SSCNX vs. SVSPX
Compare and contrast key facts about State Street Target Retirement 2040 Fund (SSCNX) and State Street S&P 500 Index Fund Class N (SVSPX).
SSCNX 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
SSCNX vs. SVSPX - Performance Comparison
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SSCNX vs. SVSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSCNX State Street Target Retirement 2040 Fund | -1.28% | 19.00% | 11.21% | 17.68% | -18.55% | 11.75% | 18.72% | 24.61% | -7.45% | 18.32% |
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, SSCNX achieves a -1.28% return, which is significantly higher than SVSPX's -4.37% return. Over the past 10 years, SSCNX has underperformed SVSPX with an annualized return of 9.34%, while SVSPX has yielded a comparatively higher 13.92% annualized return.
SSCNX
- 1D
- 1.98%
- 1M
- -5.09%
- YTD
- -1.28%
- 6M
- 0.77%
- 1Y
- 16.82%
- 3Y*
- 13.03%
- 5Y*
- 6.14%
- 10Y*
- 9.34%
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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SSCNX vs. SVSPX - Expense Ratio Comparison
SSCNX has a 0.20% expense ratio, which is higher than SVSPX's 0.16% expense ratio. However, 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
SSCNX vs. SVSPX — Risk / Return Rank
SSCNX
SVSPX
SSCNX vs. SVSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2040 Fund (SSCNX) 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.
| SSCNX | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.06 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.71 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 0.43 | +1.39 |
Martin ratioReturn relative to average drawdown | 8.13 | 1.65 | +6.49 |
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
| SSCNX | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.06 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.70 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.78 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.56 | +0.07 |
Correlation
The correlation between SSCNX and SVSPX is 0.89, 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
SSCNX vs. SVSPX - Dividend Comparison
SSCNX's dividend yield for the trailing twelve months is around 7.30%, less than SVSPX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSCNX State Street Target Retirement 2040 Fund | 7.30% | 7.21% | 4.97% | 3.78% | 5.39% | 5.58% | 4.63% | 6.31% | 5.11% | 0.38% | 1.77% | 1.96% |
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
SSCNX vs. SVSPX - Drawdown Comparison
The maximum SSCNX drawdown since its inception was -27.49%, smaller than the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for SSCNX and SVSPX.
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Drawdown Indicators
| SSCNX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.49% | -55.76% | +28.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -12.15% | +2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -26.14% | -24.59% | -1.55% |
Max Drawdown (10Y)Largest decline over 10 years | -27.49% | -33.69% | +6.20% |
Current DrawdownCurrent decline from peak | -6.01% | -6.26% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -9.28% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 5.01% | -2.89% |
Volatility
SSCNX vs. SVSPX - Volatility Comparison
The current volatility for State Street Target Retirement 2040 Fund (SSCNX) is 4.74%, while State Street S&P 500 Index Fund Class N (SVSPX) has a volatility of 5.01%. This indicates that SSCNX 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
| SSCNX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 5.01% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.42% | 9.75% | -2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 20.72% | -7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 17.41% | -4.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.43% | 18.30% | -4.87% |