DFSIX vs. SSSYX
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and State Street Equity 500 Index Fund Class K (SSSYX).
DFSIX is managed by Dimensional. It was launched on Mar 12, 2008. 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
DFSIX vs. SSSYX - Performance Comparison
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DFSIX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | -8.15% | 15.92% | 23.19% | 25.70% | -17.85% | 27.38% | 21.25% | 32.52% | -6.72% | 20.80% |
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, DFSIX achieves a -8.15% return, which is significantly lower than SSSYX's -7.05% return. Both investments have delivered pretty close results over the past 10 years, with DFSIX having a 13.25% annualized return and SSSYX not far ahead at 13.69%.
DFSIX
- 1D
- -0.40%
- 1M
- -8.45%
- YTD
- -8.15%
- 6M
- -5.85%
- 1Y
- 12.48%
- 3Y*
- 15.73%
- 5Y*
- 9.81%
- 10Y*
- 13.25%
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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DFSIX vs. SSSYX - Expense Ratio Comparison
DFSIX has a 0.18% 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
DFSIX vs. SSSYX — Risk / Return Rank
DFSIX
SSSYX
DFSIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) 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.
| DFSIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.84 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.30 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.06 | -0.37 |
Martin ratioReturn relative to average drawdown | 2.99 | 5.13 | -2.14 |
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
| DFSIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.84 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.68 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.11 | +0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.11 | +0.43 |
Correlation
The correlation between DFSIX and SSSYX is 0.96, 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
DFSIX vs. SSSYX - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.97%, less than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.97% | 0.88% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 1.92% | 1.85% | 2.13% |
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
DFSIX vs. SSSYX - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for DFSIX and SSSYX.
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Drawdown Indicators
| DFSIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -91.48% | +37.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -12.10% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -24.49% | -0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -91.48% | +55.80% |
Current DrawdownCurrent decline from peak | -10.36% | -8.88% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -4.20% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.49% | +0.53% |
Volatility
DFSIX vs. SSSYX - Volatility Comparison
DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a higher volatility of 4.57% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that DFSIX's price experiences larger fluctuations and is considered to be riskier 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
| DFSIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.24% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 9.08% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 18.10% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 16.85% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 124.43% | -106.19% |