PBFDX vs. SSSYX
Compare and contrast key facts about Payson Total Return Fund (PBFDX) and State Street Equity 500 Index Fund Class K (SSSYX).
PBFDX is managed by Payson Funds. It was launched on Nov 25, 1991. 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
PBFDX vs. SSSYX - Performance Comparison
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PBFDX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBFDX Payson Total Return Fund | -6.41% | 21.20% | 21.77% | 25.65% | -14.60% | 30.84% | 20.49% | 31.67% | -1.79% | 21.76% |
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, PBFDX achieves a -6.41% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, PBFDX has outperformed SSSYX with an annualized return of 14.83%, while SSSYX has yielded a comparatively lower 13.69% annualized return.
PBFDX
- 1D
- -0.45%
- 1M
- -7.92%
- YTD
- -6.41%
- 6M
- -2.80%
- 1Y
- 21.56%
- 3Y*
- 18.85%
- 5Y*
- 12.17%
- 10Y*
- 14.83%
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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PBFDX vs. SSSYX - Expense Ratio Comparison
PBFDX has a 0.82% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
PBFDX vs. SSSYX — Risk / Return Rank
PBFDX
SSSYX
PBFDX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Payson Total Return Fund (PBFDX) 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.
| PBFDX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.84 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.30 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.06 | +0.56 |
Martin ratioReturn relative to average drawdown | 6.53 | 5.13 | +1.40 |
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
| PBFDX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.84 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.68 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.11 | +0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.11 | +0.42 |
Correlation
The correlation between PBFDX and SSSYX is 0.95, 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
PBFDX vs. SSSYX - Dividend Comparison
PBFDX's dividend yield for the trailing twelve months is around 2.01%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBFDX Payson Total Return Fund | 2.01% | 1.95% | 10.67% | 4.68% | 2.34% | 13.07% | 7.59% | 0.61% | 0.67% | 4.98% | 1.15% | 4.81% |
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
PBFDX vs. SSSYX - Drawdown Comparison
The maximum PBFDX drawdown since its inception was -54.99%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PBFDX and SSSYX.
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Drawdown Indicators
| PBFDX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.99% | -91.48% | +36.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.10% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -24.49% | +2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -91.48% | +58.46% |
Current DrawdownCurrent decline from peak | -10.93% | -8.88% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -4.20% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.49% | +0.46% |
Volatility
PBFDX vs. SSSYX - Volatility Comparison
Payson Total Return Fund (PBFDX) has a higher volatility of 5.24% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that PBFDX'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
| PBFDX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 4.24% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 9.08% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.70% | 18.10% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 16.85% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 124.43% | -105.49% |