CFIMX vs. SSSYX
Compare and contrast key facts about Clipper Fund (CFIMX) and State Street Equity 500 Index Fund Class K (SSSYX).
CFIMX is managed by Clipper Fund. It was launched on Feb 29, 1984. 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
CFIMX vs. SSSYX - Performance Comparison
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CFIMX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFIMX Clipper Fund | -3.84% | 27.39% | 19.40% | 31.59% | -18.80% | 17.76% | 9.96% | 29.66% | -12.90% | 17.69% |
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
In the year-to-date period, CFIMX achieves a -3.84% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, CFIMX has underperformed SSSYX with an annualized return of 12.37%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
CFIMX
- 1D
- 0.26%
- 1M
- -6.54%
- YTD
- -3.84%
- 6M
- 4.67%
- 1Y
- 20.84%
- 3Y*
- 22.64%
- 5Y*
- 10.50%
- 10Y*
- 12.37%
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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CFIMX vs. SSSYX - Expense Ratio Comparison
CFIMX has a 0.71% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
CFIMX vs. SSSYX — Risk / Return Rank
CFIMX
SSSYX
CFIMX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Clipper Fund (CFIMX) 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.
| CFIMX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.84 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.30 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.06 | +0.49 |
Martin ratioReturn relative to average drawdown | 6.69 | 5.13 | +1.56 |
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
| CFIMX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.84 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.68 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.11 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.11 | +0.50 |
Correlation
The correlation between CFIMX and SSSYX is 0.86, 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
CFIMX vs. SSSYX - Dividend Comparison
CFIMX's dividend yield for the trailing twelve months is around 8.64%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFIMX Clipper Fund | 8.64% | 8.31% | 13.43% | 6.10% | 5.67% | 13.79% | 2.45% | 1.46% | 10.12% | 5.95% | 10.43% | 0.71% |
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
CFIMX vs. SSSYX - Drawdown Comparison
The maximum CFIMX drawdown since its inception was -66.07%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for CFIMX and SSSYX.
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Drawdown Indicators
| CFIMX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.07% | -91.48% | +25.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -12.10% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -30.80% | -24.49% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -91.48% | +54.24% |
Current DrawdownCurrent decline from peak | -8.01% | -8.88% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -4.20% | -3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.49% | +0.23% |
Volatility
CFIMX vs. SSSYX - Volatility Comparison
The current volatility for Clipper Fund (CFIMX) is 4.01%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that CFIMX 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
| CFIMX | 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 | 9.64% | 9.08% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 18.10% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 16.85% | +2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.63% | 124.43% | -104.80% |