OIEJX vs. SSSYX
Compare and contrast key facts about JPMorgan Equity Income Fund R6 (OIEJX) and State Street Equity 500 Index Fund Class K (SSSYX).
OIEJX is managed by JPMorgan. It was launched on Jul 2, 1987. 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
OIEJX vs. SSSYX - Performance Comparison
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OIEJX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIEJX JPMorgan Equity Income Fund R6 | 1.64% | 14.95% | 19.97% | 5.05% | -1.63% | 25.41% | 3.87% | 26.61% | -4.23% | 17.85% |
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, OIEJX achieves a 1.64% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, OIEJX has underperformed SSSYX with an annualized return of 11.66%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
OIEJX
- 1D
- 1.91%
- 1M
- -4.62%
- YTD
- 1.64%
- 6M
- 4.35%
- 1Y
- 13.78%
- 3Y*
- 14.62%
- 5Y*
- 10.50%
- 10Y*
- 11.66%
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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OIEJX vs. SSSYX - Expense Ratio Comparison
OIEJX has a 0.45% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
OIEJX vs. SSSYX — Risk / Return Rank
OIEJX
SSSYX
OIEJX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund R6 (OIEJX) 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.
| OIEJX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.97 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.49 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.52 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.68 | 7.30 | -1.62 |
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
| OIEJX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.97 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.70 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.11 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.11 | +0.65 |
Correlation
The correlation between OIEJX and SSSYX is 0.86, 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
OIEJX vs. SSSYX - Dividend Comparison
OIEJX's dividend yield for the trailing twelve months is around 10.94%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIEJX JPMorgan Equity Income Fund R6 | 10.94% | 11.06% | 14.67% | 3.01% | 3.93% | 3.57% | 2.04% | 3.01% | 5.37% | 2.70% | 2.71% | 3.03% |
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
OIEJX vs. SSSYX - Drawdown Comparison
The maximum OIEJX drawdown since its inception was -36.88%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for OIEJX and SSSYX.
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Drawdown Indicators
| OIEJX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.88% | -91.48% | +54.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -12.10% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -14.74% | -24.49% | +9.75% |
Max Drawdown (10Y)Largest decline over 10 years | -36.88% | -91.48% | +54.60% |
Current DrawdownCurrent decline from peak | -5.30% | -6.22% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -3.03% | -4.20% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.52% | +0.13% |
Volatility
OIEJX vs. SSSYX - Volatility Comparison
The current volatility for JPMorgan Equity Income Fund R6 (OIEJX) is 4.07%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that OIEJX 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
| OIEJX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 5.34% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 9.53% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 18.29% | -3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 16.89% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 124.43% | -107.66% |