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SSEYX vs. SSHQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSEYX vs. SSHQX - 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 Hedged International Developed Equity Index Fund (SSHQX). The values are adjusted to include any dividend payments, if applicable.

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SSEYX vs. SSHQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SSHQX
State Street Hedged International Developed Equity Index Fund
2.41%23.42%13.71%19.74%-4.73%19.32%-89.75%24.83%-9.27%16.85%

Returns By Period

In the year-to-date period, SSEYX achieves a -4.34% return, which is significantly lower than SSHQX's 2.41% return. Over the past 10 years, SSEYX has outperformed SSHQX with an annualized return of 13.99%, while SSHQX has yielded a comparatively lower -11.24% 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%

SSHQX

1D
1.89%
1M
-4.81%
YTD
2.41%
6M
8.34%
1Y
21.02%
3Y*
16.59%
5Y*
12.47%
10Y*
-11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSEYX vs. SSHQX - Expense Ratio Comparison

SSEYX has a 0.02% expense ratio, which is lower than SSHQX'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%.


Return for Risk

SSEYX vs. SSHQX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSEYX
SSEYX Risk / Return Rank: 5757
Overall Rank
SSEYX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SSEYX Sortino Ratio Rank: 5151
Sortino Ratio Rank
SSEYX Omega Ratio Rank: 5454
Omega Ratio Rank
SSEYX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SSEYX Martin Ratio Rank: 7373
Martin Ratio Rank

SSHQX
SSHQX Risk / Return Rank: 7373
Overall Rank
SSHQX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SSHQX Sortino Ratio Rank: 7272
Sortino Ratio Rank
SSHQX Omega Ratio Rank: 7676
Omega Ratio Rank
SSHQX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SSHQX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSEYX vs. SSHQX - 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 Hedged International Developed Equity Index Fund (SSHQX). 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.


SSEYXSSHQXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.36

-0.40

Sortino ratio

Return per unit of downside risk

1.47

1.89

-0.42

Omega ratio

Gain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratio

Return relative to maximum drawdown

1.50

1.77

-0.28

Martin ratio

Return relative to average drawdown

7.19

7.39

-0.20

SSEYX vs. SSHQX - Sharpe Ratio Comparison

The current SSEYX Sharpe Ratio is 0.96, which is comparable to the SSHQX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SSEYX and SSHQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSEYXSSHQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.36

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.94

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

-0.35

+1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

-0.36

+1.08

Correlation

The correlation between SSEYX and SSHQX is 0.71, 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. SSHQX - Dividend Comparison

SSEYX's dividend yield for the trailing twelve months is around 1.45%, less than SSHQX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
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%
SSHQX
State Street Hedged International Developed Equity Index Fund
3.52%3.60%3.11%3.77%22.27%2.93%2.03%5.14%7.33%3.12%4.30%0.00%

Drawdowns

SSEYX vs. SSHQX - Drawdown Comparison

The maximum SSEYX drawdown since its inception was -33.75%, smaller than the maximum SSHQX drawdown of -92.12%. Use the drawdown chart below to compare losses from any high point for SSEYX and SSHQX.


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Drawdown Indicators


SSEYXSSHQXDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-92.12%

+58.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-11.15%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-14.79%

-9.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-92.12%

+58.37%

Current Drawdown

Current decline from peak

-6.22%

-80.46%

+74.24%

Average Drawdown

Average peak-to-trough decline

-4.14%

-51.83%

+47.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.74%

-0.22%

Volatility

SSEYX vs. SSHQX - Volatility Comparison

The current volatility for State Street Equity 500 Index II Portfolio (SSEYX) is 5.34%, while State Street Hedged International Developed Equity Index Fund (SSHQX) has a volatility of 6.05%. This indicates that SSEYX experiences smaller price fluctuations and is considered to be less risky than SSHQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSEYXSSHQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

6.05%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

9.40%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

15.69%

+2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

13.32%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

32.23%

-14.18%