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SSDDX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SSDDX and ^GSPC 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.


-0.50.00.51.00.9

Performance

SSDDX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Target Retirement 2045 Fund (SSDDX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.66%
6.72%
SSDDX
^GSPC

Key characteristics

Sharpe Ratio

SSDDX:

1.08

^GSPC:

1.62

Sortino Ratio

SSDDX:

1.48

^GSPC:

2.20

Omega Ratio

SSDDX:

1.20

^GSPC:

1.30

Calmar Ratio

SSDDX:

0.95

^GSPC:

2.46

Martin Ratio

SSDDX:

4.60

^GSPC:

10.01

Ulcer Index

SSDDX:

2.50%

^GSPC:

2.08%

Daily Std Dev

SSDDX:

10.65%

^GSPC:

12.88%

Max Drawdown

SSDDX:

-29.88%

^GSPC:

-56.78%

Current Drawdown

SSDDX:

-3.33%

^GSPC:

-2.13%

Returns By Period

In the year-to-date period, SSDDX achieves a 3.53% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, SSDDX has underperformed ^GSPC with an annualized return of 5.90%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.


SSDDX

YTD

3.53%

1M

0.73%

6M

0.66%

1Y

10.17%

5Y*

5.17%

10Y*

5.90%

^GSPC

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

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Risk-Adjusted Performance

SSDDX vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSDDX
The Risk-Adjusted Performance Rank of SSDDX is 5959
Overall Rank
The Sharpe Ratio Rank of SSDDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SSDDX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SSDDX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SSDDX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SSDDX is 6262
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SSDDX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2045 Fund (SSDDX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for SSDDX, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.001.081.62
The chart of Sortino ratio for SSDDX, currently valued at 1.48, compared to the broader market0.002.004.006.008.0010.0012.001.482.20
The chart of Omega ratio for SSDDX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.30
The chart of Calmar ratio for SSDDX, currently valued at 0.95, compared to the broader market0.005.0010.0015.0020.000.952.46
The chart of Martin ratio for SSDDX, currently valued at 4.60, compared to the broader market0.0020.0040.0060.0080.004.6010.01
SSDDX
^GSPC

The current SSDDX Sharpe Ratio is 1.08, which is lower than the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of SSDDX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.08
1.62
SSDDX
^GSPC

Drawdowns

SSDDX vs. ^GSPC - Drawdown Comparison

The maximum SSDDX drawdown since its inception was -29.88%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SSDDX and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.33%
-2.13%
SSDDX
^GSPC

Volatility

SSDDX vs. ^GSPC - Volatility Comparison

The current volatility for State Street Target Retirement 2045 Fund (SSDDX) is 2.61%, while S&P 500 (^GSPC) has a volatility of 3.43%. This indicates that SSDDX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.61%
3.43%
SSDDX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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