OMSYX vs. SSEYX

Last updated Aug 1, 2026

OMSYX (Invesco Main Street All Cap fd) and SSEYX (State Street Equity 500 Index II Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, OMSYX returned 13.76%/yr vs 14.91%/yr for SSEYX. Their 0.97 correlation means they have historically moved very closely together. OMSYX charges 0.83%/yr vs 0.02%/yr for SSEYX.

Performance

OMSYX vs. SSEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Main Street All Cap fd (OMSYX) and State Street Equity 500 Index II Portfolio (SSEYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OMSYX achieves a 6.68% return, which is significantly lower than SSEYX's 9.35% return. Over the past 10 years, OMSYX has underperformed SSEYX with an annualized return of 13.76%, while SSEYX has yielded a comparatively higher 14.91% annualized return.

OMSYX

• 1D: 1.94%
• 1M: -1.23%
• 6M: 5.11%
• YTD: 6.68%
• 1Y: 16.69%
• 3Y*: 19.01%
• 5Y*: 11.86%
• 10Y*: 13.76%
• ALL TIME*: 9.54%

SSEYX

• 1D: 1.66%
• 1M: -0.56%
• 6M: 7.79%
• YTD: 9.35%
• 1Y: 20.31%
• 3Y*: 18.92%
• 5Y*: 12.61%
• 10Y*: 14.91%
• ALL TIME*: 13.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
OMSYX Invesco Main Street All Cap fd	$0.00	$0.00	$0.00
SSEYX State Street Equity 500 Index II Portfolio	$0.00	$0.00	$0.00

OMSYX vs. SSEYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OMSYX Invesco Main Street All Cap fd	6.68%	19.16%	27.73%	26.23%	-19.56%	26.61%	20.04%	33.19%	-10.15%	16.40%
SSEYX State Street Equity 500 Index II Portfolio	9.35%	17.52%	25.01%	26.29%	-18.18%	28.58%	18.28%	31.42%	-4.54%	21.72%

Correlation

The correlation between OMSYX and SSEYX is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (5Y) Shows whether the relationship held over a longer period.	0.97
Correlation (10Y) Provides a long-term view across more market conditions.	0.96
Correlation (All Time) Calculated using the full available price history since Aug 14, 2014	0.97

The correlation between OMSYX and SSEYX has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

Return for Risk

OMSYX vs. SSEYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OMSYX

OMSYX Risk / Return Rank: 35
OMSYX Sharpe Ratio Rank: 34
OMSYX Sortino Ratio Rank: 35
OMSYX Omega Ratio Rank: 32
OMSYX Calmar Ratio Rank: 32
OMSYX Martin Ratio Rank: 41

SSEYX

SSEYX Risk / Return Rank: 61
SSEYX Sharpe Ratio Rank: 58
SSEYX Sortino Ratio Rank: 55
SSEYX Omega Ratio Rank: 55
SSEYX Calmar Ratio Rank: 62
SSEYX Martin Ratio Rank: 73

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OMSYX vs. SSEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Main Street All Cap fd (OMSYX) and State Street Equity 500 Index II Portfolio (SSEYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	OMSYX	SSEYX	Difference
Sharpe ratio: Return per unit of total volatility	1.13	1.41	-0.28
Sortino ratio: Return per unit of downside risk	1.69	1.97	-0.28
Omega ratio: Gain probability vs. loss probability	1.20	1.25	-0.05
Calmar ratio: Return relative to maximum drawdown	1.47	2.03	-0.56
Martin ratio: Return relative to average drawdown	6.18	8.72	-2.54

OMSYX vs. SSEYX - Sharpe Ratio Comparison

The current OMSYX Sharpe Ratio is 1.13, which is comparable to the SSEYX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of OMSYX and SSEYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OMSYX vs. SSEYX - Drawdown Comparison

The maximum OMSYX drawdown since its inception was -58.68%, which is greater than SSEYX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for OMSYX and SSEYX.

Drawdown Indicators

	OMSYX	SSEYX	Difference
Max Drawdown Largest peak-to-trough decline	-58.68%	-33.75%	-24.93%
Max Drawdown (1Y) Largest decline over 1 year	-11.01%	-8.88%	-2.13%
Max Drawdown (3Y) Largest decline over 3 years	-19.95%	-18.74%	-1.21%
Max Drawdown (5Y) Largest decline over 5 years	-25.52%	-24.52%	-1.00%
Max Drawdown (10Y) Largest decline over 10 years	-34.19%	-33.75%	-0.44%
Current Drawdown Current decline from peak	-2.80%	-2.11%	-0.69%
Average Drawdown Average peak-to-trough decline	-7.65%	-4.06%	-3.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	2.07%	+0.42%

Volatility

OMSYX vs. SSEYX - Volatility Comparison

Invesco Main Street All Cap fd (OMSYX) has a higher volatility of 4.15% compared to State Street Equity 500 Index II Portfolio (SSEYX) at 3.45%. This indicates that OMSYX's price experiences larger fluctuations and is considered to be riskier than SSEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OMSYX	SSEYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	3.45%	+0.70%
Volatility (6M) Calculated over the trailing 6-month period	11.43%	10.09%	+1.34%
Volatility (1Y) Calculated over the trailing 1-year period	14.38%	12.84%	+1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.68%	17.02%	+0.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.36%	18.07%	+0.29%

OMSYX vs. SSEYX - Expense Ratio Comparison

OMSYX has a 0.83% expense ratio, which is higher than SSEYX's 0.02% expense ratio.

Dividends

OMSYX vs. SSEYX - Dividend Comparison

OMSYX's dividend yield for the trailing twelve months is around 4.63%, more than SSEYX's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OMSYX Invesco Main Street All Cap fd	4.63%	4.94%	9.10%	4.07%	5.89%	16.98%	0.91%	0.86%	9.23%	14.22%	7.58%	12.03%
SSEYX State Street Equity 500 Index II Portfolio	1.27%	1.38%	1.93%	1.46%	1.57%	2.48%	3.63%	2.36%	5.91%	5.37%	2.29%	3.47%

Frequently Asked Questions

Can I hold both OMSYX and SSEYX in my portfolio?

OMSYX and SSEYX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OMSYX or SSEYX?

OMSYX has higher volatility (4.15%) compared to SSEYX (3.45%). In terms of maximum drawdown, OMSYX dropped -58.68% vs SSEYX's -33.75%.

Which has better risk-adjusted returns?

SSEYX currently has the higher Sharpe Ratio (1.41 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.