SSBRX vs. SVSPX
Compare and contrast key facts about State Street Target Retirement 2025 Fund (SSBRX) and State Street S&P 500 Index Fund Class N (SVSPX).
SSBRX is managed by State Street. It was launched on Sep 29, 2014. SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992.
Performance
SSBRX vs. SVSPX - Performance Comparison
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SSBRX vs. SVSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSBRX State Street Target Retirement 2025 Fund | 0.24% | 12.93% | 8.73% | 13.61% | -15.51% | 10.03% | 14.68% | 20.73% | -5.47% | 14.32% |
SVSPX State Street S&P 500 Index Fund Class N | -4.37% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 31.27% | -4.87% | 21.71% |
Returns By Period
In the year-to-date period, SSBRX achieves a 0.24% return, which is significantly higher than SVSPX's -4.37% return. Over the past 10 years, SSBRX has underperformed SVSPX with an annualized return of 7.51%, while SVSPX has yielded a comparatively higher 13.92% annualized return.
SSBRX
- 1D
- 1.04%
- 1M
- -2.84%
- YTD
- 0.24%
- 6M
- 1.62%
- 1Y
- 11.69%
- 3Y*
- 10.00%
- 5Y*
- 4.81%
- 10Y*
- 7.51%
SVSPX
- 1D
- 2.93%
- 1M
- -5.04%
- YTD
- -4.37%
- 6M
- -2.09%
- 1Y
- 17.31%
- 3Y*
- 18.28%
- 5Y*
- 11.67%
- 10Y*
- 13.92%
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SSBRX vs. SVSPX - Expense Ratio Comparison
SSBRX has a 0.13% expense ratio, which is lower than SVSPX's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SSBRX vs. SVSPX — Risk / Return Rank
SSBRX
SVSPX
SSBRX vs. SVSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2025 Fund (SSBRX) and State Street S&P 500 Index Fund Class N (SVSPX). 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.
| SSBRX | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.06 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.25 | 1.71 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 0.43 | +1.58 |
Martin ratioReturn relative to average drawdown | 9.90 | 1.65 | +8.25 |
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
| SSBRX | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.06 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.70 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.78 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.56 | +0.13 |
Correlation
The correlation between SSBRX and SVSPX is 0.88, 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
SSBRX vs. SVSPX - Dividend Comparison
SSBRX's dividend yield for the trailing twelve months is around 6.05%, less than SVSPX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSBRX State Street Target Retirement 2025 Fund | 6.05% | 6.07% | 6.67% | 4.60% | 6.60% | 6.44% | 4.74% | 6.58% | 5.35% | 0.60% | 1.84% | 2.38% |
SVSPX State Street S&P 500 Index Fund Class N | 8.68% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
Drawdowns
SSBRX vs. SVSPX - Drawdown Comparison
The maximum SSBRX drawdown since its inception was -21.96%, smaller than the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for SSBRX and SVSPX.
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Drawdown Indicators
| SSBRX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.96% | -55.76% | +33.80% |
Max Drawdown (1Y)Largest decline over 1 year | -5.98% | -12.15% | +6.17% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -24.59% | +3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -21.96% | -33.69% | +11.73% |
Current DrawdownCurrent decline from peak | -3.21% | -6.26% | +3.05% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -9.28% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 5.01% | -3.79% |
Volatility
SSBRX vs. SVSPX - Volatility Comparison
The current volatility for State Street Target Retirement 2025 Fund (SSBRX) is 2.68%, while State Street S&P 500 Index Fund Class N (SVSPX) has a volatility of 5.01%. This indicates that SSBRX experiences smaller price fluctuations and is considered to be less risky than SVSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSBRX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 5.01% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 4.21% | 9.75% | -5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.61% | 20.72% | -13.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.85% | 17.41% | -8.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.83% | 18.30% | -8.47% |