GSSQX vs. SSSYX
Compare and contrast key facts about Goldman Sachs U.S. Equity Insights Fund (GSSQX) and State Street Equity 500 Index Fund Class K (SSSYX).
GSSQX is managed by Goldman Sachs. It was launched on May 24, 1991. 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
GSSQX vs. SSSYX - Performance Comparison
Loading graphics...
GSSQX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSSQX Goldman Sachs U.S. Equity Insights Fund | -8.83% | 15.15% | 51.06% | 23.14% | -19.63% | 28.81% | 17.81% | 25.41% | -6.81% | 23.45% |
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, GSSQX achieves a -8.83% return, which is significantly lower than SSSYX's -7.05% return. Both investments have delivered pretty close results over the past 10 years, with GSSQX having a 14.29% annualized return and SSSYX not far behind at 13.69%.
GSSQX
- 1D
- -0.54%
- 1M
- -7.63%
- YTD
- -8.83%
- 6M
- -6.08%
- 1Y
- 12.79%
- 3Y*
- 22.46%
- 5Y*
- 13.61%
- 10Y*
- 14.29%
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.
GSSQX vs. SSSYX - Expense Ratio Comparison
GSSQX has a 0.92% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
GSSQX vs. SSSYX — Risk / Return Rank
GSSQX
SSSYX
GSSQX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Equity Insights Fund (GSSQX) 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.
| GSSQX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.84 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.30 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.06 | -0.25 |
Martin ratioReturn relative to average drawdown | 3.50 | 5.13 | -1.63 |
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
| GSSQX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.84 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.68 | -0.11 |
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 | 0.52 | 0.11 | +0.41 |
Correlation
The correlation between GSSQX and SSSYX is 0.97, 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
GSSQX vs. SSSYX - Dividend Comparison
GSSQX's dividend yield for the trailing twelve months is around 13.77%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSSQX Goldman Sachs U.S. Equity Insights Fund | 13.77% | 12.56% | 31.49% | 2.52% | 0.73% | 26.89% | 4.31% | 1.37% | 4.35% | 10.37% | 4.05% | 4.01% |
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
GSSQX vs. SSSYX - Drawdown Comparison
The maximum GSSQX drawdown since its inception was -55.61%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for GSSQX and SSSYX.
Loading graphics...
Drawdown Indicators
| GSSQX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.61% | -91.48% | +35.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -12.10% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -30.23% | -24.49% | -5.74% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | -91.48% | +57.01% |
Current DrawdownCurrent decline from peak | -11.27% | -8.88% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -4.20% | -5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.49% | +0.47% |
Volatility
GSSQX vs. SSSYX - Volatility Comparison
Goldman Sachs U.S. Equity Insights Fund (GSSQX) has a higher volatility of 4.46% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that GSSQX'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.
Loading graphics...
Volatility by Period
| GSSQX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 4.24% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 9.08% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.62% | 18.10% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.98% | 16.85% | +7.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.83% | 124.43% | -102.60% |