SSEYX vs. VONG
Compare and contrast key facts about State Street Equity 500 Index II Portfolio (SSEYX) and Vanguard Russell 1000 Growth ETF (VONG).
SSEYX is managed by State Street Global Advisors. It was launched on Aug 11, 2014. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSEYX or VONG.
Key characteristics
| SSEYX | VONG | |
|---|---|---|
| YTD Return | 26.95% | 32.07% |
| 1Y Return | 34.98% | 39.77% |
| 3Y Return (Ann) | 10.21% | 10.42% |
| 5Y Return (Ann) | 15.20% | 19.76% |
| 10Y Return (Ann) | 11.25% | 16.72% |
| Sharpe Ratio | 3.06 | 2.56 |
| Sortino Ratio | 4.07 | 3.28 |
| Omega Ratio | 1.58 | 1.47 |
| Calmar Ratio | 4.45 | 3.24 |
| Martin Ratio | 20.17 | 12.81 |
| Ulcer Index | 1.86% | 3.32% |
| Daily Std Dev | 12.26% | 16.64% |
| Max Drawdown | -33.75% | -32.72% |
| Current Drawdown | -0.25% | -0.07% |
Correlation
The correlation between SSEYX and VONG is 0.94, 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.
Performance
SSEYX vs. VONG - Performance Comparison
In the year-to-date period, SSEYX achieves a 26.95% return, which is significantly lower than VONG's 32.07% return. Over the past 10 years, SSEYX has underperformed VONG with an annualized return of 11.25%, while VONG has yielded a comparatively higher 16.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SSEYX vs. VONG - Expense Ratio Comparison
SSEYX has a 0.02% expense ratio, which is lower than VONG's 0.08% 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%.
Risk-Adjusted Performance
SSEYX vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index II Portfolio (SSEYX) and Vanguard Russell 1000 Growth ETF (VONG). 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.
Dividends
SSEYX vs. VONG - Dividend Comparison
SSEYX's dividend yield for the trailing twelve months is around 1.15%, more than VONG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSEYX State Street Equity 500 Index II Portfolio | 1.15% | 1.46% | 1.07% | 1.17% | 1.53% | 1.75% | 2.20% | 2.10% | 1.59% | 1.93% | 0.81% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
SSEYX vs. VONG - Drawdown Comparison
The maximum SSEYX drawdown since its inception was -33.75%, roughly equal to the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for SSEYX and VONG. For additional features, visit the drawdowns tool.
Volatility
SSEYX vs. VONG - Volatility Comparison
The current volatility for State Street Equity 500 Index II Portfolio (SSEYX) is 3.75%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.03%. This indicates that SSEYX experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.