SSFNX vs. SSSYX
Compare and contrast key facts about State Street Target Retirement Fund (SSFNX) and State Street Equity 500 Index Fund Class K (SSSYX).
SSFNX is managed by State Street. It was launched on Sep 29, 2014. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
SSFNX vs. SSSYX - Performance Comparison
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SSFNX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, SSFNX achieves a -0.35% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, SSFNX has underperformed SSSYX with an annualized return of 5.41%, while SSSYX has yielded a comparatively higher 13.69% 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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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SSFNX vs. SSSYX - Expense Ratio Comparison
SSFNX has a 0.10% expense ratio, which is higher than SSSYX'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. SSSYX — Risk / Return Rank
SSFNX
SSSYX
SSFNX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement Fund (SSFNX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.84 | +0.75 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.30 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.20 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.06 | +0.87 |
Martin ratioReturn relative to average drawdown | 9.29 | 5.13 | +4.16 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.84 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.11 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.11 | +0.66 |
Correlation
The correlation between SSFNX and SSSYX is 0.85, 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
SSFNX vs. SSSYX - Dividend Comparison
SSFNX's dividend yield for the trailing twelve months is around 4.88%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
SSFNX vs. SSSYX - Drawdown Comparison
The maximum SSFNX drawdown since its inception was -16.62%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SSFNX and SSSYX.
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Drawdown Indicators
| SSFNX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.62% | -91.48% | +74.86% |
Max Drawdown (1Y)Largest decline over 1 year | -4.51% | -12.10% | +7.59% |
Max Drawdown (5Y)Largest decline over 5 years | -16.62% | -24.49% | +7.87% |
Max Drawdown (10Y)Largest decline over 10 years | -16.62% | -91.48% | +74.86% |
Current DrawdownCurrent decline from peak | -3.35% | -8.88% | +5.53% |
Average DrawdownAverage peak-to-trough decline | -2.55% | -4.20% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 2.49% | -1.55% |
Volatility
SSFNX vs. SSSYX - Volatility Comparison
The current volatility for State Street Target Retirement Fund (SSFNX) is 1.92%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that SSFNX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSFNX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 4.24% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 9.08% | -5.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.71% | 18.10% | -12.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 16.85% | -10.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.55% | 124.43% | -117.88% |