SSMHX vs. SSSYX
Compare and contrast key facts about State Street Small/Mid Cap Equity Index Portfolio (SSMHX) and State Street Equity 500 Index Fund Class K (SSSYX).
SSMHX is managed by State Street. It was launched on Aug 11, 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
SSMHX vs. SSSYX - Performance Comparison
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SSMHX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSMHX State Street Small/Mid Cap Equity Index Portfolio | -4.45% | 12.90% | 10.73% | 25.21% | -25.43% | 13.08% | 32.46% | 28.00% | -9.21% | 18.26% |
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, SSMHX achieves a -4.45% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, SSMHX has underperformed SSSYX with an annualized return of 10.38%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
SSMHX
- 1D
- -0.92%
- 1M
- -8.01%
- YTD
- -4.45%
- 6M
- -3.94%
- 1Y
- 17.75%
- 3Y*
- 12.19%
- 5Y*
- 3.29%
- 10Y*
- 10.38%
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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SSMHX vs. SSSYX - Expense Ratio Comparison
Both SSMHX and SSSYX have an expense ratio of 0.02%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
SSMHX vs. SSSYX — Risk / Return Rank
SSMHX
SSSYX
SSMHX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Small/Mid Cap Equity Index Portfolio (SSMHX) 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.
| SSMHX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.84 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.30 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.06 | -0.03 |
Martin ratioReturn relative to average drawdown | 4.33 | 5.13 | -0.80 |
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
| SSMHX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.84 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.68 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.11 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.11 | +0.30 |
Correlation
The correlation between SSMHX and SSSYX is 0.86, 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
SSMHX vs. SSSYX - Dividend Comparison
SSMHX's dividend yield for the trailing twelve months is around 7.46%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 7.46% | 7.12% | 0.00% | 1.56% | 2.31% | 16.30% | 2.91% | 3.65% | 6.43% | 4.01% | 1.71% | 0.73% |
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
SSMHX vs. SSSYX - Drawdown Comparison
The maximum SSMHX drawdown since its inception was -41.61%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SSMHX and SSSYX.
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Drawdown Indicators
| SSMHX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.61% | -91.48% | +49.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.48% | -12.10% | -2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -24.49% | -10.35% |
Max Drawdown (10Y)Largest decline over 10 years | -41.61% | -91.48% | +49.87% |
Current DrawdownCurrent decline from peak | -10.03% | -8.88% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -9.27% | -4.20% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.49% | +0.92% |
Volatility
SSMHX vs. SSSYX - Volatility Comparison
State Street Small/Mid Cap Equity Index Portfolio (SSMHX) has a higher volatility of 5.96% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that SSMHX'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
| SSMHX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 4.24% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 9.08% | +3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.45% | 18.10% | +4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 16.85% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.33% | 124.43% | -102.10% |