SSBWX vs. SVSPX
Compare and contrast key facts about State Street Target Retirement 2030 Fund (SSBWX) and State Street S&P 500 Index Fund Class N (SVSPX).
SSBWX 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
SSBWX vs. SVSPX - Performance Comparison
Loading graphics...
SSBWX vs. SVSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSBWX State Street Target Retirement 2030 Fund | -2.15% | 15.92% | 9.76% | 15.66% | -17.17% | 10.75% | 17.27% | 22.52% | -6.23% | 16.05% |
SVSPX State Street S&P 500 Index Fund Class N | -7.09% | 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, SSBWX achieves a -2.15% return, which is significantly higher than SVSPX's -7.09% return. Over the past 10 years, SSBWX has underperformed SVSPX with an annualized return of 8.20%, while SVSPX has yielded a comparatively higher 13.59% annualized return.
SSBWX
- 1D
- 0.22%
- 1M
- -5.86%
- YTD
- -2.15%
- 6M
- -0.22%
- 1Y
- 12.47%
- 3Y*
- 10.79%
- 5Y*
- 5.35%
- 10Y*
- 8.20%
SVSPX
- 1D
- -2.06%
- 1M
- -8.10%
- YTD
- -7.09%
- 6M
- -4.55%
- 1Y
- 14.41%
- 3Y*
- 17.15%
- 5Y*
- 11.29%
- 10Y*
- 13.59%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SSBWX vs. SVSPX - Expense Ratio Comparison
SSBWX has a 0.15% 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
SSBWX vs. SVSPX — Risk / Return Rank
SSBWX
SVSPX
SSBWX vs. SVSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2030 Fund (SSBWX) 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.
| SSBWX | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.77 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.29 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.30 | +1.24 |
Martin ratioReturn relative to average drawdown | 7.23 | 1.15 | +6.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SSBWX | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.77 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.68 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.76 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.55 | +0.10 |
Correlation
The correlation between SSBWX 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
SSBWX vs. SVSPX - Dividend Comparison
SSBWX's dividend yield for the trailing twelve months is around 7.06%, less than SVSPX's 8.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSBWX State Street Target Retirement 2030 Fund | 7.06% | 6.91% | 6.16% | 4.11% | 5.78% | 6.18% | 4.92% | 6.65% | 5.24% | 0.46% | 1.75% | 2.11% |
SVSPX State Street S&P 500 Index Fund Class N | 8.93% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
Drawdowns
SSBWX vs. SVSPX - Drawdown Comparison
The maximum SSBWX drawdown since its inception was -23.73%, smaller than the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for SSBWX and SVSPX.
Loading graphics...
Drawdown Indicators
| SSBWX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.73% | -55.76% | +32.03% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -12.15% | +4.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -24.59% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -23.73% | -33.69% | +9.96% |
Current DrawdownCurrent decline from peak | -5.99% | -8.93% | +2.94% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -9.28% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 4.99% | -3.37% |
Volatility
SSBWX vs. SVSPX - Volatility Comparison
The current volatility for State Street Target Retirement 2030 Fund (SSBWX) is 3.32%, while State Street S&P 500 Index Fund Class N (SVSPX) has a volatility of 3.96%. This indicates that SSBWX 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.
Loading graphics...
Volatility by Period
| SSBWX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.96% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 5.53% | 9.32% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 20.53% | -10.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.62% | 17.36% | -6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.31% | 18.28% | -6.97% |