SSDWX vs. SSEYX
SSDWX (State Street Target Retirement 2060 Fund) and SSEYX (State Street Equity 500 Index II Portfolio) are both mutual funds - SSDWX is a Target Retirement Date fund managed by State Street, while SSEYX is a Large Cap Blend Equities fund managed by State Street. Over the past 10 years, SSDWX returned 11.04%/yr vs 15.08%/yr for SSEYX. Their correlation of 0.92 suggests significant overlap in exposure. SSDWX charges 0.18%/yr vs 0.02%/yr for SSEYX.
Performance
SSDWX vs. SSEYX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SSDWX having a 10.31% return and SSEYX slightly higher at 10.46%. Over the past 10 years, SSDWX has underperformed SSEYX with an annualized return of 11.04%, while SSEYX has yielded a comparatively higher 15.08% annualized return.
SSDWX
- 1D
- -0.84%
- 1M
- 0.00%
- 6M
- 7.53%
- YTD
- 10.31%
- 1Y
- 20.96%
- 3Y*
- 16.29%
- 5Y*
- 8.29%
- 10Y*
- 11.04%
SSEYX
- 1D
- -0.79%
- 1M
- 1.22%
- 6M
- 8.54%
- YTD
- 10.46%
- 1Y
- 20.98%
- 3Y*
- 20.07%
- 5Y*
- 12.95%
- 10Y*
- 15.08%
SSDWX vs. SSEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSDWX State Street Target Retirement 2060 Fund | 10.31% | 21.16% | 12.53% | 19.24% | -19.20% | 13.74% | 19.62% | 25.85% | -8.11% | 21.45% |
SSEYX State Street Equity 500 Index II Portfolio | 10.46% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -4.54% | 21.72% |
Correlation
The correlation between SSDWX and SSEYX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.92 |
The correlation between SSDWX and SSEYX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
SSDWX vs. SSEYX — Risk / Return Rank
SSDWX
SSEYX
SSDWX vs. SSEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2060 Fund (SSDWX) and State Street Equity 500 Index II Portfolio (SSEYX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSDWX | SSEYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.39 | -0.01 |
| Martin ratioReturn relative to average drawdown | 9.83 | 10.49 | -0.66 |
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Drawdowns
SSDWX vs. SSEYX - Drawdown Comparison
The maximum SSDWX drawdown since its inception was -29.88%, smaller than the maximum SSEYX drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SSDWX and SSEYX.
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Drawdown Indicators
| SSDWX | SSEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.88% | -33.75% | +3.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -8.88% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -15.10% | -18.74% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -27.39% | -24.52% | -2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -29.88% | -33.75% | +3.87% |
Current DrawdownCurrent decline from peak | -1.53% | -1.11% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -4.07% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.02% | +0.13% |
Volatility
SSDWX vs. SSEYX - Volatility Comparison
State Street Target Retirement 2060 Fund (SSDWX) and State Street Equity 500 Index II Portfolio (SSEYX) have volatilities of 3.99% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSDWX | SSEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 3.97% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 9.98% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.10% | 12.55% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 17.02% | -2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 18.05% | -3.22% |
SSDWX vs. SSEYX - Expense Ratio Comparison
SSDWX has a 0.18% expense ratio, which is higher than SSEYX'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%.
Dividends
SSDWX vs. SSEYX - Dividend Comparison
SSDWX's dividend yield for the trailing twelve months is around 4.06%, more than SSEYX's 1.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSDWX State Street Target Retirement 2060 Fund | 4.06% | 4.48% | 4.11% | 2.73% | 4.23% | 4.05% | 2.02% | 3.26% | 6.40% | 2.88% | 2.71% | 3.23% |
SSEYX State Street Equity 500 Index II Portfolio | 1.25% | 1.38% | 1.93% | 1.46% | 1.57% | 2.48% | 3.63% | 2.36% | 5.91% | 5.37% | 2.29% | 3.47% |
Frequently Asked Questions
With a correlation of 0.92, SSDWX and SSEYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SSDWX has higher volatility (3.99%) compared to SSEYX (3.97%). In terms of maximum drawdown, SSDWX dropped -29.88% vs SSEYX's -33.75%.
SSDWX currently has the higher Sharpe Ratio (1.76 vs 1.70), 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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