SPIIX vs. SSEYX
Compare and contrast key facts about SEI S&P 500 Index Fund Class I (SPIIX) and State Street Equity 500 Index II Portfolio (SSEYX).
SPIIX is a passively managed fund by SEI that tracks the performance of the S&P 500 Index. It was launched on Jun 28, 2002. SSEYX is managed by State Street. It was launched on Aug 11, 2014.
Performance
SPIIX vs. SSEYX - Performance Comparison
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SPIIX vs. SSEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPIIX SEI S&P 500 Index Fund Class I | -4.52% | 16.97% | 24.11% | 25.49% | -18.84% | 28.04% | 17.66% | 30.72% | -5.00% | 21.06% |
SSEYX State Street Equity 500 Index II Portfolio | -4.34% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -4.54% | 21.72% |
Returns By Period
The year-to-date returns for both investments are quite close, with SPIIX having a -4.52% return and SSEYX slightly higher at -4.34%. Over the past 10 years, SPIIX has underperformed SSEYX with an annualized return of 13.32%, while SSEYX has yielded a comparatively higher 13.99% annualized return.
SPIIX
- 1D
- 2.92%
- 1M
- -5.07%
- YTD
- -4.52%
- 6M
- -2.57%
- 1Y
- 16.44%
- 3Y*
- 17.47%
- 5Y*
- 11.00%
- 10Y*
- 13.32%
SSEYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.39%
- 1Y
- 17.01%
- 3Y*
- 18.20%
- 5Y*
- 11.70%
- 10Y*
- 13.99%
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SPIIX vs. SSEYX - Expense Ratio Comparison
SPIIX has a 0.65% expense ratio, which is higher than SSEYX's 0.02% expense ratio.
Return for Risk
SPIIX vs. SSEYX — Risk / Return Rank
SPIIX
SSEYX
SPIIX vs. SSEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI S&P 500 Index Fund Class I (SPIIX) and State Street Equity 500 Index II Portfolio (SSEYX). 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.
| SPIIX | SSEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.96 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.47 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.50 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.86 | 7.19 | -0.32 |
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
| SPIIX | SSEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.96 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.70 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.78 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.72 | -0.18 |
Correlation
The correlation between SPIIX and SSEYX is 0.99, 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
SPIIX vs. SSEYX - Dividend Comparison
SPIIX's dividend yield for the trailing twelve months is around 8.82%, more than SSEYX's 1.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPIIX SEI S&P 500 Index Fund Class I | 8.82% | 8.42% | 12.20% | 4.10% | 10.27% | 7.03% | 5.78% | 4.04% | 3.90% | 2.08% | 4.34% | 1.53% |
SSEYX State Street Equity 500 Index II Portfolio | 1.45% | 1.38% | 1.93% | 1.46% | 1.57% | 2.48% | 3.63% | 2.36% | 5.91% | 5.37% | 2.29% | 3.47% |
Drawdowns
SPIIX vs. SSEYX - Drawdown Comparison
The maximum SPIIX drawdown since its inception was -55.78%, which is greater than SSEYX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SPIIX and SSEYX.
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Drawdown Indicators
| SPIIX | SSEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.78% | -33.75% | -22.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -12.10% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.70% | -24.52% | -1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -33.85% | -33.75% | -0.10% |
Current DrawdownCurrent decline from peak | -6.37% | -6.22% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -4.14% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.52% | +0.03% |
Volatility
SPIIX vs. SSEYX - Volatility Comparison
SEI S&P 500 Index Fund Class I (SPIIX) and State Street Equity 500 Index II Portfolio (SSEYX) have volatilities of 5.34% and 5.34%, 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
| SPIIX | SSEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 5.34% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 9.51% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 18.29% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 16.92% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 18.05% | +0.81% |