MNNAX vs. SSSYX
Compare and contrast key facts about Victory Munder Multi-Cap Fund (MNNAX) and State Street Equity 500 Index Fund Class K (SSSYX).
MNNAX is managed by Victory. It was launched on Aug 19, 1996. 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
MNNAX vs. SSSYX - Performance Comparison
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MNNAX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MNNAX Victory Munder Multi-Cap Fund | -1.92% | 21.78% | 25.59% | 24.59% | -19.03% | 35.03% | 11.18% | 28.33% | -14.68% | 28.41% |
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, MNNAX achieves a -1.92% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, MNNAX has underperformed SSSYX with an annualized return of 13.09%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
MNNAX
- 1D
- 3.45%
- 1M
- -5.06%
- YTD
- -1.92%
- 6M
- 0.79%
- 1Y
- 25.45%
- 3Y*
- 20.59%
- 5Y*
- 13.31%
- 10Y*
- 13.09%
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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MNNAX vs. SSSYX - Expense Ratio Comparison
MNNAX has a 1.28% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
MNNAX vs. SSSYX — Risk / Return Rank
MNNAX
SSSYX
MNNAX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Munder Multi-Cap Fund (MNNAX) 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.
| MNNAX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.97 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.49 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.52 | +0.67 |
Martin ratioReturn relative to average drawdown | 10.13 | 7.30 | +2.83 |
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
| MNNAX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.97 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.70 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.11 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.11 | +0.25 |
Correlation
The correlation between MNNAX and SSSYX is 0.94, 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
MNNAX vs. SSSYX - Dividend Comparison
MNNAX's dividend yield for the trailing twelve months is around 14.66%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNNAX Victory Munder Multi-Cap Fund | 14.66% | 14.38% | 8.72% | 4.65% | 15.37% | 10.88% | 0.07% | 2.76% | 19.25% | 5.28% | 0.00% | 21.54% |
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
MNNAX vs. SSSYX - Drawdown Comparison
The maximum MNNAX drawdown since its inception was -92.93%, roughly equal to the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for MNNAX and SSSYX.
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Drawdown Indicators
| MNNAX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.93% | -91.48% | -1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.10% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -30.29% | -24.49% | -5.80% |
Max Drawdown (10Y)Largest decline over 10 years | -38.01% | -91.48% | +53.47% |
Current DrawdownCurrent decline from peak | -6.60% | -6.22% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -51.03% | -4.20% | -46.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.52% | +0.07% |
Volatility
MNNAX vs. SSSYX - Volatility Comparison
Victory Munder Multi-Cap Fund (MNNAX) has a higher volatility of 6.36% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that MNNAX'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
| MNNAX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 5.34% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 9.53% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 18.29% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.03% | 16.89% | +3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 124.43% | -104.13% |