SSEYX vs. VOO
SSEYX (State Street Equity 500 Index II Portfolio) and VOO (Vanguard S&P 500 ETF) are both funds - SSEYX is a Large Cap Blend Equities fund managed by State Street, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SSEYX returned 14.91%/yr vs 15.14%/yr for VOO. Their 1.00 correlation means they have historically moved very closely together. SSEYX charges 0.02%/yr vs 0.03%/yr for VOO.
Performance
SSEYX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SSEYX achieves a 9.35% return, which is significantly lower than VOO's 10.16% return. Both investments have delivered pretty close results over the past 10 years, with SSEYX having a 14.91% annualized return and VOO not far ahead at 15.14%.
SSEYX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.79%
- YTD
- 9.35%
- 1Y
- 20.31%
- 3Y*
- 18.92%
- 5Y*
- 12.61%
- 10Y*
- 14.91%
- ALL TIME*
- 13.55%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.82B | $3.78B | $5.44B |
SSEYX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEYX State Street Equity 500 Index II Portfolio | 9.35% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -4.54% | 21.72% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between SSEYX and VOO is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2014 | 1.00 |
The correlation between SSEYX and VOO has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
SSEYX vs. VOO — Risk / Return Rank
SSEYX
VOO
SSEYX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index II Portfolio (SSEYX) and Vanguard S&P 500 ETF (VOO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSEYX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.21 | -0.18 |
| Martin ratioReturn relative to average drawdown | 8.72 | 9.44 | -0.72 |
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Drawdowns
SSEYX vs. VOO - Drawdown Comparison
The maximum SSEYX drawdown since its inception was -33.75%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SSEYX and VOO.
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Drawdown Indicators
| SSEYX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -33.99% | +0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -8.90% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -18.69% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -24.52% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -33.99% | +0.24% |
Current DrawdownCurrent decline from peak | -2.11% | -1.38% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -3.67% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.08% | -0.01% |
Volatility
SSEYX vs. VOO - Volatility Comparison
State Street Equity 500 Index II Portfolio (SSEYX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.45% and 3.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSEYX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.54% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 10.10% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.84% | 12.82% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 16.93% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 18.01% | +0.06% |
SSEYX vs. VOO - Expense Ratio Comparison
SSEYX has a 0.02% expense ratio, which is lower than VOO's 0.03% 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%.
Dividends
SSEYX vs. VOO - Dividend Comparison
SSEYX's dividend yield for the trailing twelve months is around 1.27%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSEYX State Street Equity 500 Index II Portfolio | 1.27% | 1.38% | 1.93% | 1.46% | 1.57% | 2.48% | 3.63% | 2.36% | 5.91% | 5.37% | 2.29% | 3.47% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
With a correlation of 0.99, SSEYX and VOO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VOO has higher volatility (3.54%) compared to SSEYX (3.45%). In terms of maximum drawdown, SSEYX dropped -33.75% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs 1.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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