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GQEFX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQEFX vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Quality Fund Class IV (GQEFX) and State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

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GQEFX vs. SSSYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GQEFX
GMO Quality Fund Class IV
-7.00%19.64%17.54%28.95%-15.30%31.76%18.39%31.87%0.54%10.45%
SSSYX
State Street Equity 500 Index Fund Class K
-4.34%17.81%24.99%26.27%-18.16%28.51%18.31%31.38%-4.38%11.21%

Returns By Period

In the year-to-date period, GQEFX achieves a -7.00% return, which is significantly lower than SSSYX's -4.34% return.


GQEFX

1D
2.80%
1M
-6.44%
YTD
-7.00%
6M
-2.28%
1Y
12.46%
3Y*
15.77%
5Y*
11.70%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQEFX vs. SSSYX - Expense Ratio Comparison

GQEFX has a 0.47% expense ratio, which is higher than SSSYX's 0.02% expense ratio.


Return for Risk

GQEFX vs. SSSYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GQEFX
GQEFX Risk / Return Rank: 2626
Overall Rank
GQEFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GQEFX Sortino Ratio Rank: 2828
Sortino Ratio Rank
GQEFX Omega Ratio Rank: 2424
Omega Ratio Rank
GQEFX Calmar Ratio Rank: 2525
Calmar Ratio Rank
GQEFX Martin Ratio Rank: 3030
Martin Ratio Rank

SSSYX
SSSYX Risk / Return Rank: 5959
Overall Rank
SSSYX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5555
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GQEFX vs. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Quality Fund Class IV (GQEFX) 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.


GQEFXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.97

-0.22

Sortino ratio

Return per unit of downside risk

1.20

1.49

-0.29

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.01

1.52

-0.51

Martin ratio

Return relative to average drawdown

4.06

7.30

-3.24

GQEFX vs. SSSYX - Sharpe Ratio Comparison

The current GQEFX Sharpe Ratio is 0.75, which is comparable to the SSSYX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GQEFX and SSSYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GQEFXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.97

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.70

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.11

+0.70

Correlation

The correlation between GQEFX 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

GQEFX vs. SSSYX - Dividend Comparison

GQEFX's dividend yield for the trailing twelve months is around 11.99%, more than SSSYX's 1.51% yield.


TTM20252024202320222021202020192018201720162015
GQEFX
GMO Quality Fund Class IV
11.99%11.15%3.70%3.43%11.84%10.23%13.62%8.09%21.69%7.08%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

GQEFX vs. SSSYX - Drawdown Comparison

The maximum GQEFX drawdown since its inception was -30.42%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for GQEFX and SSSYX.


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Drawdown Indicators


GQEFXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-30.42%

-91.48%

+61.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-12.10%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.22%

-24.49%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-91.48%

Current Drawdown

Current decline from peak

-10.30%

-6.22%

-4.08%

Average Drawdown

Average peak-to-trough decline

-4.20%

-4.20%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.52%

+0.65%

Volatility

GQEFX vs. SSSYX - Volatility Comparison

GMO Quality Fund Class IV (GQEFX) has a higher volatility of 5.62% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that GQEFX'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


GQEFXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

5.34%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

9.53%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

18.29%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

16.89%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

124.43%

-106.59%