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REDWX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REDWX vs. SSSYX - Performance Comparison

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

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REDWX vs. SSSYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REDWX
Aspiration Redwood Fund
-11.34%18.06%7.91%23.24%-20.30%26.83%15.89%37.29%-8.58%22.53%
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, REDWX achieves a -11.34% return, which is significantly lower than SSSYX's -7.05% return. Over the past 10 years, REDWX has underperformed SSSYX with an annualized return of 11.68%, while SSSYX has yielded a comparatively higher 13.69% annualized return.


REDWX

1D
0.13%
1M
-8.81%
YTD
-11.34%
6M
-7.22%
1Y
8.79%
3Y*
9.53%
5Y*
5.60%
10Y*
11.68%

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

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REDWX vs. SSSYX - Expense Ratio Comparison

REDWX has a 2.50% expense ratio, which is higher than SSSYX's 0.02% expense ratio.


Return for Risk

REDWX vs. SSSYX — Risk / Return Rank

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

REDWX
REDWX Risk / Return Rank: 1919
Overall Rank
REDWX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
REDWX Sortino Ratio Rank: 2222
Sortino Ratio Rank
REDWX Omega Ratio Rank: 2020
Omega Ratio Rank
REDWX Calmar Ratio Rank: 1717
Calmar Ratio Rank
REDWX Martin Ratio Rank: 1919
Martin Ratio Rank

SSSYX
SSSYX Risk / Return Rank: 4646
Overall Rank
SSSYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5050
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 5353
Martin Ratio Rank
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.

REDWX vs. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aspiration Redwood Fund (REDWX) 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.


REDWXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.84

-0.32

Sortino ratio

Return per unit of downside risk

0.89

1.30

-0.40

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.50

1.06

-0.56

Martin ratio

Return relative to average drawdown

1.95

5.13

-3.18

REDWX vs. SSSYX - Sharpe Ratio Comparison

The current REDWX Sharpe Ratio is 0.52, which is lower than the SSSYX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of REDWX and SSSYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REDWXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.84

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.68

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.11

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.11

+0.45

Correlation

The correlation between REDWX and SSSYX is 0.90, 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

REDWX vs. SSSYX - Dividend Comparison

REDWX's dividend yield for the trailing twelve months is around 14.20%, more than SSSYX's 1.55% yield.


TTM20252024202320222021202020192018201720162015
REDWX
Aspiration Redwood Fund
14.20%12.59%7.55%0.44%2.40%9.99%0.00%9.08%9.75%4.66%5.17%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

REDWX vs. SSSYX - Drawdown Comparison

The maximum REDWX drawdown since its inception was -41.09%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for REDWX and SSSYX.


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Drawdown Indicators


REDWXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-41.09%

-91.48%

+50.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.47%

-12.10%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-24.49%

-1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-41.09%

-91.48%

+50.39%

Current Drawdown

Current decline from peak

-13.36%

-8.88%

-4.48%

Average Drawdown

Average peak-to-trough decline

-5.62%

-4.20%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.49%

+0.93%

Volatility

REDWX vs. SSSYX - Volatility Comparison

Aspiration Redwood Fund (REDWX) and State Street Equity 500 Index Fund Class K (SSSYX) have volatilities of 4.11% and 4.24%, 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.


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Volatility by Period


REDWXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.24%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

9.08%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.72%

18.10%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

16.85%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

124.43%

-104.08%