MUSEX vs. SSSYX
Compare and contrast key facts about MFS Blended Research Core Equity Fund (MUSEX) and State Street Equity 500 Index Fund Class K (SSSYX).
MUSEX is managed by MFS. It was launched on Jan 14, 1994. 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
MUSEX vs. SSSYX - Performance Comparison
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MUSEX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUSEX MFS Blended Research Core Equity Fund | -6.06% | 16.10% | 25.17% | 28.30% | -16.02% | 29.24% | 15.47% | 28.80% | -7.82% | 18.95% |
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, MUSEX achieves a -6.06% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, MUSEX has underperformed SSSYX with an annualized return of 12.76%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
MUSEX
- 1D
- -0.24%
- 1M
- -7.50%
- YTD
- -6.06%
- 6M
- -4.63%
- 1Y
- 14.03%
- 3Y*
- 18.00%
- 5Y*
- 11.85%
- 10Y*
- 12.76%
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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MUSEX vs. SSSYX - Expense Ratio Comparison
MUSEX has a 0.49% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
MUSEX vs. SSSYX — Risk / Return Rank
MUSEX
SSSYX
MUSEX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Core Equity Fund (MUSEX) 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.
| MUSEX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.84 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.30 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.06 | -0.08 |
Martin ratioReturn relative to average drawdown | 4.64 | 5.13 | -0.49 |
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
| MUSEX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.84 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.68 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.11 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.11 | +0.40 |
Correlation
The correlation between MUSEX and SSSYX is 0.97, 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
MUSEX vs. SSSYX - Dividend Comparison
MUSEX's dividend yield for the trailing twelve months is around 7.62%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUSEX MFS Blended Research Core Equity Fund | 7.62% | 7.15% | 10.44% | 3.91% | 9.26% | 16.18% | 7.12% | 5.19% | 11.98% | 2.04% | 1.20% | 3.32% |
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
MUSEX vs. SSSYX - Drawdown Comparison
The maximum MUSEX drawdown since its inception was -54.78%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for MUSEX and SSSYX.
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Drawdown Indicators
| MUSEX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.78% | -91.48% | +36.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -12.10% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -24.49% | +2.62% |
Max Drawdown (10Y)Largest decline over 10 years | -34.60% | -91.48% | +56.88% |
Current DrawdownCurrent decline from peak | -8.60% | -8.88% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -4.20% | -6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.49% | +0.15% |
Volatility
MUSEX vs. SSSYX - Volatility Comparison
MFS Blended Research Core Equity Fund (MUSEX) has a higher volatility of 4.51% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that MUSEX'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
| MUSEX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 4.24% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 9.08% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 18.10% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 16.85% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 124.43% | -106.14% |