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.76% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.77% | — |
Current DrawdownCurrent decline from peak | -5.08% | -10.93% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -9.12% | +5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 11.28% | -7.89% |
Volatility
SSXU vs. ARCC - Volatility Comparison
The current volatility for Day Hagan/Ned Davis Research Smart Sector International ETF (SSXU) is 4.21%, while Ares Capital Corporation (ARCC) has a volatility of 4.92%. This indicates that SSXU experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSXU | ARCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.92% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 14.88% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 18.83% | -4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 19.99% | -5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.42% | 25.58% | -11.16% |
Dividends
SSXU vs. ARCC - Dividend Comparison
SSXU's dividend yield for the trailing twelve months is around 2.57%, less than ARCC's 10.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 10.22% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
SSXU Day Hagan/Ned Davis Research Smart Sector International ETF | 2.57% | 2.66% | 2.74% | 2.07% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SSXU and ARCC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARCC has higher volatility (4.92%) compared to SSXU (4.21%). In terms of maximum drawdown, SSXU dropped -13.91% vs ARCC's -79.36%.
SSXU currently has the higher Sharpe Ratio (1.07 vs -0.50), 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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