PDGIX vs. SSSYX
Compare and contrast key facts about T. Rowe Price Dividend Growth Fund (PDGIX) and State Street Equity 500 Index Fund Class K (SSSYX).
PDGIX is an actively managed fund by T. Rowe Price. It was launched on Dec 17, 2015. 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
PDGIX vs. SSSYX - Performance Comparison
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PDGIX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDGIX T. Rowe Price Dividend Growth Fund | -2.44% | 14.91% | 13.63% | 13.82% | -10.08% | 26.19% | 14.06% | 31.90% | -0.93% | 18.98% |
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, PDGIX achieves a -2.44% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, PDGIX has underperformed SSSYX with an annualized return of 12.23%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
PDGIX
- 1D
- 0.03%
- 1M
- -7.29%
- YTD
- -2.44%
- 6M
- 0.07%
- 1Y
- 9.58%
- 3Y*
- 12.44%
- 5Y*
- 9.40%
- 10Y*
- 12.23%
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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PDGIX vs. SSSYX - Expense Ratio Comparison
PDGIX has a 0.51% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
PDGIX vs. SSSYX — Risk / Return Rank
PDGIX
SSSYX
PDGIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund (PDGIX) 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.
| PDGIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.84 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.30 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.06 | -0.24 |
Martin ratioReturn relative to average drawdown | 3.90 | 5.13 | -1.23 |
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
| PDGIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.84 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.68 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.11 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.11 | +0.68 |
Correlation
The correlation between PDGIX and SSSYX is 0.92, 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
PDGIX vs. SSSYX - Dividend Comparison
PDGIX's dividend yield for the trailing twelve months is around 8.45%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDGIX T. Rowe Price Dividend Growth Fund | 8.45% | 8.16% | 4.80% | 2.90% | 3.99% | 2.09% | 1.15% | 2.44% | 3.81% | 1.89% | 3.20% | 0.00% |
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
PDGIX vs. SSSYX - Drawdown Comparison
The maximum PDGIX drawdown since its inception was -33.17%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PDGIX and SSSYX.
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Drawdown Indicators
| PDGIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.17% | -91.48% | +58.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -12.10% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -19.21% | -24.49% | +5.28% |
Max Drawdown (10Y)Largest decline over 10 years | -33.17% | -91.48% | +58.31% |
Current DrawdownCurrent decline from peak | -7.30% | -8.88% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -3.40% | -4.20% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.49% | -0.15% |
Volatility
PDGIX vs. SSSYX - Volatility Comparison
The current volatility for T. Rowe Price Dividend Growth Fund (PDGIX) is 3.42%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that PDGIX 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
| PDGIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 4.24% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 9.08% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 18.10% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 16.85% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 124.43% | -108.57% |