FWOMX vs. SSSYX
Compare and contrast key facts about Fidelity Women's Leadership Fund (FWOMX) and State Street Equity 500 Index Fund Class K (SSSYX).
FWOMX is managed by Fidelity. It was launched on May 1, 2019. 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
FWOMX vs. SSSYX - Performance Comparison
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FWOMX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FWOMX Fidelity Women's Leadership Fund | -4.30% | 16.20% | 13.70% | 21.12% | -19.82% | 19.42% | 25.30% | 11.06% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 14.02% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FWOMX having a -4.30% return and SSSYX slightly lower at -4.34%.
FWOMX
- 1D
- 3.46%
- 1M
- -5.84%
- YTD
- -4.30%
- 6M
- -2.41%
- 1Y
- 18.52%
- 3Y*
- 12.65%
- 5Y*
- 6.23%
- 10Y*
- —
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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FWOMX vs. SSSYX - Expense Ratio Comparison
FWOMX has a 0.90% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
FWOMX vs. SSSYX — Risk / Return Rank
FWOMX
SSSYX
FWOMX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Women's Leadership Fund (FWOMX) 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.
| FWOMX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.97 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.49 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.52 | -0.21 |
Martin ratioReturn relative to average drawdown | 5.73 | 7.30 | -1.57 |
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
| FWOMX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.97 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.70 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.11 | +0.42 |
Correlation
The correlation between FWOMX and SSSYX is 0.94, 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
FWOMX vs. SSSYX - Dividend Comparison
FWOMX's dividend yield for the trailing twelve months is around 3.34%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWOMX Fidelity Women's Leadership Fund | 3.34% | 3.19% | 1.89% | 0.57% | 0.62% | 2.65% | 0.21% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
FWOMX vs. SSSYX - Drawdown Comparison
The maximum FWOMX drawdown since its inception was -36.47%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for FWOMX and SSSYX.
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Drawdown Indicators
| FWOMX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.47% | -91.48% | +55.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -12.10% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -30.05% | -24.49% | -5.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -91.48% | — |
Current DrawdownCurrent decline from peak | -7.65% | -6.22% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -4.20% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.52% | +0.46% |
Volatility
FWOMX vs. SSSYX - Volatility Comparison
Fidelity Women's Leadership Fund (FWOMX) has a higher volatility of 6.21% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that FWOMX'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
| FWOMX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 5.34% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.70% | 9.53% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.94% | 18.29% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 16.89% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 124.43% | -103.73% |