SHAPX vs. SSSYX
Compare and contrast key facts about ClearBridge Appreciation Fund (SHAPX) and State Street Equity 500 Index Fund Class K (SSSYX).
SHAPX is managed by Franklin Templeton. It was launched on Mar 10, 1970. 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
SHAPX vs. SSSYX - Performance Comparison
Loading graphics...
SHAPX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHAPX ClearBridge Appreciation Fund | -6.24% | 14.32% | 22.37% | 19.50% | -12.56% | 23.52% | 14.53% | 29.84% | -2.19% | 18.31% |
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, SHAPX achieves a -6.24% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, SHAPX has underperformed SSSYX with an annualized return of 11.99%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
SHAPX
- 1D
- -0.06%
- 1M
- -7.91%
- YTD
- -6.24%
- 6M
- -5.30%
- 1Y
- 10.69%
- 3Y*
- 14.58%
- 5Y*
- 10.06%
- 10Y*
- 11.99%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SHAPX vs. SSSYX - Expense Ratio Comparison
SHAPX has a 0.93% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
SHAPX vs. SSSYX — Risk / Return Rank
SHAPX
SSSYX
SHAPX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Appreciation Fund (SHAPX) 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.
| SHAPX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.84 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.30 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.06 | -0.17 |
Martin ratioReturn relative to average drawdown | 4.11 | 5.13 | -1.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SHAPX | 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 | 0.68 | 0.68 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.11 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.11 | +0.67 |
Correlation
The correlation between SHAPX and SSSYX is 0.97, 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
SHAPX vs. SSSYX - Dividend Comparison
SHAPX's dividend yield for the trailing twelve months is around 15.01%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHAPX ClearBridge Appreciation Fund | 15.01% | 14.08% | 9.00% | 4.17% | 8.85% | 6.54% | 4.13% | 7.09% | 6.71% | 5.10% | 3.29% | 4.76% |
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
SHAPX vs. SSSYX - Drawdown Comparison
The maximum SHAPX drawdown since its inception was -46.19%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SHAPX and SSSYX.
Loading graphics...
Drawdown Indicators
| SHAPX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.19% | -91.48% | +45.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -12.10% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -20.53% | -24.49% | +3.96% |
Max Drawdown (10Y)Largest decline over 10 years | -32.21% | -91.48% | +59.27% |
Current DrawdownCurrent decline from peak | -8.74% | -8.88% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -4.20% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.49% | -0.20% |
Volatility
SHAPX vs. SSSYX - Volatility Comparison
The current volatility for ClearBridge Appreciation Fund (SHAPX) is 3.74%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that SHAPX 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.
Loading graphics...
Volatility by Period
| SHAPX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 4.24% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 9.08% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 18.10% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 16.85% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 124.43% | -107.73% |