AQEAX vs. SSSYX
Compare and contrast key facts about Columbia Disciplined Core Fund (AQEAX) and State Street Equity 500 Index Fund Class K (SSSYX).
AQEAX is managed by Columbia. It was launched on Apr 24, 2003. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
AQEAX vs. SSSYX - Performance Comparison
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AQEAX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AQEAX Columbia Disciplined Core Fund | -4.97% | 14.25% | 25.67% | 24.11% | -19.03% | 32.22% | 13.79% | 36.92% | -3.97% | 22.22% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, AQEAX achieves a -4.97% return, which is significantly lower than SSSYX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with AQEAX having a 13.53% annualized return and SSSYX not far ahead at 14.02%.
AQEAX
- 1D
- 2.87%
- 1M
- -4.47%
- YTD
- -4.97%
- 6M
- -2.44%
- 1Y
- 15.23%
- 3Y*
- 16.13%
- 5Y*
- 10.43%
- 10Y*
- 13.53%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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AQEAX vs. SSSYX - Expense Ratio Comparison
AQEAX has a 0.97% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
AQEAX vs. SSSYX — Risk / Return Rank
AQEAX
SSSYX
AQEAX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Disciplined Core Fund (AQEAX) and State Street Equity 500 Index Fund Class K (SSSYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AQEAX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.97 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.49 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.52 | -0.21 |
Martin ratioReturn relative to average drawdown | 5.76 | 7.30 | -1.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AQEAX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.97 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.70 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.11 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.11 | +0.43 |
Correlation
The correlation between AQEAX and SSSYX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AQEAX vs. SSSYX - Dividend Comparison
AQEAX's dividend yield for the trailing twelve months is around 11.94%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQEAX Columbia Disciplined Core Fund | 11.94% | 11.34% | 11.89% | 3.91% | 7.58% | 17.49% | 4.96% | 19.02% | 8.62% | 4.62% | 1.28% | 1.28% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
AQEAX vs. SSSYX - Drawdown Comparison
The maximum AQEAX drawdown since its inception was -57.90%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for AQEAX and SSSYX.
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Drawdown Indicators
| AQEAX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.90% | -91.48% | +33.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -12.10% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -24.49% | -9.64% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | -91.48% | +57.26% |
Current DrawdownCurrent decline from peak | -6.40% | -6.22% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -4.20% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.52% | +0.33% |
Volatility
AQEAX vs. SSSYX - Volatility Comparison
Columbia Disciplined Core Fund (AQEAX) and State Street Equity 500 Index Fund Class K (SSSYX) have volatilities of 5.23% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AQEAX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 5.34% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 9.53% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 18.29% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.07% | 16.89% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 124.43% | -104.46% |