SSEYX vs. DFIEX
Compare and contrast key facts about State Street Equity 500 Index II Portfolio (SSEYX) and DFA International Core Equity Portfolio I (DFIEX).
SSEYX is managed by State Street. It was launched on Aug 11, 2014. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
SSEYX vs. DFIEX - Performance Comparison
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SSEYX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, SSEYX achieves a -4.34% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, SSEYX has outperformed DFIEX with an annualized return of 13.99%, while DFIEX has yielded a comparatively lower 9.64% 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%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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SSEYX vs. DFIEX - Expense Ratio Comparison
SSEYX has a 0.02% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, 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
SSEYX vs. DFIEX — Risk / Return Rank
SSEYX
DFIEX
SSEYX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index II Portfolio (SSEYX) and DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.95 | -0.99 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.55 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.57 | -1.08 |
Martin ratioReturn relative to average drawdown | 7.19 | 10.07 | -2.89 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.95 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.60 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.59 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.35 | +0.37 |
Correlation
The correlation between SSEYX and DFIEX is 0.76, 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. DFIEX - Dividend Comparison
SSEYX's dividend yield for the trailing twelve months is around 1.45%, less than DFIEX's 3.14% 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% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
SSEYX vs. DFIEX - Drawdown Comparison
The maximum SSEYX drawdown since its inception was -33.75%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SSEYX and DFIEX.
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Drawdown Indicators
| SSEYX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -62.22% | +28.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -11.01% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -28.66% | +4.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -41.04% | +7.29% |
Current DrawdownCurrent decline from peak | -6.22% | -7.75% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -12.26% | +8.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.81% | -0.29% |
Volatility
SSEYX vs. DFIEX - Volatility Comparison
The current volatility for State Street Equity 500 Index II Portfolio (SSEYX) is 5.34%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that SSEYX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSEYX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 7.09% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 10.45% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 15.90% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 15.65% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 16.35% | +1.70% |