PXNIX vs. SSSYX
Compare and contrast key facts about Pax International Sustainable Economy Fund Institutional Class (PXNIX) and State Street Equity 500 Index Fund Class K (SSSYX).
PXNIX is managed by Pax World Funds. 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
PXNIX vs. SSSYX - Performance Comparison
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PXNIX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXNIX Pax International Sustainable Economy Fund Institutional Class | -3.85% | 28.91% | 5.03% | 19.28% | -17.81% | 11.23% | 10.79% | 23.03% | -12.92% | 23.35% |
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, PXNIX achieves a -3.85% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, PXNIX has underperformed SSSYX with an annualized return of 7.94%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
PXNIX
- 1D
- 0.51%
- 1M
- -11.13%
- YTD
- -3.85%
- 6M
- 0.49%
- 1Y
- 15.33%
- 3Y*
- 12.58%
- 5Y*
- 6.76%
- 10Y*
- 7.94%
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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PXNIX vs. SSSYX - Expense Ratio Comparison
PXNIX has a 0.47% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
PXNIX vs. SSSYX — Risk / Return Rank
PXNIX
SSSYX
PXNIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax International Sustainable Economy Fund Institutional Class (PXNIX) 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.
| PXNIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.84 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.30 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.06 | +0.09 |
Martin ratioReturn relative to average drawdown | 4.45 | 5.13 | -0.69 |
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
| PXNIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.84 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.68 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.11 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.11 | +0.40 |
Correlation
The correlation between PXNIX and SSSYX is 0.76, 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
PXNIX vs. SSSYX - Dividend Comparison
PXNIX's dividend yield for the trailing twelve months is around 7.45%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXNIX Pax International Sustainable Economy Fund Institutional Class | 7.45% | 7.17% | 3.54% | 2.38% | 2.64% | 4.69% | 1.82% | 2.58% | 2.84% | 2.54% | 2.74% | 2.04% |
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
PXNIX vs. SSSYX - Drawdown Comparison
The maximum PXNIX drawdown since its inception was -32.54%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PXNIX and SSSYX.
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Drawdown Indicators
| PXNIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.54% | -91.48% | +58.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -12.10% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -24.49% | -8.05% |
Max Drawdown (10Y)Largest decline over 10 years | -32.54% | -91.48% | +58.94% |
Current DrawdownCurrent decline from peak | -11.13% | -8.88% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -4.20% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.49% | +0.49% |
Volatility
PXNIX vs. SSSYX - Volatility Comparison
Pax International Sustainable Economy Fund Institutional Class (PXNIX) has a higher volatility of 7.48% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that PXNIX'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
| PXNIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 4.24% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 9.08% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 18.10% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 16.85% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 124.43% | -108.00% |