FCEUX vs. SSEYX
Compare and contrast key facts about Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) and State Street Equity 500 Index II Portfolio (SSEYX).
FCEUX is managed by Franklin Templeton. It was launched on Aug 1, 2019. SSEYX is managed by State Street. It was launched on Aug 11, 2014.
Performance
FCEUX vs. SSEYX - Performance Comparison
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FCEUX vs. SSEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FCEUX Franklin U.S. Core Equity (IU) Fund Advisor | -4.21% | 18.76% | 31.47% | 22.29% | -14.71% | 31.00% | 19.13% | 7.05% |
SSEYX State Street Equity 500 Index II Portfolio | -4.34% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 9.01% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FCEUX having a -4.21% return and SSEYX slightly lower at -4.34%.
FCEUX
- 1D
- 3.05%
- 1M
- -4.88%
- YTD
- -4.21%
- 6M
- -0.99%
- 1Y
- 18.86%
- 3Y*
- 19.67%
- 5Y*
- 13.49%
- 10Y*
- —
SSEYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.39%
- 1Y
- 17.01%
- 3Y*
- 18.20%
- 5Y*
- 11.70%
- 10Y*
- 13.99%
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FCEUX vs. SSEYX - Expense Ratio Comparison
FCEUX has a 0.00% expense ratio, which is lower than SSEYX's 0.02% expense ratio. Despite the difference, 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
FCEUX vs. SSEYX — Risk / Return Rank
FCEUX
SSEYX
FCEUX vs. SSEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) and State Street Equity 500 Index II Portfolio (SSEYX). 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.
| FCEUX | SSEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.96 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.47 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.50 | +0.17 |
Martin ratioReturn relative to average drawdown | 8.22 | 7.19 | +1.03 |
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
| FCEUX | SSEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.96 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.70 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.72 | +0.08 |
Correlation
The correlation between FCEUX and SSEYX is 0.98, 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
FCEUX vs. SSEYX - Dividend Comparison
FCEUX's dividend yield for the trailing twelve months is around 3.80%, more than SSEYX's 1.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCEUX Franklin U.S. Core Equity (IU) Fund Advisor | 3.80% | 3.64% | 8.90% | 1.45% | 8.08% | 8.52% | 2.20% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
SSEYX State Street Equity 500 Index II Portfolio | 1.45% | 1.38% | 1.93% | 1.46% | 1.57% | 2.48% | 3.63% | 2.36% | 5.91% | 5.37% | 2.29% | 3.47% |
Drawdowns
FCEUX vs. SSEYX - Drawdown Comparison
The maximum FCEUX drawdown since its inception was -33.57%, roughly equal to the maximum SSEYX drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for FCEUX and SSEYX.
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Drawdown Indicators
| FCEUX | SSEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -33.75% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -12.10% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -24.52% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.75% | — |
Current DrawdownCurrent decline from peak | -5.69% | -6.22% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -4.14% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.52% | -0.08% |
Volatility
FCEUX vs. SSEYX - Volatility Comparison
Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) and State Street Equity 500 Index II Portfolio (SSEYX) have volatilities of 5.46% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCEUX | SSEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.34% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 9.51% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.84% | 18.29% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 16.92% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 18.05% | +1.90% |