SSSYX vs. NWAUX
Compare and contrast key facts about State Street Equity 500 Index Fund Class K (SSSYX) and Nationwide GQG US Quality Equity Fund (NWAUX).
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. NWAUX is managed by Nationwide. It was launched on Jan 24, 2021.
Performance
SSSYX vs. NWAUX - Performance Comparison
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SSSYX vs. NWAUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 24.29% |
NWAUX Nationwide GQG US Quality Equity Fund | 9.49% | -4.92% | 27.90% | 18.30% | -3.23% | 22.65% |
Returns By Period
In the year-to-date period, SSSYX achieves a -4.34% return, which is significantly lower than NWAUX's 9.49% 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%
NWAUX
- 1D
- -0.20%
- 1M
- -1.80%
- YTD
- 9.49%
- 6M
- 7.91%
- 1Y
- 4.79%
- 3Y*
- 17.34%
- 5Y*
- 12.43%
- 10Y*
- —
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SSSYX vs. NWAUX - Expense Ratio Comparison
SSSYX has a 0.02% expense ratio, which is lower than NWAUX's 0.74% expense ratio.
Return for Risk
SSSYX vs. NWAUX — Risk / Return Rank
SSSYX
NWAUX
SSSYX vs. NWAUX - 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 Nationwide GQG US Quality Equity Fund (NWAUX). 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 | NWAUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.38 | +0.60 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.59 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.08 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 0.66 | +0.87 |
Martin ratioReturn relative to average drawdown | 7.30 | 1.53 | +5.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSSYX | NWAUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.38 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.78 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.82 | -0.72 |
Correlation
The correlation between SSSYX and NWAUX is 0.71, 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. NWAUX - Dividend Comparison
SSSYX's dividend yield for the trailing twelve months is around 1.51%, less than NWAUX's 4.70% 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% |
NWAUX Nationwide GQG US Quality Equity Fund | 4.70% | 4.35% | 13.58% | 0.40% | 1.93% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SSSYX vs. NWAUX - Drawdown Comparison
The maximum SSSYX drawdown since its inception was -91.48%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for SSSYX and NWAUX.
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Drawdown Indicators
| SSSYX | NWAUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.48% | -21.07% | -70.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -8.57% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -21.07% | -3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -91.48% | — | — |
Current DrawdownCurrent decline from peak | -6.22% | -7.22% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -6.85% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.83% | -1.31% |
Volatility
SSSYX vs. NWAUX - Volatility Comparison
State Street Equity 500 Index Fund Class K (SSSYX) has a higher volatility of 5.34% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.74%. This indicates that SSSYX's price experiences larger fluctuations and is considered to be riskier than NWAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSYX | NWAUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 2.74% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 7.29% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 12.55% | +5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 16.10% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.43% | 16.04% | +108.39% |