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State Street Equity 500 Index II Portfolio (SSEYX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US85749T7569

Inception Date

Aug 11, 2014

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SSEYX has an expense ratio of 0.02%, which is considered low.


Expense ratio chart for SSEYX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SSEYX: 0.02%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in State Street Equity 500 Index II Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
195.13%
184.00%
SSEYX (State Street Equity 500 Index II Portfolio)
Benchmark (^GSPC)

Returns By Period

State Street Equity 500 Index II Portfolio had a return of -5.63% year-to-date (YTD) and 9.35% in the last 12 months. Over the past 10 years, State Street Equity 500 Index II Portfolio had an annualized return of 10.50%, while the S&P 500 benchmark had an annualized return of 10.15%, indicating that State Street Equity 500 Index II Portfolio performed slightly bigger than the benchmark.


SSEYX

YTD

-5.63%

1M

-0.85%

6M

-4.88%

1Y

9.35%

5Y*

14.20%

10Y*

10.50%

^GSPC (Benchmark)

YTD

-6.00%

1M

-0.94%

6M

-5.06%

1Y

8.41%

5Y*

13.52%

10Y*

10.15%

*Annualized

Monthly Returns

The table below presents the monthly returns of SSEYX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.79%-1.31%-5.65%-1.41%-5.63%
20241.68%5.34%3.22%-4.08%4.95%3.58%1.22%2.43%2.12%-0.91%5.86%-2.82%24.43%
20236.28%-2.44%3.66%1.56%0.44%6.61%3.21%-1.58%-4.76%-2.10%9.13%4.53%26.29%
2022-5.18%-2.99%3.72%-8.72%0.17%-8.27%9.20%-4.07%-9.20%8.09%5.58%-6.26%-18.58%
2021-1.02%2.73%4.39%5.30%0.70%2.32%2.37%3.02%-4.65%7.00%-0.70%3.09%26.84%
2020-0.00%-8.21%-12.40%12.82%4.74%1.98%5.64%7.17%-3.80%-2.66%10.90%1.67%15.82%
20197.99%3.23%1.98%4.04%-6.32%6.98%1.43%-1.55%1.87%2.11%3.66%2.36%30.62%
20185.74%-3.62%-2.55%0.31%2.46%0.60%3.65%3.31%0.56%-6.85%2.08%-12.50%-8.01%
20171.86%3.99%0.08%1.00%1.40%0.57%2.10%0.24%2.13%2.32%3.03%-2.07%17.82%
2016-4.94%-0.10%6.73%0.57%1.81%0.28%3.63%0.18%0.00%-1.88%3.75%1.30%11.41%
2015-3.03%5.77%-1.57%0.94%1.30%-1.93%2.06%-6.06%-2.54%8.52%0.28%-3.17%-0.32%
20143.08%-1.45%2.45%2.68%-0.97%5.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SSEYX is 61, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SSEYX is 6161
Overall Rank
The Sharpe Ratio Rank of SSEYX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SSEYX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SSEYX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SSEYX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SSEYX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for State Street Equity 500 Index II Portfolio (SSEYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for SSEYX, currently valued at 0.51, compared to the broader market-1.000.001.002.003.00
SSEYX: 0.51
^GSPC: 0.46
The chart of Sortino ratio for SSEYX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
SSEYX: 0.85
^GSPC: 0.78
The chart of Omega ratio for SSEYX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
SSEYX: 1.12
^GSPC: 1.11
The chart of Calmar ratio for SSEYX, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.00
SSEYX: 0.53
^GSPC: 0.48
The chart of Martin ratio for SSEYX, currently valued at 2.16, compared to the broader market0.0010.0020.0030.0040.0050.00
SSEYX: 2.16
^GSPC: 1.94

The current State Street Equity 500 Index II Portfolio Sharpe ratio is 0.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of State Street Equity 500 Index II Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.51
0.46
SSEYX (State Street Equity 500 Index II Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

State Street Equity 500 Index II Portfolio provided a 1.55% dividend yield over the last twelve months, with an annual payout of $7.77 per share. The fund has been increasing its distributions for 2 consecutive years.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%2.20%$0.00$2.00$4.00$6.00$8.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$7.77$7.77$6.31$3.73$5.07$5.28$5.28$5.18$5.48$3.60$3.98$1.70

Dividend yield

1.55%1.46%1.46%1.07%1.17%1.53%1.75%2.20%2.10%1.59%1.93%0.81%

Monthly Dividends

The table displays the monthly dividend distributions for State Street Equity 500 Index II Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.77$7.77
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.31$6.31
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.73$3.73
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.07$5.07
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.28$5.28
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.28$5.28
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.18$5.18
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.48$5.48
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.60$3.60
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.98$3.98
2014$1.70$1.70

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.81%
-10.02%
SSEYX (State Street Equity 500 Index II Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the State Street Equity 500 Index II Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the State Street Equity 500 Index II Portfolio was 33.75%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current State Street Equity 500 Index II Portfolio drawdown is 9.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.75%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.52%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-22.38%Sep 21, 201865Dec 24, 2018136Jul 11, 2019201
-18.74%Feb 20, 202534Apr 8, 2025
-14.37%Jul 21, 2015143Feb 11, 201681Jun 8, 2016224

Volatility

Volatility Chart

The current State Street Equity 500 Index II Portfolio volatility is 14.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.19%
14.23%
SSEYX (State Street Equity 500 Index II Portfolio)
Benchmark (^GSPC)