MSEFX vs. SSSYX
Compare and contrast key facts about iMGP Equity Fund (MSEFX) and State Street Equity 500 Index Fund Class K (SSSYX).
MSEFX is managed by iM Global Partner Fund Management. It was launched on Dec 31, 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
MSEFX vs. SSSYX - Performance Comparison
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MSEFX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSEFX iMGP Equity Fund | -8.06% | 5.15% | 3.29% | 17.30% | -25.22% | 18.27% | 19.49% | 27.56% | -10.08% | 21.13% |
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, MSEFX achieves a -8.06% return, which is significantly lower than SSSYX's -7.05% return. Over the past 10 years, MSEFX has underperformed SSSYX with an annualized return of 6.74%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
MSEFX
- 1D
- 0.37%
- 1M
- -10.04%
- YTD
- -8.06%
- 6M
- -8.45%
- 1Y
- -2.74%
- 3Y*
- 3.03%
- 5Y*
- -0.95%
- 10Y*
- 6.74%
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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MSEFX vs. SSSYX - Expense Ratio Comparison
MSEFX has a 0.98% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
MSEFX vs. SSSYX — Risk / Return Rank
MSEFX
SSSYX
MSEFX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP Equity Fund (MSEFX) 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.
| MSEFX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.19 | 0.84 | -1.03 |
Sortino ratioReturn per unit of downside risk | -0.18 | 1.30 | -1.47 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.06 | -1.42 |
Martin ratioReturn relative to average drawdown | -1.29 | 5.13 | -6.42 |
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
| MSEFX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 0.84 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.68 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.11 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.11 | +0.24 |
Correlation
The correlation between MSEFX 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
MSEFX vs. SSSYX - Dividend Comparison
MSEFX's dividend yield for the trailing twelve months is around 3.69%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEFX iMGP Equity Fund | 3.69% | 3.40% | 7.44% | 4.08% | 31.07% | 16.28% | 12.45% | 9.07% | 14.47% | 7.93% | 5.87% | 9.89% |
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
MSEFX vs. SSSYX - Drawdown Comparison
The maximum MSEFX drawdown since its inception was -61.12%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for MSEFX and SSSYX.
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Drawdown Indicators
| MSEFX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.12% | -91.48% | +30.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -12.10% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -36.93% | -24.49% | -12.44% |
Max Drawdown (10Y)Largest decline over 10 years | -36.93% | -91.48% | +54.55% |
Current DrawdownCurrent decline from peak | -15.69% | -8.88% | -6.81% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -4.20% | -6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.49% | +0.48% |
Volatility
MSEFX vs. SSSYX - Volatility Comparison
The current volatility for iMGP Equity Fund (MSEFX) is 3.58%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that MSEFX 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
| MSEFX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 4.24% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 9.08% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.74% | 18.10% | -4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 16.85% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.81% | 124.43% | -106.62% |