WWSIX vs. LSSCX
WWSIX (Keeley Small Cap Fund Class Institutional) and LSSCX (Loomis Sayles Small Cap Value Fund) are both Small Cap Blend Equities funds. Over the past 10 years, WWSIX returned 14.47%/yr vs 9.96%/yr for LSSCX. Their correlation of 0.95 means they have usually moved in the same direction. WWSIX charges 1.00%/yr vs 0.90%/yr for LSSCX.
Performance
WWSIX vs. LSSCX - Performance Comparison
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Returns By Period
In the year-to-date period, WWSIX achieves a 29.05% return, which is significantly higher than LSSCX's 20.58% return. Over the past 10 years, WWSIX has outperformed LSSCX with an annualized return of 14.47%, while LSSCX has yielded a comparatively lower 9.96% annualized return.
WWSIX
- 1D
- 0.43%
- 1M
- -2.47%
- 6M
- 17.00%
- YTD
- 29.05%
- 1Y
- 58.83%
- 3Y*
- 21.22%
- 5Y*
- 13.28%
- 10Y*
- 14.47%
- ALL TIME*
- 11.16%
LSSCX
- 1D
- 0.25%
- 1M
- 0.37%
- 6M
- 12.30%
- YTD
- 20.58%
- 1Y
- 24.86%
- 3Y*
- 13.37%
- 5Y*
- 9.72%
- 10Y*
- 9.96%
- ALL TIME*
- 11.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WWSIX vs. LSSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WWSIX Keeley Small Cap Fund Class Institutional | 29.05% | 17.55% | 15.79% | 12.87% | -12.30% | 30.04% | 11.27% | 28.74% | -13.49% | 16.07% |
LSSCX Loomis Sayles Small Cap Value Fund | 20.58% | 5.31% | 10.89% | 19.39% | -11.52% | 29.03% | 2.29% | 25.06% | -16.81% | 10.01% |
Correlation
The correlation between WWSIX and LSSCX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2008 | 0.95 |
Over the past year, the correlation between WWSIX and LSSCX has dropped to 0.71 - well below their long-term average of 0.95, suggesting their price drivers have been diverging.
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Return for Risk
WWSIX vs. LSSCX — Risk / Return Rank
WWSIX
LSSCX
WWSIX vs. LSSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Keeley Small Cap Fund Class Institutional (WWSIX) and Loomis Sayles Small Cap Value Fund (LSSCX). 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.
| WWSIX | LSSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.29 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.49 | 2.97 | +2.52 |
| Martin ratioReturn relative to average drawdown | 18.01 | 9.29 | +8.72 |
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Drawdowns
WWSIX vs. LSSCX - Drawdown Comparison
The maximum WWSIX drawdown since its inception was -59.71%, which is greater than LSSCX's maximum drawdown of -54.28%. Use the drawdown chart below to compare losses from any high point for WWSIX and LSSCX.
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Drawdown Indicators
| WWSIX | LSSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -54.28% | -5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -9.89% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -26.17% | -25.10% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -25.10% | -1.07% |
Max Drawdown (10Y)Largest decline over 10 years | -45.11% | -44.65% | -0.46% |
Current DrawdownCurrent decline from peak | -6.20% | -1.43% | -4.77% |
Average DrawdownAverage peak-to-trough decline | -8.91% | -7.55% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.97% | +0.13% |
Volatility
WWSIX vs. LSSCX - Volatility Comparison
Keeley Small Cap Fund Class Institutional (WWSIX) has a higher volatility of 5.18% compared to Loomis Sayles Small Cap Value Fund (LSSCX) at 3.22%. This indicates that WWSIX's price experiences larger fluctuations and is considered to be riskier than LSSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WWSIX | LSSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 3.22% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 14.68% | 11.72% | +2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.02% | 17.17% | +2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 20.77% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.67% | 22.34% | +1.33% |
WWSIX vs. LSSCX - Expense Ratio Comparison
WWSIX has a 1.00% expense ratio, which is higher than LSSCX's 0.90% expense ratio.
Dividends
WWSIX vs. LSSCX - Dividend Comparison
WWSIX's dividend yield for the trailing twelve months is around 5.98%, less than LSSCX's 14.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSSCX Loomis Sayles Small Cap Value Fund | 14.51% | 17.50% | 10.71% | 20.30% | 12.74% | 19.01% | 8.04% | 8.65% | 17.43% | 12.58% | 8.27% | 11.35% |
WWSIX Keeley Small Cap Fund Class Institutional | 5.98% | 7.72% | 28.12% | 3.00% | 1.85% | 5.58% | 0.20% | 4.70% | 14.34% | 8.83% | 9.05% | 18.47% |
Frequently Asked Questions
WWSIX and LSSCX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WWSIX has higher volatility (5.18%) compared to LSSCX (3.22%). In terms of maximum drawdown, WWSIX dropped -59.71% vs LSSCX's -54.28%.
WWSIX currently has the higher Sharpe Ratio (2.80 vs 1.71), 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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