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SSEYX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSEYX vs. SWPPX - Performance Comparison

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

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SSEYX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSEYX
State Street Equity 500 Index II Portfolio
-7.05%17.52%25.01%26.29%-18.18%28.58%18.28%31.42%-4.54%21.72%
SWPPX
Schwab S&P 500 Index Fund
-4.39%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Returns By Period

In the year-to-date period, SSEYX achieves a -7.05% return, which is significantly lower than SWPPX's -4.39% return. Both investments have delivered pretty close results over the past 10 years, with SSEYX having a 13.66% annualized return and SWPPX not far ahead at 14.04%.


SSEYX

1D
-0.39%
1M
-7.67%
YTD
-7.05%
6M
-4.83%
1Y
14.13%
3Y*
17.07%
5Y*
11.32%
10Y*
13.66%

SWPPX

1D
2.88%
1M
-5.04%
YTD
-4.39%
6M
-2.17%
1Y
17.28%
3Y*
18.27%
5Y*
11.76%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSEYX vs. SWPPX - Expense Ratio Comparison

Both SSEYX and SWPPX have an expense ratio of 0.02%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SSEYX vs. SWPPX — Risk / Return Rank

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

SSEYX
SSEYX Risk / Return Rank: 4444
Overall Rank
SSEYX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SSEYX Sortino Ratio Rank: 4343
Sortino Ratio Rank
SSEYX Omega Ratio Rank: 4747
Omega Ratio Rank
SSEYX Calmar Ratio Rank: 4040
Calmar Ratio Rank
SSEYX Martin Ratio Rank: 5252
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 5959
Overall Rank
SWPPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5656
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 7676
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. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index II Portfolio (SSEYX) and Schwab S&P 500 Index Fund (SWPPX). 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.


SSEYXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.97

-0.15

Sortino ratio

Return per unit of downside risk

1.28

1.49

-0.21

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.03

1.52

-0.49

Martin ratio

Return relative to average drawdown

5.02

7.29

-2.27

SSEYX vs. SWPPX - Sharpe Ratio Comparison

The current SSEYX Sharpe Ratio is 0.82, which is comparable to the SWPPX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SSEYX and SWPPX, 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


SSEYXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.97

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.70

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.77

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.48

+0.22

Correlation

The correlation between SSEYX and SWPPX is 0.99, 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. SWPPX - Dividend Comparison

SSEYX's dividend yield for the trailing twelve months is around 1.49%, more than SWPPX's 1.16% yield.


TTM20252024202320222021202020192018201720162015
SSEYX
State Street Equity 500 Index II Portfolio
1.49%1.38%1.93%1.46%1.57%2.48%3.63%2.36%5.91%5.37%2.29%3.47%
SWPPX
Schwab S&P 500 Index Fund
1.16%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

SSEYX vs. SWPPX - Drawdown Comparison

The maximum SSEYX drawdown since its inception was -33.75%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SSEYX and SWPPX.


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Drawdown Indicators


SSEYXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-55.06%

+21.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-12.10%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-24.51%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-33.80%

+0.05%

Current Drawdown

Current decline from peak

-8.88%

-6.26%

-2.62%

Average Drawdown

Average peak-to-trough decline

-4.14%

-10.00%

+5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.52%

-0.03%

Volatility

SSEYX vs. SWPPX - Volatility Comparison

The current volatility for State Street Equity 500 Index II Portfolio (SSEYX) is 4.24%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 5.36%. This indicates that SSEYX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSEYXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

5.36%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

9.55%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

18.32%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

16.94%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

18.21%

-0.18%