SIVIX vs. SSSYX
Compare and contrast key facts about State Street Institutional Small-Cap Equity Fund (SIVIX) and State Street Equity 500 Index Fund Class K (SSSYX).
SIVIX is managed by State Street. It was launched on Aug 3, 1998. 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
SIVIX vs. SSSYX - Performance Comparison
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SIVIX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIVIX State Street Institutional Small-Cap Equity Fund | -3.53% | 0.64% | 10.83% | 14.23% | -14.99% | 21.48% | 15.19% | 26.69% | -10.13% | 13.22% |
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, SIVIX achieves a -3.53% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, SIVIX has underperformed SSSYX with an annualized return of 8.69%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
SIVIX
- 1D
- -0.63%
- 1M
- -8.80%
- YTD
- -3.53%
- 6M
- -3.97%
- 1Y
- 5.91%
- 3Y*
- 5.96%
- 5Y*
- 2.39%
- 10Y*
- 8.69%
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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SIVIX vs. SSSYX - Expense Ratio Comparison
SIVIX has a 0.75% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
SIVIX vs. SSSYX — Risk / Return Rank
SIVIX
SSSYX
SIVIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Institutional Small-Cap Equity Fund (SIVIX) 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.
| SIVIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.84 | -0.57 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.30 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.20 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 1.06 | -0.80 |
Martin ratioReturn relative to average drawdown | 0.89 | 5.13 | -4.24 |
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
| SIVIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.84 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.68 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.11 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.11 | +0.31 |
Correlation
The correlation between SIVIX and SSSYX is 0.81, 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
SIVIX vs. SSSYX - Dividend Comparison
SIVIX's dividend yield for the trailing twelve months is around 18.23%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIVIX State Street Institutional Small-Cap Equity Fund | 18.23% | 17.59% | 10.99% | 7.77% | 4.87% | 16.56% | 3.16% | 6.27% | 19.92% | 9.35% | 3.38% | 13.07% |
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
SIVIX vs. SSSYX - Drawdown Comparison
The maximum SIVIX drawdown since its inception was -56.52%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SIVIX and SSSYX.
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Drawdown Indicators
| SIVIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.52% | -91.48% | +34.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.88% | -12.10% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -26.51% | -24.49% | -2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -43.92% | -91.48% | +47.56% |
Current DrawdownCurrent decline from peak | -10.92% | -8.88% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -4.20% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.49% | +1.49% |
Volatility
SIVIX vs. SSSYX - Volatility Comparison
State Street Institutional Small-Cap Equity Fund (SIVIX) has a higher volatility of 5.42% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that SIVIX'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
| SIVIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 4.24% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.13% | 9.08% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.99% | 18.10% | +3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.30% | 16.85% | +3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.09% | 124.43% | -103.34% |