TSCIX vs. SSSFX
TSCIX (AMG TimesSquare Small Cap Growth Fund) and SSSFX (SouthernSun Small Cap) are both mutual funds - TSCIX is a Small Cap Growth Equities fund managed by AMG, while SSSFX is a Small Cap Blend Equities fund managed by AMG. Over the past 10 years, TSCIX returned 10.65%/yr vs 9.46%/yr for SSSFX. Their correlation of 0.83 suggests significant overlap in exposure. TSCIX charges 0.99%/yr vs 1.30%/yr for SSSFX.
Performance
TSCIX vs. SSSFX - Performance Comparison
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Returns By Period
In the year-to-date period, TSCIX achieves a 11.74% return, which is significantly lower than SSSFX's 13.72% return. Over the past 10 years, TSCIX has outperformed SSSFX with an annualized return of 10.65%, while SSSFX has yielded a comparatively lower 9.46% annualized return.
TSCIX
- 1D
- 2.50%
- 1M
- 3.58%
- YTD
- 11.74%
- 6M
- 8.38%
- 1Y
- 14.96%
- 3Y*
- 9.39%
- 5Y*
- 1.68%
- 10Y*
- 10.65%
SSSFX
- 1D
- 1.93%
- 1M
- 4.05%
- YTD
- 13.72%
- 6M
- 11.42%
- 1Y
- 24.91%
- 3Y*
- 8.22%
- 5Y*
- 8.21%
- 10Y*
- 9.46%
TSCIX vs. SSSFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCIX AMG TimesSquare Small Cap Growth Fund | 11.74% | 0.84% | 8.50% | 16.73% | -26.42% | 7.34% | 35.36% | 44.90% | -4.05% | 21.17% |
SSSFX SouthernSun Small Cap | 13.72% | 4.72% | 3.46% | 12.52% | -1.86% | 21.87% | 14.08% | 35.45% | -24.32% | 18.03% |
Correlation
The correlation between TSCIX and SSSFX is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2003 | 0.83 |
The correlation between TSCIX and SSSFX shifts across timeframes, from 0.73 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TSCIX vs. SSSFX — Risk / Return Rank
TSCIX
SSSFX
TSCIX vs. SSSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Small Cap Growth Fund (TSCIX) and SouthernSun Small Cap (SSSFX). 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.
| TSCIX | SSSFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.74 | -0.96 |
| Martin ratioReturn relative to average drawdown | 2.56 | 4.55 | -1.99 |
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Drawdowns
TSCIX vs. SSSFX - Drawdown Comparison
The maximum TSCIX drawdown since its inception was -49.74%, smaller than the maximum SSSFX drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for TSCIX and SSSFX.
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Drawdown Indicators
| TSCIX | SSSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.74% | -65.85% | +16.11% |
Max Drawdown (1Y)Largest decline over 1 year | -18.91% | -14.39% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -29.48% | -32.76% | +3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -40.51% | -32.76% | -7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -40.51% | -45.20% | +4.69% |
Current DrawdownCurrent decline from peak | -2.50% | -3.95% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -10.89% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 5.49% | +0.26% |
Volatility
TSCIX vs. SSSFX - Volatility Comparison
AMG TimesSquare Small Cap Growth Fund (TSCIX) has a higher volatility of 7.15% compared to SouthernSun Small Cap (SSSFX) at 5.53%. This indicates that TSCIX's price experiences larger fluctuations and is considered to be riskier than SSSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSCIX | SSSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 5.53% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | 14.61% | +2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 20.29% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.76% | 22.55% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 23.34% | +0.34% |
TSCIX vs. SSSFX - Expense Ratio Comparison
TSCIX has a 0.99% expense ratio, which is lower than SSSFX's 1.30% expense ratio.
Dividends
TSCIX vs. SSSFX - Dividend Comparison
TSCIX has not paid dividends to shareholders, while SSSFX's dividend yield for the trailing twelve months is around 4.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSSFX SouthernSun Small Cap | 4.43% | 5.04% | 13.93% | 13.87% | 9.40% | 11.51% | 0.23% | 5.29% | 4.77% | 0.00% | 0.00% | 12.69% |
TSCIX AMG TimesSquare Small Cap Growth Fund | 0.00% | 0.00% | 0.69% | 0.00% | 6.63% | 22.45% | 13.38% | 22.41% | 30.72% | 10.75% | 3.70% | 11.91% |
Frequently Asked Questions
TSCIX and SSSFX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSCIX has higher volatility (7.15%) compared to SSSFX (5.53%). In terms of maximum drawdown, TSCIX dropped -49.74% vs SSSFX's -65.85%.
SSSFX currently has the higher Sharpe Ratio (1.23 vs 0.70), 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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