SSEYX vs. VTI
SSEYX (State Street Equity 500 Index II Portfolio) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. Over the past 10 years, SSEYX returned 15.70%/yr vs 15.14%/yr for VTI. With a 0.99 correlation, they move nearly in lockstep. SSEYX charges 0.02%/yr vs 0.03%/yr for VTI.
Performance
SSEYX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, SSEYX achieves a 9.78% return, which is significantly higher than VTI's 8.82% return. Both investments have delivered pretty close results over the past 10 years, with SSEYX having a 15.70% annualized return and VTI not far behind at 15.14%.
SSEYX
- 1D
- -0.36%
- 1M
- 0.10%
- YTD
- 9.78%
- 6M
- 8.79%
- 1Y
- 25.17%
- 3Y*
- 21.28%
- 5Y*
- 13.52%
- 10Y*
- 15.70%
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
SSEYX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEYX State Street Equity 500 Index II Portfolio | 9.78% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -4.54% | 21.72% |
VTI Vanguard Total Stock Market ETF | 8.82% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between SSEYX and VTI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2014 | 0.99 |
The correlation between SSEYX and VTI has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
SSEYX vs. VTI — Risk / Return Rank
SSEYX
VTI
SSEYX vs. VTI - 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 Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.73 | +0.26 |
| Martin ratioReturn relative to average drawdown | 13.47 | 12.14 | +1.33 |
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Drawdowns
SSEYX vs. VTI - Drawdown Comparison
The maximum SSEYX drawdown since its inception was -33.75%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SSEYX and VTI.
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Drawdown Indicators
| SSEYX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -55.45% | +21.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -8.92% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -19.30% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -25.36% | +0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -35.00% | +1.25% |
Current DrawdownCurrent decline from peak | -1.71% | -2.85% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -8.01% | +3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.00% | -0.04% |
Volatility
SSEYX vs. VTI - Volatility Comparison
The current volatility for State Street Equity 500 Index II Portfolio (SSEYX) is 4.67%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.95%. This indicates that SSEYX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSEYX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 4.95% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 10.05% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 12.83% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 17.51% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 18.32% | -0.21% |
SSEYX vs. VTI - Expense Ratio Comparison
SSEYX has a 0.02% expense ratio, which is lower than VTI'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. VTI - Dividend Comparison
SSEYX's dividend yield for the trailing twelve months is around 1.26%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSEYX State Street Equity 500 Index II Portfolio | 1.26% | 1.38% | 1.93% | 1.46% | 1.57% | 2.48% | 3.63% | 2.36% | 5.91% | 5.37% | 2.29% | 3.47% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
With a correlation of 0.99, SSEYX and VTI 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.
VTI has higher volatility (4.95%) compared to SSEYX (4.67%). In terms of maximum drawdown, SSEYX dropped -33.75% vs VTI's -55.45%.
SSEYX currently has the higher Sharpe Ratio (2.13 vs 1.90), 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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