SSSYX vs. MUHLX
Compare and contrast key facts about State Street Equity 500 Index Fund Class K (SSSYX) and Muhlenkamp Fund (MUHLX).
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. MUHLX is managed by Muhlenkamp. It was launched on Nov 1, 1988.
Performance
SSSYX vs. MUHLX - Performance Comparison
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SSSYX vs. MUHLX - 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% |
MUHLX Muhlenkamp Fund | 9.11% | 17.82% | 3.38% | 13.92% | 2.89% | 28.98% | 11.96% | 14.39% | -13.29% | 18.78% |
Returns By Period
In the year-to-date period, SSSYX achieves a -4.34% return, which is significantly lower than MUHLX's 9.11% return. Over the past 10 years, SSSYX has outperformed MUHLX with an annualized return of 14.02%, while MUHLX has yielded a comparatively lower 10.68% 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%
MUHLX
- 1D
- 2.42%
- 1M
- -5.65%
- YTD
- 9.11%
- 6M
- 10.37%
- 1Y
- 22.96%
- 3Y*
- 14.41%
- 5Y*
- 12.05%
- 10Y*
- 10.68%
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SSSYX vs. MUHLX - Expense Ratio Comparison
SSSYX has a 0.02% expense ratio, which is lower than MUHLX's 1.14% expense ratio.
Return for Risk
SSSYX vs. MUHLX — Risk / Return Rank
SSSYX
MUHLX
SSSYX vs. MUHLX - 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 Muhlenkamp Fund (MUHLX). 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 | MUHLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.42 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.97 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.37 | -0.85 |
Martin ratioReturn relative to average drawdown | 7.30 | 8.57 | -1.27 |
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 | MUHLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.42 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.82 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.63 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.51 | -0.41 |
Correlation
The correlation between SSSYX and MUHLX is 0.80, 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. MUHLX - Dividend Comparison
SSSYX's dividend yield for the trailing twelve months is around 1.51%, less than MUHLX's 3.06% 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% |
MUHLX Muhlenkamp Fund | 3.06% | 3.34% | 0.58% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% |
Drawdowns
SSSYX vs. MUHLX - Drawdown Comparison
The maximum SSSYX drawdown since its inception was -91.48%, which is greater than MUHLX's maximum drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for SSSYX and MUHLX.
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Drawdown Indicators
| SSSYX | MUHLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.48% | -62.05% | -29.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -10.23% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -18.63% | -5.86% |
Max Drawdown (10Y)Largest decline over 10 years | -91.48% | -40.85% | -50.63% |
Current DrawdownCurrent decline from peak | -6.22% | -5.65% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -10.81% | +6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.83% | -0.31% |
Volatility
SSSYX vs. MUHLX - Volatility Comparison
The current volatility for State Street Equity 500 Index Fund Class K (SSSYX) is 5.34%, while Muhlenkamp Fund (MUHLX) has a volatility of 6.01%. This indicates that SSSYX experiences smaller price fluctuations and is considered to be less risky than MUHLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSYX | MUHLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.01% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 12.06% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 16.85% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 14.77% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.43% | 17.04% | +107.39% |