BTEFX vs. SSSYX
Compare and contrast key facts about Boston Trust Equity Fund (BTEFX) and State Street Equity 500 Index Fund Class K (SSSYX).
BTEFX is managed by Boston Trust Walden. It was launched on Oct 1, 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
BTEFX vs. SSSYX - Performance Comparison
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BTEFX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | -3.64% | 8.85% | 13.70% | 17.29% | -14.15% | 29.74% | 14.66% | 31.87% | -2.55% | 18.76% |
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, BTEFX achieves a -3.64% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, BTEFX has underperformed SSSYX with an annualized return of 11.42%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
BTEFX
- 1D
- 2.12%
- 1M
- -5.02%
- YTD
- -3.64%
- 6M
- -2.50%
- 1Y
- 8.12%
- 3Y*
- 10.10%
- 5Y*
- 7.93%
- 10Y*
- 11.42%
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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BTEFX vs. SSSYX - Expense Ratio Comparison
BTEFX has a 0.85% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
BTEFX vs. SSSYX — Risk / Return Rank
BTEFX
SSSYX
BTEFX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Equity Fund (BTEFX) 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.
| BTEFX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.97 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.49 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.52 | -0.66 |
Martin ratioReturn relative to average drawdown | 3.74 | 7.30 | -3.56 |
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
| BTEFX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.97 | -0.43 |
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 | 0.67 | 0.11 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.11 | +0.41 |
Correlation
The correlation between BTEFX and SSSYX is 0.95, 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
BTEFX vs. SSSYX - Dividend Comparison
BTEFX's dividend yield for the trailing twelve months is around 7.60%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | 7.60% | 7.33% | 2.50% | 1.54% | 3.16% | 2.65% | 2.91% | 1.01% | 1.80% | 0.98% | 6.71% | 7.63% |
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
BTEFX vs. SSSYX - Drawdown Comparison
The maximum BTEFX drawdown since its inception was -47.71%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for BTEFX and SSSYX.
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Drawdown Indicators
| BTEFX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.71% | -91.48% | +43.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -12.10% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -24.49% | +1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -32.83% | -91.48% | +58.65% |
Current DrawdownCurrent decline from peak | -6.39% | -6.22% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -4.20% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.52% | -0.07% |
Volatility
BTEFX vs. SSSYX - Volatility Comparison
The current volatility for Boston Trust Equity Fund (BTEFX) is 3.94%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that BTEFX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTEFX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 5.34% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 9.53% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 18.29% | -2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 16.89% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 124.43% | -107.44% |