JIISX vs. SSSYX
Compare and contrast key facts about JPMorgan U.S. Sustainable Leaders Fund (JIISX) and State Street Equity 500 Index Fund Class K (SSSYX).
JIISX is managed by JPMorgan. It was launched on Feb 28, 2003. 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
JIISX vs. SSSYX - Performance Comparison
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JIISX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIISX JPMorgan U.S. Sustainable Leaders Fund | -7.76% | 14.34% | 25.57% | 25.31% | -21.20% | 30.95% | 19.74% | 30.02% | -4.76% | 21.28% |
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% | 21.61% |
Returns By Period
In the year-to-date period, JIISX achieves a -7.76% return, which is significantly lower than SSSYX's -4.34% return. Over the past 10 years, JIISX has underperformed SSSYX with an annualized return of 12.86%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
JIISX
- 1D
- 2.99%
- 1M
- -5.80%
- YTD
- -7.76%
- 6M
- -6.07%
- 1Y
- 11.22%
- 3Y*
- 15.74%
- 5Y*
- 9.18%
- 10Y*
- 12.86%
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%
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JIISX vs. SSSYX - Expense Ratio Comparison
JIISX has a 0.39% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
JIISX vs. SSSYX — Risk / Return Rank
JIISX
SSSYX
JIISX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Sustainable Leaders Fund (JIISX) 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.
| JIISX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.97 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.49 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.52 | -0.51 |
Martin ratioReturn relative to average drawdown | 3.70 | 7.30 | -3.60 |
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
| JIISX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.97 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.70 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.11 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.11 | +0.46 |
Correlation
The correlation between JIISX 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
JIISX vs. SSSYX - Dividend Comparison
JIISX's dividend yield for the trailing twelve months is around 10.70%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIISX JPMorgan U.S. Sustainable Leaders Fund | 10.70% | 9.87% | 0.75% | 0.98% | 1.21% | 3.96% | 1.76% | 7.31% | 9.03% | 6.83% | 1.22% | 1.94% |
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
JIISX vs. SSSYX - Drawdown Comparison
The maximum JIISX drawdown since its inception was -59.25%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for JIISX and SSSYX.
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Drawdown Indicators
| JIISX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.25% | -91.48% | +32.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.08% | -12.10% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.83% | -24.49% | -3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -32.26% | -91.48% | +59.22% |
Current DrawdownCurrent decline from peak | -9.39% | -6.22% | -3.17% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -4.20% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.52% | +0.78% |
Volatility
JIISX vs. SSSYX - Volatility Comparison
JPMorgan U.S. Sustainable Leaders Fund (JIISX) has a higher volatility of 5.64% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that JIISX'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
| JIISX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 5.34% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 9.53% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 18.29% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 16.89% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 124.43% | -106.02% |