- ISIN
- US85749T1034
- Issuer
- State Street
- Inception Date
- Apr 18, 2001
- Category
- Large Cap Blend Equities
- Min. Investment
- $25,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
STFAX Performance Chart
State Street Equity 500 Index Fund (STFAX) is up 10.1% since the beginning of the year. STFAX is currently trading at $561 per share. Investors who bought $1,000 worth of STFAX shares 5 years ago would now be looking at an investment worth $1,916.
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Returns By Period
State Street Equity 500 Index Fund (STFAX) has returned 10.10% so far this year and 26.95% over the past 12 months. Looking at the last ten years, STFAX has achieved an annualized return of 15.35%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
State Street Equity 500 Index Fund
- 1D
- 1.08%
- 1M
- 0.46%
- YTD
- 10.10%
- 6M
- 9.59%
- 1Y
- 26.95%
- 3Y*
- 20.77%
- 5Y*
- 13.89%
- 10Y*
- 15.35%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
STFAX Monthly Returns History
Based on dividend-adjusted daily data since Apr 19, 2001, STFAX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.5%. 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 Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.43% | -0.77% | -4.99% | 10.47% | 5.24% | -0.97% | 10.10% | ||||||
| 2025 | 2.78% | -1.32% | -5.67% | -0.70% | 6.27% | 5.07% | 2.22% | 2.01% | 3.64% | 2.32% | 0.22% | 0.05% | 17.63% |
| 2024 | 1.66% | 5.33% | 3.20% | -4.09% | 4.94% | 3.57% | 1.21% | 2.42% | 2.11% | -0.92% | 5.85% | -2.40% | 24.80% |
| 2023 | 6.27% | -2.46% | 3.64% | 1.55% | 0.43% | 6.59% | 3.19% | -1.59% | -4.77% | -2.11% | 9.11% | 4.52% | 26.09% |
| 2022 | -5.19% | -3.01% | 3.70% | -8.74% | 0.20% | -8.28% | 9.19% | -4.08% | -9.21% | 8.07% | 5.57% | -5.82% | -18.28% |
| 2021 | -1.05% | 2.67% | 4.37% | 5.31% | 0.69% | 2.31% | 2.35% | 3.03% | -4.66% | 6.98% | -0.70% | 4.43% | 28.31% |
Benchmark Metrics
State Street Equity 500 Index Fund has an annualized alpha of 0.74%, beta of 1.00, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since April 19, 2001.
- With beta of 1.00 and R2 of 0.99, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.74%
- Beta
- 1.00
- R²
- 0.99
- Upside Capture
- 101.37%
- Downside Capture
- 97.90%
Expense Ratio
STFAX has an expense ratio of 0.17%, which is considered low.
Return for Risk
Risk / Return Rank
STFAX ranks 65 for risk / return — better than 65% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Street Equity 500 Index Fund (STFAX) 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.
| STFAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.78 | +0.23 |
| Martin ratioReturn relative to average drawdown | 13.59 | 12.44 | +1.15 |
Dividends
Dividend History
State Street Equity 500 Index Fund provided a 1.17% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $6.57 | $6.57 | $6.46 | $5.81 | $5.76 | $9.35 | $4.91 | $10.58 | $9.86 | $12.50 | $3.61 | $2.90 |
Dividend yield | 1.17% | 1.29% | 1.47% | 1.63% | 2.01% | 2.61% | 1.71% | 4.28% | 5.02% | 5.78% | 1.92% | 1.69% |
Monthly Dividends
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.
| 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.57 | $6.57 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.46 | $6.46 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.81 | $5.81 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.76 | $5.76 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.35 | $9.35 |
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. 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 57.29%, occurring on Mar 9, 2009. Recovery took 1029 trading sessions.
The current State Street Equity 500 Index Fund drawdown is 1.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -57.29%Mar 2009 | 1y 5mo | 4y 1mo | 5y 6moOct 2007 - Apr 2013 |
Dot-com crash2000–2002 | -40.34%Oct 2002 | 1y 4mo | 3y 6mo | 4y 11moMay 2001 - May 2006 |
COVID crash2020 | -33.76%Mar 2020 | 1mo 2d | 4mo 20d | 5mo 22dFeb 2020 - Aug 2020 |
Bear market2022 | -24.57%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.38%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
Drawdown Indicators
| STFAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.29% | -56.78% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -9.10% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -18.90% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -25.43% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -33.92% | +0.16% |
Current DrawdownCurrent decline from peak | -1.36% | -1.80% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -10.71% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.03% | -0.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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