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SSEYX vs. SSCNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSEYX vs. SSCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Equity 500 Index II Portfolio (SSEYX) and State Street Target Retirement 2040 Fund (SSCNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSEYX achieves a 10.12% return, which is significantly higher than SSCNX's 8.49% return. Over the past 10 years, SSEYX has outperformed SSCNX with an annualized return of 15.06%, while SSCNX has yielded a comparatively lower 9.80% 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%

SSCNX

1D
0.35%
1M
-0.58%
6M
5.52%
YTD
8.49%
1Y
18.44%
3Y*
14.22%
5Y*
6.96%
10Y*
9.80%
ALL TIME*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SSEYX vs. SSCNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SSCNX
State Street Target Retirement 2040 Fund
8.49%19.00%11.21%17.68%-18.55%11.75%18.72%24.61%-7.45%18.32%

Correlation

The correlation between SSEYX and SSCNX is 0.92, 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.

0.92

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (10Y)
Provides a long-term view across more market conditions.

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.92

The correlation between SSEYX and SSCNX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

SSEYX vs. SSCNX — Risk / Return Rank

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

SSEYX
SSEYX Risk / Return Rank: 5757
Overall Rank
SSEYX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SSEYX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SSEYX Omega Ratio Rank: 5151
Omega Ratio Rank
SSEYX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SSEYX Martin Ratio Rank: 7272
Martin Ratio Rank

SSCNX
SSCNX Risk / Return Rank: 6666
Overall Rank
SSCNX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SSCNX Sortino Ratio Rank: 6565
Sortino Ratio Rank
SSCNX Omega Ratio Rank: 6868
Omega Ratio Rank
SSCNX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SSCNX Martin Ratio Rank: 6868
Martin Ratio Rank
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. SSCNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index II Portfolio (SSEYX) and State Street Target Retirement 2040 Fund (SSCNX). 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.


SSEYXSSCNXDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.27

1.31

-0.04

Calmar ratioReturn relative to maximum drawdown

2.17

2.22

-0.05

Martin ratioReturn relative to average drawdown

9.34

9.06

+0.28

SSEYX vs. SSCNX - Sharpe Ratio Comparison

The current SSEYX Sharpe Ratio is 1.50, which is comparable to the SSCNX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SSEYX and SSCNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SSEYX vs. SSCNX - Drawdown Comparison

The maximum SSEYX drawdown since its inception was -33.75%, which is greater than SSCNX's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for SSEYX and SSCNX.


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Drawdown Indicators


SSEYXSSCNXDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-27.49%

-6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-7.96%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-18.74%

-12.72%

-6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-26.14%

+1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-27.49%

-6.26%

Current Drawdown

Current decline from peak

-1.41%

-1.45%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.06%

-4.72%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.95%

+0.12%

Volatility

SSEYX vs. SSCNX - Volatility Comparison

State Street Equity 500 Index II Portfolio (SSEYX) has a higher volatility of 3.52% compared to State Street Target Retirement 2040 Fund (SSCNX) at 3.07%. This indicates that SSEYX's price experiences larger fluctuations and is considered to be riskier than SSCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSEYXSSCNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

3.07%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

8.91%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

10.63%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

12.87%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

13.43%

+4.64%

SSEYX vs. SSCNX - Expense Ratio Comparison

SSEYX has a 0.02% expense ratio, which is lower than SSCNX's 0.20% 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%.


Dividends

SSEYX vs. SSCNX - Dividend Comparison

SSEYX's dividend yield for the trailing twelve months is around 1.26%, less than SSCNX's 6.64% yield.


PositionTTM20252024202320222021202020192018201720162015
SSCNX
State Street Target Retirement 2040 Fund
6.64%7.21%4.97%3.78%5.39%5.58%4.63%6.31%5.11%0.38%1.77%1.96%
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


With a correlation of 0.92, SSEYX and SSCNX 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.

SSEYX has higher volatility (3.52%) compared to SSCNX (3.07%). In terms of maximum drawdown, SSEYX dropped -33.75% vs SSCNX's -27.49%.

SSCNX currently has the higher Sharpe Ratio (1.67 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.

Portfolio Optimizer

Find the right allocation for SSEYX and SSCNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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