SSEYX vs. SWPPX
Compare and contrast key facts about State Street Equity 500 Index II Portfolio (SSEYX) and Schwab S&P 500 Index Fund (SWPPX).
SSEYX is managed by State Street. It was launched on Aug 11, 2014. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
SSEYX vs. SWPPX - Performance Comparison
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SSEYX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
SSEYX
SWPPX
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.
| SSEYX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.97 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.49 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.52 | -0.49 |
Martin ratioReturn relative to average drawdown | 5.02 | 7.29 | -2.27 |
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 | SWPPX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| SSEYX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.88% | -6.26% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -10.00% | +5.86% |
Ulcer IndexDepth 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
| SSEYX | SWPPX | Difference | |
|---|---|---|---|
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% |