SSEYX vs. SVSPX
Compare and contrast key facts about State Street Equity 500 Index II Portfolio (SSEYX) and State Street S&P 500 Index Fund Class N (SVSPX).
SSEYX is managed by State Street. It was launched on Aug 11, 2014. SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992.
Performance
SSEYX vs. SVSPX - Performance Comparison
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SSEYX vs. SVSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
SSEYX
SVSPX
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.
| SSEYX | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.06 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.71 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 0.43 | +1.07 |
Martin ratioReturn relative to average drawdown | 7.19 | 1.65 | +5.54 |
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 | SVSPX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| SSEYX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.22% | -6.26% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -9.28% | +5.14% |
Ulcer IndexDepth 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
| SSEYX | SVSPX | Difference | |
|---|---|---|---|
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% |