SSFNX vs. SSAFX
Compare and contrast key facts about State Street Target Retirement Fund (SSFNX) and State Street Aggregate Bond Index Portfolio (SSAFX).
SSFNX is managed by State Street. It was launched on Sep 29, 2014. SSAFX is managed by State Street. It was launched on Sep 19, 2014.
Performance
SSFNX vs. SSAFX - Performance Comparison
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SSFNX vs. SSAFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSFNX State Street Target Retirement Fund | -0.35% | 10.93% | 7.05% | 10.73% | -12.21% | 6.87% | 10.26% | 13.97% | -2.49% | 8.92% |
SSAFX State Street Aggregate Bond Index Portfolio | -0.18% | 6.81% | 1.34% | 5.61% | -13.30% | -1.72% | 978.57% | 8.69% | -0.12% | 3.38% |
Returns By Period
In the year-to-date period, SSFNX achieves a -0.35% return, which is significantly lower than SSAFX's -0.18% return. Over the past 10 years, SSFNX has underperformed SSAFX with an annualized return of 5.41%, while SSAFX has yielded a comparatively higher 27.88% annualized return.
SSFNX
- 1D
- 0.18%
- 1M
- -3.35%
- YTD
- -0.35%
- 6M
- 1.07%
- 1Y
- 8.90%
- 3Y*
- 8.01%
- 5Y*
- 3.96%
- 10Y*
- 5.41%
SSAFX
- 1D
- 0.53%
- 1M
- -1.96%
- YTD
- -0.18%
- 6M
- 0.82%
- 1Y
- 4.12%
- 3Y*
- 3.42%
- 5Y*
- 0.15%
- 10Y*
- 27.88%
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SSFNX vs. SSAFX - Expense Ratio Comparison
SSFNX has a 0.10% expense ratio, which is higher than SSAFX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SSFNX vs. SSAFX — Risk / Return Rank
SSFNX
SSAFX
SSFNX vs. SSAFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement Fund (SSFNX) and State Street Aggregate Bond Index Portfolio (SSAFX). 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.
| SSFNX | SSAFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.04 | +0.55 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.49 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.18 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.96 | -0.03 |
Martin ratioReturn relative to average drawdown | 9.29 | 5.43 | +3.86 |
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
| SSFNX | SSAFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.04 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.02 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.10 | +0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.09 | +0.67 |
Correlation
The correlation between SSFNX and SSAFX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SSFNX vs. SSAFX - Dividend Comparison
SSFNX's dividend yield for the trailing twelve months is around 4.88%, more than SSAFX's 4.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSFNX State Street Target Retirement Fund | 4.88% | 4.86% | 5.78% | 5.26% | 5.12% | 6.69% | 1.61% | 3.35% | 4.40% | 2.72% | 1.84% | 2.05% |
SSAFX State Street Aggregate Bond Index Portfolio | 4.08% | 3.70% | 3.76% | 3.16% | 2.49% | 1.90% | 2.41% | 2.88% | 2.82% | 2.42% | 2.21% | 3.21% |
Drawdowns
SSFNX vs. SSAFX - Drawdown Comparison
The maximum SSFNX drawdown since its inception was -16.62%, smaller than the maximum SSAFX drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for SSFNX and SSAFX.
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Drawdown Indicators
| SSFNX | SSAFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.62% | -18.74% | +2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -4.51% | -2.52% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -16.62% | -18.10% | +1.48% |
Max Drawdown (10Y)Largest decline over 10 years | -16.62% | -18.74% | +2.12% |
Current DrawdownCurrent decline from peak | -3.35% | -3.20% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -2.55% | -4.44% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.91% | +0.03% |
Volatility
SSFNX vs. SSAFX - Volatility Comparison
State Street Target Retirement Fund (SSFNX) has a higher volatility of 1.92% compared to State Street Aggregate Bond Index Portfolio (SSAFX) at 1.60%. This indicates that SSFNX's price experiences larger fluctuations and is considered to be riskier than SSAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSFNX | SSAFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 1.60% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 2.50% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.71% | 4.20% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 5.92% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.55% | 277.46% | -270.91% |