GSRAX vs. SSSYX
Compare and contrast key facts about Goldman Sachs Rising Dividend Growth Fund (GSRAX) and State Street Equity 500 Index Fund Class K (SSSYX).
GSRAX is managed by Goldman Sachs. It was launched on Mar 23, 2004. 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
GSRAX vs. SSSYX - Performance Comparison
Loading graphics...
GSRAX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSRAX Goldman Sachs Rising Dividend Growth Fund | -1.37% | 6.66% | 26.07% | 17.49% | -7.78% | 31.47% | 8.75% | 25.63% | -6.65% | 17.59% |
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, GSRAX achieves a -1.37% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, GSRAX has underperformed SSSYX with an annualized return of 11.53%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
GSRAX
- 1D
- -0.43%
- 1M
- -7.23%
- YTD
- -1.37%
- 6M
- -1.84%
- 1Y
- 6.92%
- 3Y*
- 14.48%
- 5Y*
- 11.29%
- 10Y*
- 11.53%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GSRAX vs. SSSYX - Expense Ratio Comparison
GSRAX has a 1.03% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
GSRAX vs. SSSYX — Risk / Return Rank
GSRAX
SSSYX
GSRAX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Rising Dividend Growth Fund (GSRAX) 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.
| GSRAX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.84 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.30 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 1.06 | -0.65 |
Martin ratioReturn relative to average drawdown | 1.84 | 5.13 | -3.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GSRAX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.84 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.68 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.11 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.11 | +0.36 |
Correlation
The correlation between GSRAX and SSSYX is 0.89, 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
GSRAX vs. SSSYX - Dividend Comparison
GSRAX's dividend yield for the trailing twelve months is around 12.83%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSRAX Goldman Sachs Rising Dividend Growth Fund | 12.83% | 12.17% | 25.88% | 9.60% | 14.01% | 11.55% | 4.39% | 11.85% | 97.89% | 21.56% | 3.16% | 0.92% |
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
GSRAX vs. SSSYX - Drawdown Comparison
The maximum GSRAX drawdown since its inception was -44.40%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for GSRAX and SSSYX.
Loading graphics...
Drawdown Indicators
| GSRAX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.40% | -91.48% | +47.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -12.10% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -24.49% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -38.97% | -91.48% | +52.51% |
Current DrawdownCurrent decline from peak | -9.35% | -8.88% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -4.20% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.49% | +0.38% |
Volatility
GSRAX vs. SSSYX - Volatility Comparison
The current volatility for Goldman Sachs Rising Dividend Growth Fund (GSRAX) is 3.97%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that GSRAX 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.
Loading graphics...
Volatility by Period
| GSRAX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.24% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.75% | 9.08% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 18.10% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.22% | 16.85% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.85% | 124.43% | -104.58% |