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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in State Street Target Retirement Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
State Street Target Retirement Fund (SSFNX) has returned -0.35% so far this year and 8.90% over the past 12 months. Over the last ten years, SSFNX has returned 5.41% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
State Street Target Retirement Fund
- 1D
- 0.18%
- 1M
- -3.35%
- YTD
- -0.35%
- 6M
- 1.07%
- 1Y
- 8.90%
- 3Y*
- 8.01%
- 5Y*
- 3.96%
- 10Y*
- 5.41%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 1, 2014, SSFNX's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, your investment would double in approximately 13.8 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +5.0%, while the worst month was Mar 2020 at -6.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SSFNX closed higher 48% of trading days. The best single day was Nov 11, 2022 with a return of +3.4%, while the worst single day was Mar 16, 2020 at -4.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.59% | 1.48% | -3.35% | -0.35% | |||||||||
| 2025 | 1.59% | 0.92% | -1.00% | 0.28% | 1.56% | 2.08% | 0.27% | 1.95% | 1.39% | 0.68% | 0.68% | 0.06% | 10.93% |
| 2024 | -0.09% | 0.85% | 1.51% | -2.22% | 2.37% | 0.93% | 2.11% | 1.71% | 1.59% | -1.91% | 1.86% | -1.71% | 7.05% |
| 2023 | 4.09% | -2.11% | 2.05% | 0.67% | -1.14% | 1.93% | 1.51% | -1.21% | -2.36% | -1.54% | 5.00% | 3.70% | 10.73% |
| 2022 | -2.75% | -1.11% | -0.43% | -4.00% | 0.27% | -4.34% | 4.34% | -2.99% | -5.78% | 2.18% | 4.26% | -2.02% | -12.21% |
| 2021 | -0.25% | 0.59% | 0.91% | 2.06% | 0.81% | 0.64% | 1.11% | 0.00% | -1.81% | 1.92% | -0.94% | 1.70% | 6.87% |
Benchmark Metrics
State Street Target Retirement Fund has an annualized alpha of 1.24%, beta of 0.32, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 02, 2014.
- This fund participated in 43.59% of S&P 500 Index downside but only 36.93% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.32 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.24%
- Beta
- 0.32
- R²
- 0.78
- Upside Capture
- 36.93%
- Downside Capture
- 43.59%
Expense Ratio
SSFNX has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
SSFNX ranks 84 for risk / return — in the top 84% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Street Target Retirement Fund (SSFNX) and compare them to a chosen benchmark (S&P 500 Index).
| SSFNX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.90 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.39 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.40 | +0.53 |
Martin ratioReturn relative to average drawdown | 9.29 | 6.61 | +2.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SSFNX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
State Street Target Retirement Fund provided a 4.88% dividend yield over the last twelve months, with an annual payout of $0.55 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.55 | $0.55 | $0.62 | $0.56 | $0.51 | $0.80 | $0.19 | $0.37 | $0.44 | $0.29 | $0.19 | $0.20 |
Dividend yield | 4.88% | 4.86% | 5.78% | 5.26% | 5.12% | 6.69% | 1.61% | 3.35% | 4.40% | 2.72% | 1.84% | 2.05% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street Target Retirement Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.62 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.56 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.51 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.80 | $0.80 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the State Street Target Retirement Fund. 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 Target Retirement Fund was 16.62%, occurring on Oct 14, 2022. Recovery took 417 trading sessions.
The current State Street Target Retirement Fund drawdown is 3.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.62% | Nov 10, 2021 | 234 | Oct 14, 2022 | 417 | Jun 13, 2024 | 651 |
| -14.56% | Feb 21, 2020 | 22 | Mar 23, 2020 | 53 | Jun 8, 2020 | 75 |
| -6.92% | Apr 28, 2015 | 201 | Feb 11, 2016 | 80 | Jun 7, 2016 | 281 |
| -6.12% | Aug 30, 2018 | 80 | Dec 24, 2018 | 36 | Feb 15, 2019 | 116 |
| -5.21% | Mar 3, 2025 | 27 | Apr 8, 2025 | 23 | May 12, 2025 | 50 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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