SSSYX vs. OIEJX
Compare and contrast key facts about State Street Equity 500 Index Fund Class K (SSSYX) and JPMorgan Equity Income Fund R6 (OIEJX).
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. OIEJX is managed by JPMorgan. It was launched on Jul 2, 1987.
Performance
SSSYX vs. OIEJX - Performance Comparison
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SSSYX vs. OIEJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSSYX State Street Equity 500 Index Fund Class K | -3.65% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
OIEJX JPMorgan Equity Income Fund R6 | 1.88% | 14.95% | 19.97% | 5.05% | -1.63% | 25.41% | 3.87% | 26.61% | -4.23% | 17.85% |
Returns By Period
In the year-to-date period, SSSYX achieves a -3.65% return, which is significantly lower than OIEJX's 1.88% return. Over the past 10 years, SSSYX has outperformed OIEJX with an annualized return of 14.10%, while OIEJX has yielded a comparatively lower 11.69% annualized return.
SSSYX
- 1D
- 0.72%
- 1M
- -3.43%
- YTD
- -3.65%
- 6M
- -1.51%
- 1Y
- 17.35%
- 3Y*
- 18.57%
- 5Y*
- 11.91%
- 10Y*
- 14.10%
OIEJX
- 1D
- 0.24%
- 1M
- -3.26%
- YTD
- 1.88%
- 6M
- 4.92%
- 1Y
- 13.40%
- 3Y*
- 14.71%
- 5Y*
- 10.55%
- 10Y*
- 11.69%
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SSSYX vs. OIEJX - Expense Ratio Comparison
SSSYX has a 0.02% expense ratio, which is lower than OIEJX's 0.45% expense ratio.
Return for Risk
SSSYX vs. OIEJX — Risk / Return Rank
SSSYX
OIEJX
SSSYX vs. OIEJX - 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 JPMorgan Equity Income Fund R6 (OIEJX). 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 | OIEJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.93 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.34 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.23 | +0.31 |
Martin ratioReturn relative to average drawdown | 7.30 | 5.22 | +2.09 |
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 | OIEJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.93 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.74 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.70 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.76 | -0.65 |
Correlation
The correlation between SSSYX and OIEJX 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
SSSYX vs. OIEJX - Dividend Comparison
SSSYX's dividend yield for the trailing twelve months is around 1.50%, less than OIEJX's 10.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSSYX State Street Equity 500 Index Fund Class K | 1.50% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
OIEJX JPMorgan Equity Income Fund R6 | 10.91% | 11.06% | 14.67% | 3.01% | 3.93% | 3.57% | 2.04% | 3.01% | 5.37% | 2.70% | 2.71% | 3.03% |
Drawdowns
SSSYX vs. OIEJX - Drawdown Comparison
The maximum SSSYX drawdown since its inception was -91.48%, which is greater than OIEJX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for SSSYX and OIEJX.
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Drawdown Indicators
| SSSYX | OIEJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.48% | -36.88% | -54.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -7.39% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -14.74% | -9.75% |
Max Drawdown (10Y)Largest decline over 10 years | -91.48% | -36.88% | -54.60% |
Current DrawdownCurrent decline from peak | -5.55% | -5.08% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -3.03% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.67% | -0.13% |
Volatility
SSSYX vs. OIEJX - Volatility Comparison
State Street Equity 500 Index Fund Class K (SSSYX) has a higher volatility of 5.37% compared to JPMorgan Equity Income Fund R6 (OIEJX) at 3.96%. This indicates that SSSYX's price experiences larger fluctuations and is considered to be riskier than OIEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSYX | OIEJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 3.96% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 7.87% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.30% | 15.22% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 14.29% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.41% | 16.77% | +107.64% |