SSDDX vs. SSSYX
Compare and contrast key facts about State Street Target Retirement 2045 Fund (SSDDX) and State Street Equity 500 Index Fund Class K (SSSYX).
SSDDX is managed by State Street. It was launched on Sep 29, 2014. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
SSDDX vs. SSSYX - Performance Comparison
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SSDDX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSDDX State Street Target Retirement 2045 Fund | -1.39% | 19.92% | 11.80% | 18.48% | -18.97% | 13.08% | 19.28% | 25.41% | -7.95% | 19.14% |
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, SSDDX achieves a -1.39% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, SSDDX has underperformed SSSYX with an annualized return of 9.80%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
SSDDX
- 1D
- 2.06%
- 1M
- -5.43%
- YTD
- -1.39%
- 6M
- 0.71%
- 1Y
- 17.78%
- 3Y*
- 13.68%
- 5Y*
- 6.58%
- 10Y*
- 9.80%
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%
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SSDDX vs. SSSYX - Expense Ratio Comparison
SSDDX has a 0.18% expense ratio, which is higher than SSSYX's 0.02% 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
SSDDX vs. SSSYX — Risk / Return Rank
SSDDX
SSSYX
SSDDX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2045 Fund (SSDDX) 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.
| SSDDX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.97 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.49 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.52 | +0.29 |
Martin ratioReturn relative to average drawdown | 8.14 | 7.30 | +0.84 |
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
| SSDDX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.97 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.70 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.11 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.11 | +0.51 |
Correlation
The correlation between SSDDX and SSSYX is 0.92, 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
SSDDX vs. SSSYX - Dividend Comparison
SSDDX's dividend yield for the trailing twelve months is around 6.76%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSDDX State Street Target Retirement 2045 Fund | 6.76% | 6.67% | 4.90% | 3.56% | 5.36% | 4.88% | 4.04% | 6.21% | 5.00% | 0.43% | 1.72% | 1.87% |
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
SSDDX vs. SSSYX - Drawdown Comparison
The maximum SSDDX drawdown since its inception was -29.22%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SSDDX and SSSYX.
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Drawdown Indicators
| SSDDX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.22% | -91.48% | +62.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -12.10% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -26.80% | -24.49% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -29.22% | -91.48% | +62.26% |
Current DrawdownCurrent decline from peak | -6.41% | -6.22% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -4.20% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.52% | -0.28% |
Volatility
SSDDX vs. SSSYX - Volatility Comparison
The current volatility for State Street Target Retirement 2045 Fund (SSDDX) is 5.07%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that SSDDX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSDDX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 5.34% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 9.53% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 18.29% | -4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 16.89% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.22% | 124.43% | -110.21% |