SSAFX vs. SUSIX
SSAFX (State Street Aggregate Bond Index Portfolio) and SUSIX (State Street Institutional U.S. Equity Fund) are both mutual funds - SSAFX is a Intermediate Core Bond fund managed by State Street, while SUSIX is a Large Cap Blend Equities fund managed by State Street. Over the past 10 years, SSAFX returned 27.53%/yr vs 15.40%/yr for SUSIX. Their -0.05 correlation means they have often moved in opposite directions in the past. SSAFX charges 0.02%/yr vs 0.37%/yr for SUSIX.
Performance
SSAFX vs. SUSIX - Performance Comparison
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Returns By Period
In the year-to-date period, SSAFX achieves a -0.61% return, which is significantly lower than SUSIX's 7.61% return. Over the past 10 years, SSAFX has outperformed SUSIX with an annualized return of 27.53%, while SUSIX has yielded a comparatively lower 15.40% annualized return.
SSAFX
- 1D
- -0.27%
- 1M
- -1.14%
- 6M
- -0.69%
- YTD
- -0.61%
- 1Y
- 1.86%
- 3Y*
- 3.79%
- 5Y*
- -0.52%
- 10Y*
- 27.53%
- ALL TIME*
- 23.53%
SUSIX
- 1D
- 1.06%
- 1M
- 0.78%
- 6M
- 6.01%
- YTD
- 7.61%
- 1Y
- 17.68%
- 3Y*
- 18.77%
- 5Y*
- 12.17%
- 10Y*
- 15.40%
- ALL TIME*
- 9.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SSAFX vs. SUSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSAFX State Street Aggregate Bond Index Portfolio | -0.61% | 6.81% | 1.34% | 5.61% | -13.30% | -1.72% | 978.57% | 8.69% | -0.12% | 3.38% |
SUSIX State Street Institutional U.S. Equity Fund | 7.61% | 17.16% | 25.02% | 28.63% | -18.03% | 26.46% | 23.02% | 32.36% | -3.41% | 20.75% |
Correlation
The correlation between SSAFX and SUSIX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2014 | -0.05 |
The correlation between SSAFX and SUSIX shifts across timeframes, from -0.05 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SSAFX vs. SUSIX — Risk / Return Rank
SSAFX
SUSIX
SSAFX vs. SUSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Portfolio (SSAFX) and State Street Institutional U.S. Equity Fund (SUSIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSAFX | SUSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.47 | -0.49 |
| Martin ratioReturn relative to average drawdown | 2.46 | 6.03 | -3.58 |
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Drawdowns
SSAFX vs. SUSIX - Drawdown Comparison
The maximum SSAFX drawdown since its inception was -18.74%, smaller than the maximum SUSIX drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for SSAFX and SUSIX.
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Drawdown Indicators
| SSAFX | SUSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -51.69% | +32.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.74% | -10.69% | +7.95% |
Max Drawdown (3Y)Largest decline over 3 years | -4.97% | -18.71% | +13.74% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -24.45% | +6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -18.74% | -32.62% | +13.88% |
Current DrawdownCurrent decline from peak | -3.62% | -0.83% | -2.79% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -7.75% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 2.60% | -1.50% |
Volatility
SSAFX vs. SUSIX - Volatility Comparison
The current volatility for State Street Aggregate Bond Index Portfolio (SSAFX) is 0.98%, while State Street Institutional U.S. Equity Fund (SUSIX) has a volatility of 3.89%. This indicates that SSAFX experiences smaller price fluctuations and is considered to be less risky than SUSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSAFX | SUSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 3.89% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 10.36% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 13.07% | -9.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.95% | 17.40% | -11.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 277.46% | 18.02% | +259.44% |
SSAFX vs. SUSIX - Expense Ratio Comparison
SSAFX has a 0.02% expense ratio, which is lower than SUSIX's 0.37% expense ratio.
Dividends
SSAFX vs. SUSIX - Dividend Comparison
SSAFX's dividend yield for the trailing twelve months is around 3.88%, less than SUSIX's 7.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSAFX State Street Aggregate Bond Index Portfolio | 3.88% | 3.70% | 3.76% | 3.16% | 2.49% | 1.90% | 2.41% | 2.88% | 2.82% | 2.42% | 2.21% | 3.21% |
SUSIX State Street Institutional U.S. Equity Fund | 7.05% | 7.58% | 15.35% | 1.66% | 57.55% | 13.56% | 4.65% | 6.40% | 16.03% | 26.98% | 6.88% | 21.28% |
Frequently Asked Questions
SSAFX and SUSIX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUSIX has higher volatility (3.89%) compared to SSAFX (0.98%). In terms of maximum drawdown, SSAFX dropped -18.74% vs SUSIX's -51.69%.
SUSIX currently has the higher Sharpe Ratio (1.20 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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