- ISIN
- US85749T8146
- Issuer
- State Street
- Inception Date
- Sep 17, 2014
- Region
- North America (U.S.)
- Category
- S&P 500, Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Min. Investment
- $0
- Index Tracked
- S&P 500 Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SSSYX Performance Chart
State Street Equity 500 Index Fund Class K (SSSYX) is up 9.3% since the beginning of the year. SSSYX is currently trading at $557 per share. Investors who bought $1,000 worth of SSSYX shares 5 years ago would now be looking at an investment worth $1,814.
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Returns By Period
State Street Equity 500 Index Fund Class K (SSSYX) has returned 9.34% so far this year and 20.60% over the past 12 months. Looking at the last ten years, SSSYX has achieved an annualized return of 44.70%, outperforming the S&P 500 Index benchmark, which averaged 13.26% per year.
State Street Equity 500 Index Fund Class K
- 1D
- 1.66%
- 1M
- -0.55%
- 6M
- 7.79%
- YTD
- 9.34%
- 1Y
- 20.60%
- 3Y*
- 19.01%
- 5Y*
- 12.65%
- 10Y*
- 44.70%
- ALL TIME*
- 37.64%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SSSYX Monthly Returns History
Based on dividend-adjusted daily data since Sep 18, 2014, SSSYX's average daily return is +0.21%, while the average monthly return is +8.24%. At this rate, an investment would double in approximately 0.7 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +1,028.4%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SSSYX closed higher 53% of trading days. The best single day was Apr 20, 2020 with a return of +363.7%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.44% | -0.76% | -4.98% | 10.49% | 5.26% | -0.96% | -0.76% | 9.34% | |||||
| 2025 | 2.79% | -1.31% | -5.65% | -0.69% | 6.28% | 5.08% | 2.24% | 2.02% | 3.65% | 2.34% | 0.23% | 0.06% | 17.81% |
| 2024 | 1.68% | 5.34% | 3.21% | -4.08% | 4.95% | 3.58% | 1.22% | 2.43% | 2.12% | -0.91% | 5.86% | -2.39% | 24.99% |
| 2023 | 6.28% | -2.44% | 3.66% | 1.56% | 0.45% | 6.60% | 3.20% | -1.58% | -4.76% | -2.10% | 9.12% | 4.53% | 26.27% |
| 2022 | -5.18% | -2.99% | 3.71% | -8.72% | 0.22% | -8.27% | 9.20% | -4.07% | -9.20% | 8.08% | 5.58% | -5.80% | -18.16% |
| 2021 | -1.03% | 2.69% | 4.39% | 5.32% | 0.70% | 2.32% | 2.37% | 3.04% | -4.65% | 7.00% | -0.69% | 4.45% | 28.51% |
Benchmark Metrics
State Street Equity 500 Index Fund Class K has an annualized alpha of 56.72%, beta of 0.72, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since September 18, 2014.
- This fund captured 211.96% of S&P 500 Index gains but only 97.93% of its losses - a favorable profile for investors.
- R2 of 0.01 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 56.72%
- Beta
- 0.72
- R²
- 0.01
- Upside Capture
- 211.96%
- Downside Capture
- 97.93%
Expense Ratio
SSSYX has an expense ratio of 0.02%, which is considered low.
Return for Risk
Risk / Return Rank
SSSYX ranks 52 for risk / return — above 52% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for State Street Equity 500 Index Fund Class K (SSSYX) and compare them to S&P 500 Index.
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.
| SSSYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.00 | +0.06 |
| Martin ratioReturn relative to average drawdown | 8.86 | 8.49 | +0.36 |
Dividends
Dividend History
State Street Equity 500 Index Fund Class K provided a 1.32% dividend yield over the last twelve months, with an annual payout of $7.35 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $7.35 | $7.35 | $7.14 | $6.36 | $6.21 | $9.90 | $5.35 | $1.10 | $1.02 | $1.28 | $0.39 | $0.32 |
Dividend yield | 1.32% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street Equity 500 Index Fund Class K. 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 | $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 | $7.35 | $7.35 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $7.14 | $7.14 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.36 | $6.36 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.21 | $6.21 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.90 | $9.90 |
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 Equity 500 Index Fund Class K. 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 Fund Class K was 33.77%, occurring on Mar 23, 2020. Recovery took 19 trading sessions.
The current State Street Equity 500 Index Fund Class K drawdown is 2.11%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-33.77%Mar 2020 | 1mo 2d | 28d | 2moFeb 2020 - Apr 2020 | COVID crash2020 |
-24.49%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-19.35%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-18.74%Apr 2025 | 1mo 17d | 2mo 19d | 4mo 6dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-13.01%Feb 2016 | 6mo 25d | 2mo 8d | 9mo 3dJul 2015 - Apr 2016 | — |
Drawdown Indicators
| SSSYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -56.78% | +23.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -9.10% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -18.90% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -25.43% | +0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -33.92% | +0.15% |
Current DrawdownCurrent decline from peak | -2.11% | -1.58% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -10.70% | +6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.14% | -0.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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