SSKEX vs. SSSYX
Compare and contrast key facts about State Street Emerging Markets Equity Index Fund (SSKEX) and State Street Equity 500 Index Fund Class K (SSSYX).
SSKEX is managed by State Street. It was launched on Dec 17, 2015. 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
SSKEX vs. SSSYX - Performance Comparison
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SSKEX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSKEX State Street Emerging Markets Equity Index Fund | 1.08% | 33.79% | 7.00% | 9.50% | -20.23% | -2.80% | 18.20% | 18.16% | -14.78% | 37.18% |
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, SSKEX achieves a 1.08% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, SSKEX has underperformed SSSYX with an annualized return of 7.79%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
SSKEX
- 1D
- -0.06%
- 1M
- -11.97%
- YTD
- 1.08%
- 6M
- 5.80%
- 1Y
- 30.40%
- 3Y*
- 15.02%
- 5Y*
- 3.75%
- 10Y*
- 7.79%
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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SSKEX vs. SSSYX - Expense Ratio Comparison
SSKEX has a 0.17% 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
SSKEX vs. SSSYX — Risk / Return Rank
SSKEX
SSSYX
SSKEX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Emerging Markets Equity Index Fund (SSKEX) 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.
| SSKEX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.84 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.37 | 1.30 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.20 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.06 | +1.17 |
Martin ratioReturn relative to average drawdown | 8.63 | 5.13 | +3.49 |
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
| SSKEX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.84 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.68 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.11 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.11 | +0.39 |
Correlation
The correlation between SSKEX and SSSYX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SSKEX vs. SSSYX - Dividend Comparison
SSKEX's dividend yield for the trailing twelve months is around 2.82%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSKEX State Street Emerging Markets Equity Index Fund | 2.82% | 2.85% | 2.90% | 3.26% | 3.90% | 1.95% | 1.84% | 2.84% | 3.01% | 2.55% | 2.29% | 0.00% |
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
SSKEX vs. SSSYX - Drawdown Comparison
The maximum SSKEX drawdown since its inception was -39.23%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SSKEX and SSSYX.
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Drawdown Indicators
| SSKEX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.23% | -91.48% | +52.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -12.10% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -37.16% | -24.49% | -12.67% |
Max Drawdown (10Y)Largest decline over 10 years | -39.23% | -91.48% | +52.25% |
Current DrawdownCurrent decline from peak | -12.44% | -8.88% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -4.20% | -9.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.49% | +0.72% |
Volatility
SSKEX vs. SSSYX - Volatility Comparison
State Street Emerging Markets Equity Index Fund (SSKEX) has a higher volatility of 7.57% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that SSKEX's price experiences larger fluctuations and is considered to be riskier 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
| SSKEX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.57% | 4.24% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 9.08% | +2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 18.10% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 16.85% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 124.43% | -107.34% |