NYVTX vs. SSSYX
Compare and contrast key facts about Davis New York Venture Fund (NYVTX) and State Street Equity 500 Index Fund Class K (SSSYX).
NYVTX is managed by Davis Funds. It was launched on Feb 17, 1969. 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
NYVTX vs. SSSYX - Performance Comparison
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NYVTX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NYVTX Davis New York Venture Fund | -0.07% | 26.83% | 17.27% | 30.14% | -17.54% | 12.47% | 11.42% | 30.99% | -12.99% | 22.18% |
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, NYVTX achieves a -0.07% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, NYVTX has underperformed SSSYX with an annualized return of 12.57%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
NYVTX
- 1D
- 2.34%
- 1M
- -3.99%
- YTD
- -0.07%
- 6M
- 7.52%
- 1Y
- 24.23%
- 3Y*
- 22.27%
- 5Y*
- 9.27%
- 10Y*
- 12.57%
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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NYVTX vs. SSSYX - Expense Ratio Comparison
NYVTX has a 0.89% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
NYVTX vs. SSSYX — Risk / Return Rank
NYVTX
SSSYX
NYVTX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis New York Venture Fund (NYVTX) 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.
| NYVTX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.97 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.49 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.52 | +0.56 |
Martin ratioReturn relative to average drawdown | 8.93 | 7.30 | +1.63 |
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
| NYVTX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.97 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.70 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.11 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.11 | +0.37 |
Correlation
The correlation between NYVTX and SSSYX is 0.87, 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
NYVTX vs. SSSYX - Dividend Comparison
NYVTX's dividend yield for the trailing twelve months is around 11.47%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NYVTX Davis New York Venture Fund | 11.47% | 11.46% | 21.31% | 7.92% | 7.48% | 21.93% | 5.88% | 7.54% | 24.08% | 8.32% | 12.85% | 22.97% |
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
NYVTX vs. SSSYX - Drawdown Comparison
The maximum NYVTX drawdown since its inception was -58.56%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for NYVTX and SSSYX.
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Drawdown Indicators
| NYVTX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.56% | -91.48% | +32.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -12.10% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -24.49% | -8.13% |
Max Drawdown (10Y)Largest decline over 10 years | -36.98% | -91.48% | +54.50% |
Current DrawdownCurrent decline from peak | -5.52% | -6.22% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -4.20% | -6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.52% | +0.29% |
Volatility
NYVTX vs. SSSYX - Volatility Comparison
The current volatility for Davis New York Venture Fund (NYVTX) is 4.93%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that NYVTX 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
| NYVTX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 5.34% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 9.53% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 18.29% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 16.89% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 124.43% | -104.36% |