JEQIX vs. SSSYX
Compare and contrast key facts about Johnson Equity Income Fund (JEQIX) and State Street Equity 500 Index Fund Class K (SSSYX).
JEQIX is managed by Johnson Mutual Funds. It was launched on Dec 30, 2005. 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
JEQIX vs. SSSYX - Performance Comparison
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JEQIX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEQIX Johnson Equity Income Fund | -4.34% | 11.76% | 4.39% | 13.42% | -9.65% | 25.94% | 12.25% | 34.04% | -2.69% | 25.04% |
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, JEQIX achieves a -4.34% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, JEQIX has underperformed SSSYX with an annualized return of 10.98%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
JEQIX
- 1D
- 0.22%
- 1M
- -8.29%
- YTD
- -4.34%
- 6M
- -2.12%
- 1Y
- 5.78%
- 3Y*
- 7.47%
- 5Y*
- 6.29%
- 10Y*
- 10.98%
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%
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JEQIX vs. SSSYX - Expense Ratio Comparison
JEQIX has a 1.00% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
JEQIX vs. SSSYX — Risk / Return Rank
JEQIX
SSSYX
JEQIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Equity Income Fund (JEQIX) 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.
| JEQIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.84 | -0.37 |
Sortino ratioReturn per unit of downside risk | 0.76 | 1.30 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.06 | -0.56 |
Martin ratioReturn relative to average drawdown | 2.12 | 5.13 | -3.01 |
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
| JEQIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.84 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.68 | -0.24 |
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 | 0.40 | 0.11 | +0.30 |
Correlation
The correlation between JEQIX and SSSYX is 0.91, 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
JEQIX vs. SSSYX - Dividend Comparison
JEQIX's dividend yield for the trailing twelve months is around 4.37%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEQIX Johnson Equity Income Fund | 4.37% | 4.18% | 0.00% | 2.66% | 6.43% | 8.36% | 2.03% | 5.74% | 8.67% | 7.82% | 3.11% | 7.64% |
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
JEQIX vs. SSSYX - Drawdown Comparison
The maximum JEQIX drawdown since its inception was -51.66%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for JEQIX and SSSYX.
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Drawdown Indicators
| JEQIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.66% | -91.48% | +39.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.60% | -12.10% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -24.49% | +5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -35.64% | -91.48% | +55.84% |
Current DrawdownCurrent decline from peak | -8.29% | -8.88% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -4.20% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.49% | -0.03% |
Volatility
JEQIX vs. SSSYX - Volatility Comparison
The current volatility for Johnson Equity Income Fund (JEQIX) is 3.69%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that JEQIX 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.
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Volatility by Period
| JEQIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 4.24% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 9.08% | -1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 18.10% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.52% | 16.85% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 124.43% | -107.79% |