State Street Equity 500 Index Fund (STFAX)

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

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

State Street Equity 500 Index Fund (STFAX) has returned -7.09% so far this year and 14.23% over the past 12 months. Over the last ten years, STFAX has returned -9.83% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Apr 19, 2001, STFAX's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, your investment would double in approximately 16.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +10.9%, while the worst month was Apr 2020 at -88.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, STFAX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +12.1%, while the worst single day was Apr 17, 2020 at -89.7%.

State Street Equity 500 Index Fund has an annualized alpha of -2.67%, beta of 0.97, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since April 20, 2001.

• This fund participated in 97.94% of S&P 500 Index downside but only 57.49% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.50 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.

STFAX has an expense ratio of 0.17%, which is considered low.

STFAX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for State Street Equity 500 Index Fund (STFAX) and compare them to a chosen benchmark (S&P 500 Index).

State Street Equity 500 Index Fund provided a 1.39% dividend yield over the last twelve months, with an annual payout of $6.57 per share. The fund has been increasing its distributions for 3 consecutive years.

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

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.

The table below displays the maximum drawdowns of the State Street Equity 500 Index 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 Equity 500 Index Fund was 91.92%, occurring on Apr 21, 2020. The portfolio has not yet recovered.

The current State Street Equity 500 Index Fund drawdown is 79.72%.

The chart below shows the rolling one-month volatility.