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SSEYX vs. SVSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSEYX vs. SVSPX - 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 S&P 500 Index Fund Class N (SVSPX). The values are adjusted to include any dividend payments, if applicable.

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SSEYX vs. SVSPX - 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%
SVSPX
State Street S&P 500 Index Fund Class N
-4.37%17.83%25.07%26.21%-18.31%28.38%18.48%31.27%-4.87%21.71%

Returns By Period

The year-to-date returns for both stocks are quite close, with SSEYX having a -4.34% return and SVSPX slightly lower at -4.37%. Both investments have delivered pretty close results over the past 10 years, with SSEYX having a 13.99% annualized return and SVSPX not far behind at 13.92%.


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%

SVSPX

1D
2.93%
1M
-5.04%
YTD
-4.37%
6M
-2.09%
1Y
17.31%
3Y*
18.28%
5Y*
11.67%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSEYX vs. SVSPX - Expense Ratio Comparison

SSEYX has a 0.02% expense ratio, which is lower than SVSPX's 0.16% 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. SVSPX — 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

SVSPX
SVSPX Risk / Return Rank: 4343
Overall Rank
SVSPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SVSPX Sortino Ratio Rank: 6666
Sortino Ratio Rank
SVSPX Omega Ratio Rank: 6363
Omega Ratio Rank
SVSPX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SVSPX Martin Ratio Rank: 1616
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. SVSPX - 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 S&P 500 Index Fund Class N (SVSPX). 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.


SSEYXSVSPXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.06

-0.10

Sortino ratio

Return per unit of downside risk

1.47

1.71

-0.24

Omega ratio

Gain probability vs. loss probability

1.22

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.50

0.43

+1.07

Martin ratio

Return relative to average drawdown

7.19

1.65

+5.54

SSEYX vs. SVSPX - Sharpe Ratio Comparison

The current SSEYX Sharpe Ratio is 0.96, which is comparable to the SVSPX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SSEYX and SVSPX, 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


SSEYXSVSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.06

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.70

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.78

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.56

+0.16

Correlation

The correlation between SSEYX and SVSPX is 0.96, 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. SVSPX - Dividend Comparison

SSEYX's dividend yield for the trailing twelve months is around 1.45%, less than SVSPX's 8.68% 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%
SVSPX
State Street S&P 500 Index Fund Class N
8.68%8.28%9.39%12.38%10.53%11.65%15.98%6.40%13.29%4.94%8.63%4.05%

Drawdowns

SSEYX vs. SVSPX - Drawdown Comparison

The maximum SSEYX drawdown since its inception was -33.75%, smaller than the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for SSEYX and SVSPX.


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Drawdown Indicators


SSEYXSVSPXDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-55.76%

+22.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-12.15%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-24.59%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-33.69%

-0.06%

Current Drawdown

Current decline from peak

-6.22%

-6.26%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.14%

-9.28%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

5.01%

-2.49%

Volatility

SSEYX vs. SVSPX - Volatility Comparison

State Street Equity 500 Index II Portfolio (SSEYX) has a higher volatility of 5.34% compared to State Street S&P 500 Index Fund Class N (SVSPX) at 5.01%. This indicates that SSEYX's price experiences larger fluctuations and is considered to be riskier than SVSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSEYXSVSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

5.01%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

9.75%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

20.72%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

17.41%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

18.30%

-0.25%