SSSYX vs. MGRDX
Compare and contrast key facts about State Street Equity 500 Index Fund Class K (SSSYX) and MFS International Growth Fund R6 (MGRDX).
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. MGRDX is an actively managed fund by MFS. It was launched on May 1, 2006.
Performance
SSSYX vs. MGRDX - Performance Comparison
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SSSYX vs. MGRDX - 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% |
MGRDX MFS International Growth Fund R6 | -3.48% | 21.18% | 9.22% | 14.99% | -15.00% | 9.61% | 15.82% | 27.32% | -8.79% | 32.56% |
Returns By Period
In the year-to-date period, SSSYX achieves a -4.34% return, which is significantly lower than MGRDX's -3.48% return. Over the past 10 years, SSSYX has outperformed MGRDX with an annualized return of 14.02%, while MGRDX has yielded a comparatively lower 9.56% 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%
MGRDX
- 1D
- 2.73%
- 1M
- -8.21%
- YTD
- -3.48%
- 6M
- -2.73%
- 1Y
- 11.40%
- 3Y*
- 10.38%
- 5Y*
- 6.04%
- 10Y*
- 9.56%
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SSSYX vs. MGRDX - Expense Ratio Comparison
SSSYX has a 0.02% expense ratio, which is lower than MGRDX's 0.72% expense ratio.
Return for Risk
SSSYX vs. MGRDX — Risk / Return Rank
SSSYX
MGRDX
SSSYX vs. MGRDX - 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 MFS International Growth Fund R6 (MGRDX). 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 | MGRDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.84 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.20 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 0.89 | +0.63 |
Martin ratioReturn relative to average drawdown | 7.30 | 3.53 | +3.78 |
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
| SSSYX | MGRDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.84 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.39 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.61 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.28 | -0.17 |
Correlation
The correlation between SSSYX and MGRDX is 0.73, 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. MGRDX - Dividend Comparison
SSSYX's dividend yield for the trailing twelve months is around 1.51%, less than MGRDX's 5.83% 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% |
MGRDX MFS International Growth Fund R6 | 5.83% | 5.63% | 6.35% | 2.90% | 3.06% | 6.97% | 0.80% | 1.51% | 4.20% | 2.61% | 1.45% | 1.20% |
Drawdowns
SSSYX vs. MGRDX - Drawdown Comparison
The maximum SSSYX drawdown since its inception was -91.48%, which is greater than MGRDX's maximum drawdown of -60.75%. Use the drawdown chart below to compare losses from any high point for SSSYX and MGRDX.
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Drawdown Indicators
| SSSYX | MGRDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.48% | -60.75% | -30.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -12.39% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -30.60% | +6.11% |
Max Drawdown (10Y)Largest decline over 10 years | -91.48% | -30.60% | -60.88% |
Current DrawdownCurrent decline from peak | -6.22% | -9.85% | +3.63% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -12.49% | +8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.14% | -0.62% |
Volatility
SSSYX vs. MGRDX - Volatility Comparison
The current volatility for State Street Equity 500 Index Fund Class K (SSSYX) is 5.34%, while MFS International Growth Fund R6 (MGRDX) has a volatility of 6.52%. This indicates that SSSYX experiences smaller price fluctuations and is considered to be less risky than MGRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSYX | MGRDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.52% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 9.86% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 14.50% | +3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 15.51% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.43% | 15.71% | +108.72% |