MEQFX vs. SSSYX
Compare and contrast key facts about AMG River Road Large Cap Value Select Fund (MEQFX) and State Street Equity 500 Index Fund Class K (SSSYX).
MEQFX is managed by AMG. It was launched on Aug 14, 1992. 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
MEQFX vs. SSSYX - Performance Comparison
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MEQFX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | -4.94% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
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, MEQFX achieves a -4.94% return, which is significantly lower than SSSYX's -4.34% return. Over the past 10 years, MEQFX has underperformed SSSYX with an annualized return of 10.62%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
MEQFX
- 1D
- 1.30%
- 1M
- -6.65%
- YTD
- -4.94%
- 6M
- -12.14%
- 1Y
- -10.02%
- 3Y*
- 9.93%
- 5Y*
- 10.34%
- 10Y*
- 10.62%
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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MEQFX vs. SSSYX - Expense Ratio Comparison
MEQFX has a 0.64% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
MEQFX vs. SSSYX — Risk / Return Rank
MEQFX
SSSYX
MEQFX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Large Cap Value Select Fund (MEQFX) 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.
| MEQFX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | 0.97 | -1.46 |
Sortino ratioReturn per unit of downside risk | -0.52 | 1.49 | -2.01 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.23 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.59 | 1.52 | -2.11 |
Martin ratioReturn relative to average drawdown | -1.55 | 7.30 | -8.85 |
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
| MEQFX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 0.97 | -1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.70 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.11 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.11 | +0.20 |
Correlation
The correlation between MEQFX and SSSYX is 0.81, 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
MEQFX vs. SSSYX - Dividend Comparison
MEQFX has not paid dividends to shareholders, while SSSYX's dividend yield for the trailing twelve months is around 1.51%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
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
MEQFX vs. SSSYX - Drawdown Comparison
The maximum MEQFX drawdown since its inception was -55.38%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for MEQFX and SSSYX.
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Drawdown Indicators
| MEQFX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -91.48% | +36.10% |
Max Drawdown (1Y)Largest decline over 1 year | -17.43% | -12.10% | -5.33% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -24.49% | +5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -28.69% | -91.48% | +62.79% |
Current DrawdownCurrent decline from peak | -16.13% | -6.22% | -9.91% |
Average DrawdownAverage peak-to-trough decline | -12.17% | -4.20% | -7.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.65% | 2.52% | +4.13% |
Volatility
MEQFX vs. SSSYX - Volatility Comparison
The current volatility for AMG River Road Large Cap Value Select Fund (MEQFX) is 3.85%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that MEQFX 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
| MEQFX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 5.34% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 9.53% | +5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.77% | 18.29% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 16.89% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 124.43% | -104.87% |