LEVIX vs. SSSYX
Compare and contrast key facts about Lazard US Equity Concentrated Portfolio (LEVIX) and State Street Equity 500 Index Fund Class K (SSSYX).
LEVIX is managed by Lazard. It was launched on Sep 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
LEVIX vs. SSSYX - Performance Comparison
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LEVIX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LEVIX Lazard US Equity Concentrated Portfolio | -8.39% | 8.78% | 12.37% | 17.11% | -19.92% | 26.16% | 8.98% | 31.72% | -6.19% | 15.49% |
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, LEVIX achieves a -8.39% return, which is significantly lower than SSSYX's -7.05% return. Over the past 10 years, LEVIX has underperformed SSSYX with an annualized return of 8.06%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
LEVIX
- 1D
- -1.18%
- 1M
- -8.39%
- YTD
- -8.39%
- 6M
- -0.43%
- 1Y
- 14.95%
- 3Y*
- 6.43%
- 5Y*
- 4.00%
- 10Y*
- 8.06%
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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LEVIX vs. SSSYX - Expense Ratio Comparison
LEVIX has a 0.76% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
LEVIX vs. SSSYX — Risk / Return Rank
LEVIX
SSSYX
LEVIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Concentrated Portfolio (LEVIX) 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.
| LEVIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.84 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.30 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.06 | -0.54 |
Martin ratioReturn relative to average drawdown | 1.72 | 5.13 | -3.41 |
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
| LEVIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.84 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.68 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.11 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.11 | +0.09 |
Correlation
The correlation between LEVIX 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
LEVIX vs. SSSYX - Dividend Comparison
LEVIX has not paid dividends to shareholders, while SSSYX's dividend yield for the trailing twelve months is around 1.55%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LEVIX Lazard US Equity Concentrated Portfolio | 0.00% | 0.00% | 144.28% | 100.53% | 6.31% | 15.14% | 1.65% | 0.82% | 11.61% | 6.84% | 4.91% | 3.71% |
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
LEVIX vs. SSSYX - Drawdown Comparison
The maximum LEVIX drawdown since its inception was -69.24%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for LEVIX and SSSYX.
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Drawdown Indicators
| LEVIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.24% | -91.48% | +22.24% |
Max Drawdown (1Y)Largest decline over 1 year | -16.14% | -12.10% | -4.04% |
Max Drawdown (5Y)Largest decline over 5 years | -69.24% | -24.49% | -44.75% |
Max Drawdown (10Y)Largest decline over 10 years | -69.24% | -91.48% | +22.24% |
Current DrawdownCurrent decline from peak | -58.81% | -8.88% | -49.93% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -4.20% | -8.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 2.49% | +2.47% |
Volatility
LEVIX vs. SSSYX - Volatility Comparison
Lazard US Equity Concentrated Portfolio (LEVIX) has a higher volatility of 6.76% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that LEVIX'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
| LEVIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 4.24% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 16.13% | 9.08% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.07% | 18.10% | +9.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.38% | 16.85% | +55.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.92% | 124.43% | -71.51% |