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SSDJX vs. SVSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SSDJX vs. SVSPX

Last updated Apr 2, 2026

Compare and contrast key facts about State Street Target Retirement 2050 Fund (SSDJX) and State Street S&P 500 Index Fund Class N (SVSPX).

SSDJX 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

SSDJX vs. SVSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Target Retirement 2050 Fund (SSDJX) and State Street S&P 500 Index Fund Class N (SVSPX). The values are adjusted to include any dividend payments, if applicable.

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SSDJX vs. SVSPX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SSDJX
State Street Target Retirement 2050 Fund		-1.36%20.71%12.35%19.18%-19.24%13.12%19.69%25.73%-8.12%18.90%
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, SSDJX achieves a -1.36% return, which is significantly higher than SVSPX's -4.37% return. Over the past 10 years, SSDJX has underperformed SVSPX with an annualized return of 9.99%, while SVSPX has yielded a comparatively higher 13.92% annualized return.

SSDJX

1D
2.21%
1M
-5.66%
YTD
-1.36%
6M
0.81%
1Y
18.83%
3Y*
14.33%
5Y*
6.81%
10Y*
9.99%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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State Street Target Retirement 2050 Fund

State Street S&P 500 Index Fund Class N

Often compared with SSDJX:
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Often compared with SVSPX:
SVSPX vs. FXAIXSVSPX vs. VTSAXSVSPX vs. VOOSVSPX vs. SPYSVSPX vs. VIIIXSVSPX vs. VFIAXSVSPX vs. SSEYX

SSDJX vs. SVSPX - Expense Ratio Comparison

SSDJX has a 0.21% 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%.

SSDJX
State Street Target Retirement 2050 Fund
SVSPX
State Street S&P 500 Index Fund Class N

Return for Risk

SSDJX vs. SVSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SSDJX
SSDJX Risk / Return Rank: 7272
Overall Rank
SSDJX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SSDJX Sortino Ratio Rank: 7272
Sortino Ratio Rank
SSDJX Omega Ratio Rank: 7272
Omega Ratio Rank
SSDJX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SSDJX Martin Ratio Rank: 7777
Martin Ratio Rank
SVSPX
SVSPX Risk / Return Rank: 4343
Overall Rank
SVSPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SVSPX Sortino Ratio Rank: 6666
Sortino Ratio Rank
SVSPX Omega Ratio Rank: 6363
Omega Ratio Rank
SVSPX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SVSPX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSDJX vs. SVSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2050 Fund (SSDJX) 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.

SSDJXSVSPXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.06

+0.25

Sortino ratio

Return per unit of downside risk

1.91

1.71

+0.20

Omega ratio

Gain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratio

Return relative to maximum drawdown

1.80

0.43

+1.36

Martin ratio

Return relative to average drawdown

8.16

1.65

+6.51

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSDJX vs. SVSPX - Sharpe Ratio Comparison

The current SSDJX Sharpe Ratio is 1.31, which is comparable to the SVSPX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SSDJX and SVSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SSDJXSVSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.06

+0.25

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

0.68

0.78

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.56

+0.05

Correlation

The correlation between SSDJX and SVSPX is 0.90, 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

SSDJX vs. SVSPX - Dividend Comparison

SSDJX's dividend yield for the trailing twelve months is around 6.13%, less than SVSPX's 8.68% yield.

TTM20252024202320222021202020192018201720162015
SSDJX
State Street Target Retirement 2050 Fund		6.13%6.05%4.63%3.13%5.47%4.87%4.13%6.79%5.05%0.45%1.73%1.86%
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

SSDJX vs. SVSPX - Drawdown Comparison

The maximum SSDJX drawdown since its inception was -29.95%, smaller than the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for SSDJX and SVSPX.

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Drawdown Indicators

SSDJXSVSPXDifference

Max Drawdown

Largest peak-to-trough decline

-29.95%

-55.76%

+25.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-12.15%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-27.45%

-24.59%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-29.95%

-33.69%

+3.74%

Current Drawdown

Current decline from peak

-6.66%

-6.26%

-0.40%

Average Drawdown

Average peak-to-trough decline

-5.11%

-9.28%

+4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

5.01%

-2.65%

Volatility

SSDJX vs. SVSPX - Volatility Comparison

State Street Target Retirement 2050 Fund (SSDJX) has a higher volatility of 5.32% compared to State Street S&P 500 Index Fund Class N (SVSPX) at 5.01%. This indicates that SSDJX's price experiences larger fluctuations and is considered to be riskier 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

SSDJXSVSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

5.01%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

9.75%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

20.72%

-5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

17.41%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

18.30%

-3.58%