EVTMX vs. SSSYX
Compare and contrast key facts about Eaton Vance Dividend Builder Fund (EVTMX) and State Street Equity 500 Index Fund Class K (SSSYX).
EVTMX is managed by Eaton Vance. It was launched on Dec 18, 1981. 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
EVTMX vs. SSSYX - Performance Comparison
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EVTMX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVTMX Eaton Vance Dividend Builder Fund | -1.15% | 8.33% | 14.27% | 11.16% | -9.94% | 24.40% | 12.33% | 36.21% | -5.39% | 18.90% |
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, EVTMX achieves a -1.15% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, EVTMX has underperformed SSSYX with an annualized return of 10.83%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
EVTMX
- 1D
- -0.19%
- 1M
- -6.95%
- YTD
- -1.15%
- 6M
- -3.17%
- 1Y
- 7.11%
- 3Y*
- 10.71%
- 5Y*
- 7.71%
- 10Y*
- 10.83%
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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EVTMX vs. SSSYX - Expense Ratio Comparison
EVTMX has a 0.99% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
EVTMX vs. SSSYX — Risk / Return Rank
EVTMX
SSSYX
EVTMX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Dividend Builder Fund (EVTMX) 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.
| EVTMX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.84 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.30 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.06 | -0.45 |
Martin ratioReturn relative to average drawdown | 2.61 | 5.13 | -2.52 |
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
| EVTMX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.84 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.68 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.11 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.11 | +0.57 |
Correlation
The correlation between EVTMX and SSSYX is 0.93, 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
EVTMX vs. SSSYX - Dividend Comparison
EVTMX's dividend yield for the trailing twelve months is around 9.38%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVTMX Eaton Vance Dividend Builder Fund | 9.38% | 9.07% | 7.40% | 3.25% | 29.74% | 6.44% | 2.62% | 8.36% | 10.71% | 9.99% | 5.81% | 11.41% |
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
EVTMX vs. SSSYX - Drawdown Comparison
The maximum EVTMX drawdown since its inception was -53.74%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for EVTMX and SSSYX.
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Drawdown Indicators
| EVTMX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.74% | -91.48% | +37.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -12.10% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -24.49% | +4.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | -91.48% | +56.55% |
Current DrawdownCurrent decline from peak | -6.95% | -8.88% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -4.20% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.49% | +0.05% |
Volatility
EVTMX vs. SSSYX - Volatility Comparison
The current volatility for Eaton Vance Dividend Builder Fund (EVTMX) is 3.63%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that EVTMX 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
| EVTMX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 4.24% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 9.08% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 18.10% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 16.85% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 124.43% | -108.05% |