MDLRX vs. SSEYX
MDLRX (BlackRock Advantage Large Cap Core Fund) and SSEYX (State Street Equity 500 Index II Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, MDLRX returned 15.55%/yr vs 15.49%/yr for SSEYX. With a 0.98 correlation, they move nearly in lockstep. MDLRX charges 0.73%/yr vs 0.02%/yr for SSEYX.
Performance
MDLRX vs. SSEYX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MDLRX achieves a 13.03% return, which is significantly higher than SSEYX's 10.19% return. Both investments have delivered pretty close results over the past 10 years, with MDLRX having a 15.55% annualized return and SSEYX not far behind at 15.49%.
MDLRX
- 1D
- 0.99%
- 1M
- 2.04%
- YTD
- 13.03%
- 6M
- 12.63%
- 1Y
- 33.78%
- 3Y*
- 22.93%
- 5Y*
- 14.05%
- 10Y*
- 15.55%
SSEYX
- 1D
- 1.08%
- 1M
- 0.47%
- YTD
- 10.19%
- 6M
- 9.68%
- 1Y
- 26.84%
- 3Y*
- 20.87%
- 5Y*
- 14.02%
- 10Y*
- 15.49%
MDLRX vs. SSEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDLRX BlackRock Advantage Large Cap Core Fund | 13.03% | 20.08% | 25.33% | 25.28% | -20.31% | 27.67% | 19.64% | 28.83% | -5.60% | 20.29% |
SSEYX State Street Equity 500 Index II Portfolio | 10.19% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -4.54% | 21.72% |
Correlation
The correlation between MDLRX and SSEYX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2014 | 0.98 |
The correlation between MDLRX and SSEYX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MDLRX vs. SSEYX — Risk / Return Rank
MDLRX
SSEYX
MDLRX vs. SSEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Core Fund (MDLRX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MDLRX | SSEYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.39 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 3.00 | +0.87 |
| Martin ratioReturn relative to average drawdown | 18.81 | 13.58 | +5.22 |
Loading charts...
Drawdowns
MDLRX vs. SSEYX - Drawdown Comparison
The maximum MDLRX drawdown since its inception was -54.46%, which is greater than SSEYX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for MDLRX and SSEYX.
Loading charts...
Drawdown Indicators
| MDLRX | SSEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.46% | -33.75% | -20.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -8.88% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.63% | -18.74% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -26.35% | -24.52% | -1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -34.28% | -33.75% | -0.53% |
Current DrawdownCurrent decline from peak | -0.47% | -1.35% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -11.59% | -4.08% | -7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.96% | -0.18% |
Volatility
MDLRX vs. SSEYX - Volatility Comparison
BlackRock Advantage Large Cap Core Fund (MDLRX) and State Street Equity 500 Index II Portfolio (SSEYX) have volatilities of 4.93% and 4.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MDLRX | SSEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.76% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | 9.89% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 12.45% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 17.00% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 18.11% | +0.31% |
MDLRX vs. SSEYX - Expense Ratio Comparison
MDLRX has a 0.73% expense ratio, which is higher than SSEYX's 0.02% expense ratio.
Dividends
MDLRX vs. SSEYX - Dividend Comparison
MDLRX's dividend yield for the trailing twelve months is around 7.97%, more than SSEYX's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDLRX BlackRock Advantage Large Cap Core Fund | 7.97% | 9.01% | 14.81% | 0.81% | 6.61% | 20.27% | 4.75% | 3.99% | 10.26% | 37.74% | 6.17% | 2.87% |
SSEYX State Street Equity 500 Index II Portfolio | 1.26% | 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
With a correlation of 0.99, MDLRX and SSEYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MDLRX has higher volatility (4.93%) compared to SSEYX (4.76%). In terms of maximum drawdown, MDLRX dropped -54.46% vs SSEYX's -33.75%.
MDLRX currently has the higher Sharpe Ratio (2.61 vs 2.14), 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.
Find the right allocation for MDLRX and SSEYX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer