HAVGX vs. SSEYX

Last updated Jun 4, 2026

HAVGX (Haverford Quality Growth Stock Fund) and SSEYX (State Street Equity 500 Index II Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, HAVGX returned 11.49%/yr vs 15.57%/yr for SSEYX. Their correlation of 0.92 suggests significant overlap in exposure. HAVGX charges 0.80%/yr vs 0.02%/yr for SSEYX.

Performance

HAVGX vs. SSEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Haverford Quality Growth Stock Fund (HAVGX) and State Street Equity 500 Index II Portfolio (SSEYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HAVGX achieves a 1.86% return, which is significantly lower than SSEYX's 11.70% return. Over the past 10 years, HAVGX has underperformed SSEYX with an annualized return of 11.49%, while SSEYX has yielded a comparatively higher 15.57% annualized return.

HAVGX

• 1D: -0.23%
• 1M: 1.38%
• YTD: 1.86%
• 6M: 1.66%
• 1Y: 14.92%
• 3Y*: 12.32%
• 5Y*: 8.81%
• 10Y*: 11.49%

SSEYX

• 1D: 0.14%
• 1M: 5.79%
• YTD: 11.70%
• 6M: 11.46%
• 1Y: 28.63%
• 3Y*: 22.64%
• 5Y*: 14.19%
• 10Y*: 15.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HAVGX vs. SSEYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HAVGX Haverford Quality Growth Stock Fund	1.86%	13.22%	15.58%	9.26%	-7.97%	24.40%	15.35%	33.26%	-5.90%	18.46%
SSEYX State Street Equity 500 Index II Portfolio	11.70%	17.52%	25.01%	26.29%	-18.18%	28.58%	18.28%	31.42%	-4.54%	21.72%

Correlation

The correlation between HAVGX and SSEYX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014	0.92

The correlation between HAVGX and SSEYX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

Return for Risk

HAVGX vs. SSEYX — Risk / Return Rank

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

HAVGX

HAVGX Risk / Return Rank: 29
HAVGX Sharpe Ratio Rank: 31
HAVGX Sortino Ratio Rank: 32
HAVGX Omega Ratio Rank: 29
HAVGX Calmar Ratio Rank: 22
HAVGX Martin Ratio Rank: 33

SSEYX

SSEYX Risk / Return Rank: 72
SSEYX Sharpe Ratio Rank: 74
SSEYX Sortino Ratio Rank: 66
SSEYX Omega Ratio Rank: 66
SSEYX Calmar Ratio Rank: 73
SSEYX Martin Ratio Rank: 82

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.

HAVGX vs. SSEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Haverford Quality Growth Stock Fund (HAVGX) 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.

	HAVGX	SSEYX	Difference
Sharpe ratio: Return per unit of total volatility	1.59	2.49	-0.90
Sortino ratio: Return per unit of downside risk	2.33	3.39	-1.06
Omega ratio: Gain probability vs. loss probability	1.28	1.45	-0.17
Calmar ratio: Return relative to maximum drawdown	1.74	3.32	-1.58
Martin ratio: Return relative to average drawdown	7.37	15.52	-8.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAVGX vs. SSEYX - Sharpe Ratio Comparison

The current HAVGX Sharpe Ratio is 1.59, which is lower than the SSEYX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of HAVGX and SSEYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HAVGX	SSEYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	2.49	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.84	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.87	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.80	-0.34

Drawdowns

HAVGX vs. SSEYX - Drawdown Comparison

The maximum HAVGX drawdown since its inception was -50.37%, which is greater than SSEYX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for HAVGX and SSEYX.

Drawdown Indicators

	HAVGX	SSEYX	Difference
Max Drawdown Largest peak-to-trough decline	-50.37%	-33.75%	-16.62%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-8.88%	-0.02%
Max Drawdown (3Y) Largest decline over 3 years	-15.85%	-18.74%	+2.89%
Max Drawdown (5Y) Largest decline over 5 years	-21.65%	-24.52%	+2.87%
Max Drawdown (10Y) Largest decline over 10 years	-34.50%	-33.75%	-0.75%
Current Drawdown Current decline from peak	-1.03%	0.00%	-1.03%
Average Drawdown Average peak-to-trough decline	-6.47%	-4.09%	-2.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	1.90%	+0.19%

Volatility

HAVGX vs. SSEYX - Volatility Comparison

The current volatility for Haverford Quality Growth Stock Fund (HAVGX) is 1.96%, while State Street Equity 500 Index II Portfolio (SSEYX) has a volatility of 2.82%. This indicates that HAVGX experiences smaller price fluctuations and is considered to be less risky than SSEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HAVGX	SSEYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.96%	2.82%	-0.86%
Volatility (6M) Calculated over the trailing 6-month period	7.28%	8.95%	-1.67%
Volatility (1Y) Calculated over the trailing 1-year period	9.72%	11.84%	-2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.69%	16.91%	-2.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.02%	18.07%	-1.05%

HAVGX vs. SSEYX - Expense Ratio Comparison

HAVGX has a 0.80% expense ratio, which is higher than SSEYX's 0.02% expense ratio.

Dividends

HAVGX vs. SSEYX - Dividend Comparison

HAVGX's dividend yield for the trailing twelve months is around 8.11%, more than SSEYX's 1.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAVGX Haverford Quality Growth Stock Fund	8.11%	8.28%	8.54%	4.76%	10.14%	5.65%	0.84%	1.39%	6.38%	2.65%	1.18%	1.26%
SSEYX State Street Equity 500 Index II Portfolio	1.24%	1.38%	1.93%	1.46%	1.57%	2.48%	3.63%	2.36%	5.91%	5.37%	2.29%	3.47%

Frequently Asked Questions

Can I hold both HAVGX and SSEYX in my portfolio?

HAVGX and SSEYX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HAVGX or SSEYX?

SSEYX has higher volatility (2.82%) compared to HAVGX (1.96%). In terms of maximum drawdown, HAVGX dropped -50.37% vs SSEYX's -33.75%.

Which has better risk-adjusted returns?

SSEYX currently has the higher Sharpe Ratio (2.49 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.