SSEYX vs. AMRMX
Compare and contrast key facts about State Street Equity 500 Index II Portfolio (SSEYX) and American Funds American Mutual Fund Class A (AMRMX).
SSEYX is managed by State Street. It was launched on Aug 11, 2014. AMRMX is managed by American Funds. It was launched on Feb 21, 1950.
Performance
SSEYX vs. AMRMX - Performance Comparison
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SSEYX vs. AMRMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEYX State Street Equity 500 Index II Portfolio | -4.34% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -4.54% | 21.72% |
AMRMX American Funds American Mutual Fund Class A | -1.34% | 16.08% | 14.93% | 9.43% | -4.49% | 24.99% | 4.52% | 21.53% | -2.25% | 17.53% |
Returns By Period
In the year-to-date period, SSEYX achieves a -4.34% return, which is significantly lower than AMRMX's -1.34% return. Over the past 10 years, SSEYX has outperformed AMRMX with an annualized return of 13.99%, while AMRMX has yielded a comparatively lower 10.65% annualized return.
SSEYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.39%
- 1Y
- 17.01%
- 3Y*
- 18.20%
- 5Y*
- 11.70%
- 10Y*
- 13.99%
AMRMX
- 1D
- 1.86%
- 1M
- -6.04%
- YTD
- -1.34%
- 6M
- -0.16%
- 1Y
- 11.67%
- 3Y*
- 12.66%
- 5Y*
- 9.60%
- 10Y*
- 10.65%
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SSEYX vs. AMRMX - Expense Ratio Comparison
SSEYX has a 0.02% expense ratio, which is lower than AMRMX's 0.58% expense ratio.
Return for Risk
SSEYX vs. AMRMX — Risk / Return Rank
SSEYX
AMRMX
SSEYX vs. AMRMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index II Portfolio (SSEYX) and American Funds American Mutual Fund Class A (AMRMX). 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.
| SSEYX | AMRMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.86 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.28 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.25 | +0.25 |
Martin ratioReturn relative to average drawdown | 7.19 | 5.35 | +1.83 |
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
| SSEYX | AMRMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.86 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.77 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.76 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.70 | +0.02 |
Correlation
The correlation between SSEYX and AMRMX 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
SSEYX vs. AMRMX - Dividend Comparison
SSEYX's dividend yield for the trailing twelve months is around 1.45%, less than AMRMX's 7.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSEYX State Street Equity 500 Index II Portfolio | 1.45% | 1.38% | 1.93% | 1.46% | 1.57% | 2.48% | 3.63% | 2.36% | 5.91% | 5.37% | 2.29% | 3.47% |
AMRMX American Funds American Mutual Fund Class A | 7.68% | 7.55% | 6.27% | 3.75% | 4.88% | 4.65% | 1.74% | 4.60% | 6.44% | 5.96% | 4.83% | 6.54% |
Drawdowns
SSEYX vs. AMRMX - Drawdown Comparison
The maximum SSEYX drawdown since its inception was -33.75%, smaller than the maximum AMRMX drawdown of -48.75%. Use the drawdown chart below to compare losses from any high point for SSEYX and AMRMX.
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Drawdown Indicators
| SSEYX | AMRMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -48.75% | +15.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -10.24% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -15.31% | -9.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -29.81% | -3.94% |
Current DrawdownCurrent decline from peak | -6.22% | -6.21% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -4.98% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.38% | +0.14% |
Volatility
SSEYX vs. AMRMX - Volatility Comparison
State Street Equity 500 Index II Portfolio (SSEYX) has a higher volatility of 5.34% compared to American Funds American Mutual Fund Class A (AMRMX) at 4.03%. This indicates that SSEYX's price experiences larger fluctuations and is considered to be riskier than AMRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSEYX | AMRMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.03% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 7.55% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 13.90% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 12.50% | +4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 14.11% | +3.94% |