SSBWX vs. SVSPX
SSBWX (State Street Target Retirement 2030 Fund) and SVSPX (State Street S&P 500 Index Fund Class N) are both mutual funds - SSBWX is a Target Retirement Date fund managed by State Street, while SVSPX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, SSBWX returned 8.96%/yr vs 15.42%/yr for SVSPX. Their correlation of 0.88 suggests significant overlap in exposure. SSBWX charges 0.15%/yr vs 0.16%/yr for SVSPX.
Performance
SSBWX vs. SVSPX - Performance Comparison
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Returns By Period
In the year-to-date period, SSBWX achieves a 7.53% return, which is significantly lower than SVSPX's 10.81% return. Over the past 10 years, SSBWX has underperformed SVSPX with an annualized return of 8.96%, while SVSPX has yielded a comparatively higher 15.42% annualized return.
SSBWX
- 1D
- -0.40%
- 1M
- 2.25%
- YTD
- 7.53%
- 6M
- 7.73%
- 1Y
- 18.22%
- 3Y*
- 13.82%
- 5Y*
- 6.29%
- 10Y*
- 8.96%
SVSPX
- 1D
- -0.74%
- 1M
- 4.16%
- YTD
- 10.81%
- 6M
- 10.84%
- 1Y
- 28.00%
- 3Y*
- 22.42%
- 5Y*
- 13.79%
- 10Y*
- 15.42%
SSBWX vs. SVSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSBWX State Street Target Retirement 2030 Fund | 7.53% | 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 | 10.81% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 31.27% | -4.87% | 21.71% |
Correlation
The correlation between SSBWX and SVSPX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.88 |
The correlation between SSBWX and SVSPX shifts across timeframes, from 0.70 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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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 | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.51 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 4.00 | -0.96 |
| Martin ratioReturn relative to average drawdown | 13.49 | 18.92 | -5.43 |
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
| SSBWX | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.81 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.83 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.86 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.58 | +0.14 |
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.
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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 | -6.20% | -8.93% | +2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -9.73% | -19.09% | +9.36% |
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 | -0.40% | -0.74% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -9.24% | +5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 2.88% | -1.49% |
Volatility
SSBWX vs. SVSPX - Volatility Comparison
The current volatility for State Street Target Retirement 2030 Fund (SSBWX) is 2.36%, while State Street S&P 500 Index Fund Class N (SVSPX) has a volatility of 3.20%. 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.
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Volatility by Period
| SSBWX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 3.20% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 5.97% | 10.29% | -4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.44% | 12.69% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 17.45% | -6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.33% | 18.34% | -7.01% |
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%.
Dividends
SSBWX vs. SVSPX - Dividend Comparison
SSBWX's dividend yield for the trailing twelve months is around 6.43%, less than SVSPX's 7.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSBWX State Street Target Retirement 2030 Fund | 6.43% | 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 | 7.49% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
Frequently Asked Questions
SSBWX and SVSPX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SVSPX has higher volatility (3.20%) compared to SSBWX (2.36%). In terms of maximum drawdown, SSBWX dropped -23.73% vs SVSPX's -55.76%.
SVSPX currently has the higher Sharpe Ratio (2.81 vs 2.53), 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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