PortfoliosLab logoPortfoliosLab logo
SSAIX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSAIX vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street International Stock Selection Fund (SSAIX) and State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SSAIX vs. SSSYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSAIX
State Street International Stock Selection Fund
2.65%31.50%7.90%17.53%-13.60%12.77%2.88%16.78%-17.69%22.21%
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, SSAIX achieves a 2.65% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, SSAIX has underperformed SSSYX with an annualized return of 7.86%, while SSSYX has yielded a comparatively higher 14.02% annualized return.


SSAIX

1D
2.44%
1M
-6.67%
YTD
2.65%
6M
1.24%
1Y
23.63%
3Y*
16.64%
5Y*
9.35%
10Y*
7.86%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SSAIX vs. SSSYX - Expense Ratio Comparison

SSAIX has a 1.00% expense ratio, which is higher than SSSYX's 0.02% expense ratio.


Return for Risk

SSAIX vs. SSSYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSAIX
SSAIX Risk / Return Rank: 7777
Overall Rank
SSAIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SSAIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
SSAIX Omega Ratio Rank: 7979
Omega Ratio Rank
SSAIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SSAIX Martin Ratio Rank: 8080
Martin Ratio Rank

SSSYX
SSSYX Risk / Return Rank: 5959
Overall Rank
SSSYX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5555
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSAIX vs. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street International Stock Selection Fund (SSAIX) 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.


SSAIXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

1.43

0.97

+0.45

Sortino ratio

Return per unit of downside risk

1.79

1.49

+0.30

Omega ratio

Gain probability vs. loss probability

1.32

1.23

+0.09

Calmar ratio

Return relative to maximum drawdown

2.32

1.52

+0.80

Martin ratio

Return relative to average drawdown

8.41

7.30

+1.11

SSAIX vs. SSSYX - Sharpe Ratio Comparison

The current SSAIX Sharpe Ratio is 1.43, which is higher than the SSSYX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SSAIX and SSSYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SSAIXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

0.97

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.70

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.11

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.11

+0.16

Correlation

The correlation between SSAIX and SSSYX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SSAIX vs. SSSYX - Dividend Comparison

SSAIX has not paid dividends to shareholders, while SSSYX's dividend yield for the trailing twelve months is around 1.51%.


TTM20252024202320222021202020192018201720162015
SSAIX
State Street International Stock Selection Fund
0.00%0.00%3.64%5.68%3.47%4.55%1.88%3.34%5.99%3.63%2.74%2.55%
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

SSAIX vs. SSSYX - Drawdown Comparison

The maximum SSAIX drawdown since its inception was -61.30%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SSAIX and SSSYX.


Loading graphics...

Drawdown Indicators


SSAIXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-61.30%

-91.48%

+30.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-12.10%

+1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-29.25%

-24.49%

-4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.34%

-91.48%

+50.14%

Current Drawdown

Current decline from peak

-8.81%

-6.22%

-2.59%

Average Drawdown

Average peak-to-trough decline

-15.88%

-4.20%

-11.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.52%

+1.07%

Volatility

SSAIX vs. SSSYX - Volatility Comparison

State Street International Stock Selection Fund (SSAIX) has a higher volatility of 6.61% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that SSAIX'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.


Loading graphics...

Volatility by Period


SSAIXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

5.34%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

9.53%

+4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.93%

18.29%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

16.89%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

124.43%

-107.44%