SILVX vs. SSSYX
Compare and contrast key facts about SGI U.S. Large Equity Fund (SILVX) and State Street Equity 500 Index Fund Class K (SSSYX).
SILVX is managed by Summit Global Investments. It was launched on Feb 29, 2012. 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
SILVX vs. SSSYX - Performance Comparison
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SILVX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SILVX SGI U.S. Large Equity Fund | 0.11% | 8.89% | 17.65% | 10.43% | -12.99% | 17.31% | 11.48% | 29.22% | 0.19% | 16.43% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 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, SILVX achieves a 0.11% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, SILVX has underperformed SSSYX with an annualized return of 9.57%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
SILVX
- 1D
- 1.85%
- 1M
- -5.33%
- YTD
- 0.11%
- 6M
- 3.41%
- 1Y
- 7.30%
- 3Y*
- 11.94%
- 5Y*
- 7.50%
- 10Y*
- 9.57%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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SILVX vs. SSSYX - Expense Ratio Comparison
SILVX has a 0.98% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
SILVX vs. SSSYX — Risk / Return Rank
SILVX
SSSYX
SILVX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Equity Fund (SILVX) 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.
| SILVX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.97 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.49 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.52 | -0.61 |
Martin ratioReturn relative to average drawdown | 3.85 | 7.30 | -3.45 |
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
| SILVX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.97 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.70 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.11 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.11 | +0.66 |
Correlation
The correlation between SILVX and SSSYX is 0.86, 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
SILVX vs. SSSYX - Dividend Comparison
SILVX's dividend yield for the trailing twelve months is around 8.86%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SILVX SGI U.S. Large Equity Fund | 8.86% | 8.87% | 23.03% | 4.68% | 4.09% | 15.68% | 0.61% | 4.37% | 4.43% | 7.34% | 2.61% | 7.04% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
SILVX vs. SSSYX - Drawdown Comparison
The maximum SILVX drawdown since its inception was -31.29%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SILVX and SSSYX.
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Drawdown Indicators
| SILVX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.29% | -91.48% | +60.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -12.10% | +2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -24.49% | +3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | -91.48% | +60.19% |
Current DrawdownCurrent decline from peak | -5.84% | -6.22% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -3.63% | -4.20% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.52% | -0.34% |
Volatility
SILVX vs. SSSYX - Volatility Comparison
The current volatility for SGI U.S. Large Equity Fund (SILVX) is 3.99%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that SILVX 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
| SILVX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 5.34% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.07% | 9.53% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 18.29% | -5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 16.89% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.97% | 124.43% | -109.46% |