BTIIX vs. SSSYX
Compare and contrast key facts about DWS Equity 500 Index Fund (BTIIX) and State Street Equity 500 Index Fund Class K (SSSYX).
BTIIX is managed by DWS. It was launched on Dec 31, 1992. 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
BTIIX vs. SSSYX - Performance Comparison
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BTIIX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTIIX DWS Equity 500 Index Fund | -7.10% | 17.56% | 24.83% | 26.04% | -18.51% | 28.71% | 18.37% | 45.09% | -4.99% | 21.61% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
The year-to-date returns for both investments are quite close, with BTIIX having a -7.10% return and SSSYX slightly higher at -7.05%. Over the past 10 years, BTIIX has outperformed SSSYX with an annualized return of 14.59%, while SSSYX has yielded a comparatively lower 13.69% annualized return.
BTIIX
- 1D
- -0.39%
- 1M
- -7.70%
- YTD
- -7.10%
- 6M
- -4.70%
- 1Y
- 14.16%
- 3Y*
- 16.94%
- 5Y*
- 11.17%
- 10Y*
- 14.59%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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BTIIX vs. SSSYX - Expense Ratio Comparison
BTIIX has a 0.20% expense ratio, which is higher than SSSYX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BTIIX vs. SSSYX — Risk / Return Rank
BTIIX
SSSYX
BTIIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) 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.
| BTIIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.84 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.30 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.06 | -0.08 |
Martin ratioReturn relative to average drawdown | 4.75 | 5.13 | -0.38 |
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
| BTIIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.84 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.68 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.11 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.11 | +0.39 |
Correlation
The correlation between BTIIX and SSSYX is 0.99, 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
BTIIX vs. SSSYX - Dividend Comparison
BTIIX's dividend yield for the trailing twelve months is around 14.17%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTIIX DWS Equity 500 Index Fund | 14.17% | 13.18% | 20.02% | 26.57% | 14.49% | 15.07% | 20.31% | 23.22% | 22.74% | 15.17% | 11.11% | 8.32% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
BTIIX vs. SSSYX - Drawdown Comparison
The maximum BTIIX drawdown since its inception was -55.24%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for BTIIX and SSSYX.
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Drawdown Indicators
| BTIIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -91.48% | +36.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -12.10% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -24.49% | -0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -91.48% | +57.65% |
Current DrawdownCurrent decline from peak | -8.93% | -8.88% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -4.20% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.49% | +0.07% |
Volatility
BTIIX vs. SSSYX - Volatility Comparison
The current volatility for DWS Equity 500 Index Fund (BTIIX) is 4.01%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that BTIIX 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
| BTIIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.24% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 9.08% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 18.10% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 16.85% | +5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 124.43% | -103.26% |