RCKSX vs. SSSYX

Last updated Jun 5, 2026

RCKSX (Rock Oak Core Growth Fund) and SSSYX (State Street Equity 500 Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, RCKSX returned 10.90%/yr vs 15.52%/yr for SSSYX. Their correlation of 0.84 suggests significant overlap in exposure. RCKSX charges 1.25%/yr vs 0.02%/yr for SSSYX.

Performance

RCKSX vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rock Oak Core Growth Fund (RCKSX) and State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RCKSX achieves a 14.59% return, which is significantly higher than SSSYX's 10.87% return. Over the past 10 years, RCKSX has underperformed SSSYX with an annualized return of 10.90%, while SSSYX has yielded a comparatively higher 15.52% annualized return.

RCKSX

• 1D: 0.43%
• 1M: 1.47%
• YTD: 14.59%
• 6M: 14.70%
• 1Y: 20.99%
• 3Y*: 19.79%
• 5Y*: 7.32%
• 10Y*: 10.90%

SSSYX

• 1D: -0.73%
• 1M: 4.17%
• YTD: 10.87%
• 6M: 10.78%
• 1Y: 27.97%
• 3Y*: 22.42%
• 5Y*: 13.87%
• 10Y*: 15.52%

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

RCKSX vs. SSSYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RCKSX Rock Oak Core Growth Fund	14.59%	12.99%	15.12%	15.57%	-18.09%	9.96%	13.75%	19.05%	-2.14%	22.69%
SSSYX State Street Equity 500 Index Fund Class K	10.87%	17.81%	24.99%	26.27%	-18.16%	28.51%	18.31%	31.38%	-4.38%	21.61%

Correlation

The correlation between RCKSX and SSSYX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014	0.84

Over the past year, the correlation between RCKSX and SSSYX has dropped to 0.62 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

Return for Risk

RCKSX vs. SSSYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RCKSX

RCKSX Risk / Return Rank: 56
RCKSX Sharpe Ratio Rank: 39
RCKSX Sortino Ratio Rank: 40
RCKSX Omega Ratio Rank: 33
RCKSX Calmar Ratio Rank: 92
RCKSX Martin Ratio Rank: 75

SSSYX

SSSYX Risk / Return Rank: 66
SSSYX Sharpe Ratio Rank: 64
SSSYX Sortino Ratio Rank: 59
SSSYX Omega Ratio Rank: 60
SSSYX Calmar Ratio Rank: 67
SSSYX Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RCKSX vs. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rock Oak Core Growth Fund (RCKSX) 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.

	RCKSX	SSSYX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	2.37	-0.57
Sortino ratio: Return per unit of downside risk	2.61	3.24	-0.62
Omega ratio: Gain probability vs. loss probability	1.30	1.43	-0.13
Calmar ratio: Return relative to maximum drawdown	5.02	3.16	+1.86
Martin ratio: Return relative to average drawdown	13.94	14.79	-0.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RCKSX vs. SSSYX - Sharpe Ratio Comparison

The current RCKSX Sharpe Ratio is 1.80, which is comparable to the SSSYX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of RCKSX and SSSYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RCKSX	SSSYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	2.37	-0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.83	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	0.13	+0.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.12	+0.26

Drawdowns

RCKSX vs. SSSYX - Drawdown Comparison

The maximum RCKSX drawdown since its inception was -57.88%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for RCKSX and SSSYX.

Drawdown Indicators

	RCKSX	SSSYX	Difference
Max Drawdown Largest peak-to-trough decline	-57.88%	-91.48%	+33.60%
Max Drawdown (1Y) Largest decline over 1 year	-4.14%	-8.88%	+4.74%
Max Drawdown (3Y) Largest decline over 3 years	-18.22%	-18.74%	+0.52%
Max Drawdown (5Y) Largest decline over 5 years	-22.54%	-24.49%	+1.95%
Max Drawdown (10Y) Largest decline over 10 years	-33.10%	-91.48%	+58.38%
Current Drawdown Current decline from peak	-0.17%	-0.73%	+0.56%
Average Drawdown Average peak-to-trough decline	-9.50%	-4.15%	-5.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	1.90%	-0.41%

Volatility

RCKSX vs. SSSYX - Volatility Comparison

Rock Oak Core Growth Fund (RCKSX) and State Street Equity 500 Index Fund Class K (SSSYX) have volatilities of 2.96% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RCKSX	SSSYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.96%	2.92%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	7.99%	8.98%	-0.99%
Volatility (1Y) Calculated over the trailing 1-year period	11.56%	11.88%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.66%	16.89%	-1.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.54%	124.43%	-106.89%

RCKSX vs. SSSYX - Expense Ratio Comparison

RCKSX has a 1.25% expense ratio, which is higher than SSSYX's 0.02% expense ratio.

Dividends

RCKSX vs. SSSYX - Dividend Comparison

RCKSX's dividend yield for the trailing twelve months is around 5.46%, more than SSSYX's 1.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RCKSX Rock Oak Core Growth Fund	5.46%	6.26%	0.47%	0.71%	1.00%	4.31%	16.56%	3.18%	0.59%	5.91%	0.70%	3.21%
SSSYX State Street Equity 500 Index Fund Class K	1.30%	1.44%	1.63%	1.78%	2.16%	2.76%	1.86%	4.44%	5.18%	5.94%	2.07%	1.84%

Frequently Asked Questions

Can I hold both RCKSX and SSSYX in my portfolio?

RCKSX and SSSYX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RCKSX or SSSYX?

RCKSX has higher volatility (2.96%) compared to SSSYX (2.92%). In terms of maximum drawdown, RCKSX dropped -57.88% vs SSSYX's -91.48%.

Which has better risk-adjusted returns?

SSSYX currently has the higher Sharpe Ratio (2.37 vs 1.80), 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.