SSSYX vs. DFIEX
Compare and contrast key facts about State Street Equity 500 Index Fund Class K (SSSYX) and DFA International Core Equity Portfolio I (DFIEX).
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. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
SSSYX vs. DFIEX - Performance Comparison
Loading graphics...
SSSYX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, SSSYX achieves a -4.34% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, SSSYX has outperformed DFIEX with an annualized return of 14.02%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SSSYX vs. DFIEX - Expense Ratio Comparison
SSSYX has a 0.02% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, 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
SSSYX vs. DFIEX — Risk / Return Rank
SSSYX
DFIEX
SSSYX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index Fund Class K (SSSYX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| SSSYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.95 | -0.98 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.55 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.57 | -1.05 |
Martin ratioReturn relative to average drawdown | 7.30 | 10.07 | -2.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SSSYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.95 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.60 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.59 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.35 | -0.24 |
Correlation
The correlation between SSSYX and DFIEX is 0.76, 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
SSSYX vs. DFIEX - Dividend Comparison
SSSYX's dividend yield for the trailing twelve months is around 1.51%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
SSSYX vs. DFIEX - Drawdown Comparison
The maximum SSSYX drawdown since its inception was -91.48%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SSSYX and DFIEX.
Loading graphics...
Drawdown Indicators
| SSSYX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.48% | -62.22% | -29.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -11.01% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -28.66% | +4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -91.48% | -41.04% | -50.44% |
Current DrawdownCurrent decline from peak | -6.22% | -7.75% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -12.26% | +8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.81% | -0.29% |
Volatility
SSSYX vs. DFIEX - Volatility Comparison
The current volatility for State Street Equity 500 Index Fund Class K (SSSYX) is 5.34%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that SSSYX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SSSYX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 7.09% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 10.45% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 15.90% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 15.65% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.43% | 16.35% | +108.08% |