SSFNX vs. STLFX
SSFNX (State Street Target Retirement Fund) and STLFX (BlackRock LifePath Dynamic 2050 Fund) are both Target Retirement Date funds. Over the past 10 years, SSFNX returned 5.70%/yr vs 10.87%/yr for STLFX. Their correlation of 0.88 suggests significant overlap in exposure. SSFNX charges 0.10%/yr vs 0.49%/yr for STLFX.
Performance
SSFNX vs. STLFX - Performance Comparison
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Returns By Period
In the year-to-date period, SSFNX achieves a 5.49% return, which is significantly lower than STLFX's 12.07% return. Over the past 10 years, SSFNX has underperformed STLFX with an annualized return of 5.70%, while STLFX has yielded a comparatively higher 10.87% annualized return.
SSFNX
- 1D
- 0.25%
- 1M
- -0.00%
- 6M
- 4.29%
- YTD
- 5.49%
- 1Y
- 10.89%
- 3Y*
- 9.18%
- 5Y*
- 4.33%
- 10Y*
- 5.70%
STLFX
- 1D
- 0.28%
- 1M
- -0.00%
- 6M
- 9.07%
- YTD
- 12.07%
- 1Y
- 22.79%
- 3Y*
- 14.55%
- 5Y*
- 8.26%
- 10Y*
- 10.87%
SSFNX vs. STLFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSFNX State Street Target Retirement Fund | 5.49% | 10.93% | 7.05% | 10.73% | -12.21% | 6.87% | 10.26% | 13.97% | -2.49% | 8.92% |
STLFX BlackRock LifePath Dynamic 2050 Fund | 12.07% | 20.03% | 5.73% | 22.31% | -18.73% | 18.12% | 14.82% | 26.48% | -8.22% | 21.73% |
Correlation
The correlation between SSFNX and STLFX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.88 |
The correlation between SSFNX and STLFX has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
SSFNX vs. STLFX — Risk / Return Rank
SSFNX
STLFX
SSFNX vs. STLFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement Fund (SSFNX) and BlackRock LifePath Dynamic 2050 Fund (STLFX). 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.
| SSFNX | STLFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.30 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 2.49 | +0.68 |
| Martin ratioReturn relative to average drawdown | 13.82 | 10.42 | +3.39 |
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Drawdowns
SSFNX vs. STLFX - Drawdown Comparison
The maximum SSFNX drawdown since its inception was -16.62%, smaller than the maximum STLFX drawdown of -50.35%. Use the drawdown chart below to compare losses from any high point for SSFNX and STLFX.
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Drawdown Indicators
| SSFNX | STLFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.62% | -50.35% | +33.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -9.45% | +5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -23.35% | +17.95% |
Max Drawdown (5Y)Largest decline over 5 years | -16.62% | -27.07% | +10.45% |
Max Drawdown (10Y)Largest decline over 10 years | -16.62% | -34.48% | +17.86% |
Current DrawdownCurrent decline from peak | -0.08% | -0.94% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -6.74% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 2.25% | -1.45% |
Volatility
SSFNX vs. STLFX - Volatility Comparison
The current volatility for State Street Target Retirement Fund (SSFNX) is 1.39%, while BlackRock LifePath Dynamic 2050 Fund (STLFX) has a volatility of 4.08%. This indicates that SSFNX experiences smaller price fluctuations and is considered to be less risky than STLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSFNX | STLFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 4.08% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 12.01% | -8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.71% | 14.37% | -9.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.63% | 17.02% | -10.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.55% | 16.38% | -9.83% |
SSFNX vs. STLFX - Expense Ratio Comparison
SSFNX has a 0.10% expense ratio, which is lower than STLFX's 0.49% expense ratio.
Dividends
SSFNX vs. STLFX - Dividend Comparison
SSFNX's dividend yield for the trailing twelve months is around 4.61%, less than STLFX's 5.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSFNX State Street Target Retirement Fund | 4.61% | 4.86% | 5.78% | 5.26% | 5.12% | 6.69% | 1.61% | 3.35% | 4.40% | 2.72% | 1.84% | 2.05% |
STLFX BlackRock LifePath Dynamic 2050 Fund | 5.53% | 6.20% | 1.86% | 2.91% | 2.51% | 16.88% | 2.27% | 6.09% | 15.73% | 5.87% | 2.00% | 9.21% |
Frequently Asked Questions
SSFNX and STLFX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLFX has higher volatility (4.08%) compared to SSFNX (1.39%). In terms of maximum drawdown, SSFNX dropped -16.62% vs STLFX's -50.35%.
SSFNX currently has the higher Sharpe Ratio (2.37 vs 1.64), 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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