SSEYX vs. FZROX
Compare and contrast key facts about State Street Equity 500 Index II Portfolio (SSEYX) and Fidelity ZERO Total Market Index Fund (FZROX).
SSEYX is managed by State Street. It was launched on Aug 11, 2014. FZROX is managed by Fidelity.
Performance
SSEYX vs. FZROX - Performance Comparison
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SSEYX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SSEYX State Street Equity 500 Index II Portfolio | -4.34% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -11.27% |
FZROX Fidelity ZERO Total Market Index Fund | -3.98% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
Returns By Period
In the year-to-date period, SSEYX achieves a -4.34% return, which is significantly lower than FZROX's -3.98% 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%
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 10Y*
- —
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SSEYX vs. FZROX - Expense Ratio Comparison
SSEYX has a 0.02% expense ratio, which is higher than FZROX's 0.00% 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%.
Return for Risk
SSEYX vs. FZROX — Risk / Return Rank
SSEYX
FZROX
SSEYX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index II Portfolio (SSEYX) and Fidelity ZERO Total Market Index Fund (FZROX). 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 | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.98 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.50 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.51 | -0.02 |
Martin ratioReturn relative to average drawdown | 7.19 | 7.28 | -0.09 |
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 | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.98 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.62 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.63 | +0.09 |
Correlation
The correlation between SSEYX and FZROX is 0.99, 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. FZROX - Dividend Comparison
SSEYX's dividend yield for the trailing twelve months is around 1.45%, more than FZROX's 1.07% 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% |
FZROX Fidelity ZERO Total Market Index Fund | 1.07% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SSEYX vs. FZROX - Drawdown Comparison
The maximum SSEYX drawdown since its inception was -33.75%, roughly equal to the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for SSEYX and FZROX.
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Drawdown Indicators
| SSEYX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -34.96% | +1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -12.44% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -25.12% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | — | — |
Current DrawdownCurrent decline from peak | -6.22% | -6.16% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -5.61% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.58% | -0.06% |
Volatility
SSEYX vs. FZROX - Volatility Comparison
State Street Equity 500 Index II Portfolio (SSEYX) and Fidelity ZERO Total Market Index Fund (FZROX) have volatilities of 5.34% and 5.52%, 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
| SSEYX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 5.52% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 9.81% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 18.68% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 17.45% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 20.28% | -2.23% |