- ISIN
- US7849248882
- CUSIP
- 784924888
- Issuer
- State Street
- Inception Date
- Dec 30, 1992
- Category
- Large Cap Blend Equities
- Min. Investment
- $10,000
- Index Tracked
- S&P 500 Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SVSPX Performance Chart
State Street S&P 500 Index Fund Class N (SVSPX) is up 10.1% since the beginning of the year. SVSPX is currently trading at $307 per share. Investors who bought $1,000 worth of SVSPX shares 5 years ago would now be looking at an investment worth $1,924.
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Returns By Period
State Street S&P 500 Index Fund Class N (SVSPX) has returned 10.11% so far this year and 26.91% over the past 12 months. Looking at the last ten years, SVSPX has achieved an annualized return of 15.43%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
State Street S&P 500 Index Fund Class N
- 1D
- 1.09%
- 1M
- 0.84%
- YTD
- 10.11%
- 6M
- 9.61%
- 1Y
- 26.91%
- 3Y*
- 20.95%
- 5Y*
- 13.98%
- 10Y*
- 15.43%
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%
SVSPX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 1993, SVSPX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SVSPX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, 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 | 1.87% | -0.77% | -5.41% | 10.47% | 5.25% | -0.96% | 10.11% | ||||||
| 2025 | 4.13% | -5.49% | -2.78% | -0.72% | 6.30% | 5.07% | 2.24% | 2.67% | 2.98% | 2.05% | -0.03% | 0.71% | 17.83% |
| 2024 | 1.66% | 5.32% | 3.21% | -4.10% | 4.95% | 3.58% | 1.20% | 2.41% | 2.12% | -0.93% | 5.86% | -2.20% | 25.07% |
| 2023 | 6.28% | -2.45% | 3.66% | 1.55% | 0.43% | 6.60% | 3.21% | -1.60% | -4.79% | -2.13% | 9.12% | 4.60% | 26.21% |
| 2022 | -5.19% | -3.00% | 3.70% | -8.75% | 0.18% | -8.25% | 9.22% | -4.11% | -9.23% | 8.08% | 5.58% | -5.86% | -18.31% |
| 2021 | -1.03% | 2.76% | 4.39% | 5.33% | 0.68% | 2.32% | 2.36% | 3.03% | -4.66% | 7.00% | -0.72% | 4.34% | 28.38% |
Benchmark Metrics
State Street S&P 500 Index Fund Class N has an annualized alpha of 1.72%, beta of 0.99, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since January 04, 1993.
- This fund captured 105.43% of S&P 500 Index gains but only 97.35% of its losses - a favorable profile for investors.
- With beta of 0.99 and R2 of 0.98, 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
- 1.72%
- Beta
- 0.99
- R²
- 0.98
- Upside Capture
- 105.43%
- Downside Capture
- 97.35%
Expense Ratio
SVSPX has an expense ratio of 0.16%, which is considered low.
Return for Risk
Risk / Return Rank
SVSPX ranks 83 for risk / return — in the top 83% 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 S&P 500 Index Fund Class N (SVSPX) 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.
| SVSPX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.37 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.78 | +1.01 |
| Martin ratioReturn relative to average drawdown | 17.28 | 12.44 | +4.85 |
Dividends
Dividend History
State Street S&P 500 Index Fund Class N provided a 7.53% dividend yield over the last twelve months, with an annual payout of $23.13 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $23.13 | $23.15 | $24.17 | $27.90 | $21.20 | $31.69 | $37.97 | $14.99 | $25.29 | $11.20 | $16.89 | $7.72 |
Dividend yield | 7.53% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street S&P 500 Index Fund Class N. 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 | $0.71 | $0.00 | $0.00 | $0.00 | $0.71 | ||||||
| 2025 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.76 | $0.00 | $0.00 | $20.89 | $23.15 |
| 2024 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $21.83 | $24.17 |
| 2023 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $25.43 | $27.90 |
| 2022 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.87 | $0.00 | $0.00 | $0.89 | $0.00 | $0.00 | $18.69 | $21.20 |
| 2021 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.82 | $0.00 | $0.00 | $0.84 | $0.00 | $0.00 | $29.24 | $31.69 |
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 S&P 500 Index Fund Class N. 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 S&P 500 Index Fund Class N was 55.76%, occurring on Mar 9, 2009. Recovery took 884 trading sessions.
The current State Street S&P 500 Index Fund Class N drawdown is 1.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -55.76%Mar 2009 | 1y 5mo | 3y 6mo | 4y 11moOct 2007 - Sep 2012 |
Dot-com crash2000–2002 | -47.59%Oct 2002 | 2y 1mo | 4y 18d | 6y 1moSep 2000 - Oct 2006 |
COVID crash2020 | -33.69%Mar 2020 | 1mo 2d | 4mo 17d | 5mo 19dFeb 2020 - Aug 2020 |
Bear market2022 | -24.59%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.59%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
Drawdown Indicators
| SVSPX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.76% | -56.78% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -9.10% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -18.90% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -25.43% | +0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -33.92% | +0.23% |
Current DrawdownCurrent decline from peak | -1.36% | -1.80% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -10.71% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.03% | -0.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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