SSEYX vs. POGRX

Last updated Aug 4, 2026

SSEYX (State Street Equity 500 Index II Portfolio) and POGRX (PRIMECAP Odyssey Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, SSEYX returned 15.06%/yr vs 16.51%/yr for POGRX. Their correlation of 0.89 means they have usually moved in the same direction. SSEYX charges 0.02%/yr vs 0.66%/yr for POGRX.

Performance

SSEYX vs. POGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Equity 500 Index II Portfolio (SSEYX) and PRIMECAP Odyssey Growth Fund (POGRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SSEYX achieves a 10.12% return, which is significantly lower than POGRX's 22.34% return. Over the past 10 years, SSEYX has underperformed POGRX with an annualized return of 15.06%, while POGRX has yielded a comparatively higher 16.51% annualized return.

SSEYX

• 1D: 0.71%
• 1M: 0.15%
• 6M: 7.96%
• YTD: 10.12%
• 1Y: 21.17%
• 3Y*: 19.30%
• 5Y*: 12.76%
• 10Y*: 15.06%
• ALL TIME*: 13.62%

POGRX

• 1D: -0.42%
• 1M: -4.43%
• 6M: 14.83%
• YTD: 22.34%
• 1Y: 51.58%
• 3Y*: 25.42%
• 5Y*: 14.87%
• 10Y*: 16.51%
• ALL TIME*: 12.93%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
POGRX PRIMECAP Odyssey Growth Fund	$0.00	$0.00	$0.00
SSEYX State Street Equity 500 Index II Portfolio	$0.00	$0.00	$0.00

SSEYX vs. POGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSEYX State Street Equity 500 Index II Portfolio	10.12%	17.52%	25.01%	26.29%	-18.18%	28.58%	18.28%	31.42%	-4.54%	21.72%
POGRX PRIMECAP Odyssey Growth Fund	22.34%	32.99%	13.09%	23.85%	-14.61%	18.81%	17.05%	23.98%	-4.56%	32.07%

Correlation

The correlation between SSEYX and POGRX is 0.82, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.82
Correlation (3Y) Balances recent behavior with more history.	0.86
Correlation (5Y) Shows whether the relationship held over a longer period.	0.89
Correlation (10Y) Provides a long-term view across more market conditions.	0.89
Correlation (All Time) Calculated using the full available price history since Aug 14, 2014	0.89

The correlation between SSEYX and POGRX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

Return for Risk

SSEYX vs. POGRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SSEYX

SSEYX Risk / Return Rank: 57
SSEYX Sharpe Ratio Rank: 54
SSEYX Sortino Ratio Rank: 50
SSEYX Omega Ratio Rank: 51
SSEYX Calmar Ratio Rank: 59
SSEYX Martin Ratio Rank: 72

POGRX

POGRX Risk / Return Rank: 88
POGRX Sharpe Ratio Rank: 91
POGRX Sortino Ratio Rank: 87
POGRX Omega Ratio Rank: 83
POGRX Calmar Ratio Rank: 90
POGRX Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SSEYX vs. POGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index II Portfolio (SSEYX) and PRIMECAP Odyssey Growth Fund (POGRX). 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.

	SSEYX	POGRX	Difference
Sharpe ratio: Return per unit of total volatility	1.50	2.35	-0.85
Sortino ratio: Return per unit of downside risk	2.09	3.19	-1.10
Omega ratio: Gain probability vs. loss probability	1.27	1.41	-0.14
Calmar ratio: Return relative to maximum drawdown	2.17	3.47	-1.30
Martin ratio: Return relative to average drawdown	9.34	12.54	-3.21

SSEYX vs. POGRX - Sharpe Ratio Comparison

The current SSEYX Sharpe Ratio is 1.50, which is lower than the POGRX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of SSEYX and POGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SSEYX vs. POGRX - Drawdown Comparison

The maximum SSEYX drawdown since its inception was -33.75%, smaller than the maximum POGRX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for SSEYX and POGRX.

Drawdown Indicators

	SSEYX	POGRX	Difference
Max Drawdown Largest peak-to-trough decline	-33.75%	-51.63%	+17.88%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-14.40%	+5.52%
Max Drawdown (3Y) Largest decline over 3 years	-18.74%	-22.13%	+3.39%
Max Drawdown (5Y) Largest decline over 5 years	-24.52%	-26.85%	+2.33%
Max Drawdown (10Y) Largest decline over 10 years	-33.75%	-35.29%	+1.54%
Current Drawdown Current decline from peak	-1.41%	-8.61%	+7.20%
Average Drawdown Average peak-to-trough decline	-4.06%	-7.11%	+3.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	3.98%	-1.91%

Volatility

SSEYX vs. POGRX - Volatility Comparison

The current volatility for State Street Equity 500 Index II Portfolio (SSEYX) is 3.52%, while PRIMECAP Odyssey Growth Fund (POGRX) has a volatility of 7.17%. This indicates that SSEYX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSEYX	POGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	7.17%	-3.65%
Volatility (6M) Calculated over the trailing 6-month period	10.10%	18.17%	-8.07%
Volatility (1Y) Calculated over the trailing 1-year period	12.85%	21.30%	-8.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.02%	20.20%	-3.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.07%	20.66%	-2.59%

SSEYX vs. POGRX - Expense Ratio Comparison

SSEYX has a 0.02% expense ratio, which is lower than POGRX's 0.66% expense ratio.

Dividends

SSEYX vs. POGRX - Dividend Comparison

SSEYX's dividend yield for the trailing twelve months is around 1.26%, less than POGRX's 20.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POGRX PRIMECAP Odyssey Growth Fund	20.35%	24.89%	20.79%	13.28%	12.36%	13.68%	12.50%	5.13%	2.45%	1.54%	5.83%	1.29%
SSEYX State Street Equity 500 Index II Portfolio	1.26%	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

Can I hold both SSEYX and POGRX in my portfolio?

SSEYX and POGRX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSEYX or POGRX?

POGRX has higher volatility (7.17%) compared to SSEYX (3.52%). In terms of maximum drawdown, SSEYX dropped -33.75% vs POGRX's -51.63%.

Which has better risk-adjusted returns?

POGRX currently has the higher Sharpe Ratio (2.35 vs 1.50), 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.