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SSSYX vs. PACJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSSYX vs. PACJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Equity 500 Index Fund Class K (SSSYX) and Putnam Retirement Advantage 2055 Fund (PACJX). The values are adjusted to include any dividend payments, if applicable.

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SSSYX vs. PACJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SSSYX
State Street Equity 500 Index Fund Class K
-4.34%17.81%24.99%26.27%-18.16%28.51%17.31%
PACJX
Putnam Retirement Advantage 2055 Fund
-1.63%19.51%15.39%30.61%-17.58%19.58%15.82%

Returns By Period

In the year-to-date period, SSSYX achieves a -4.34% return, which is significantly lower than PACJX's -1.63% 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%

PACJX

1D
2.59%
1M
-4.73%
YTD
-1.63%
6M
0.89%
1Y
19.37%
3Y*
18.24%
5Y*
10.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSSYX vs. PACJX - Expense Ratio Comparison

SSSYX has a 0.02% expense ratio, which is lower than PACJX's 0.45% expense ratio.


Return for Risk

SSSYX vs. PACJX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSSYX
SSSYX Risk / Return Rank: 5959
Overall Rank
SSSYX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5555
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 7575
Martin Ratio Rank

PACJX
PACJX Risk / Return Rank: 7171
Overall Rank
PACJX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PACJX Sortino Ratio Rank: 6969
Sortino Ratio Rank
PACJX Omega Ratio Rank: 6969
Omega Ratio Rank
PACJX Calmar Ratio Rank: 7070
Calmar Ratio Rank
PACJX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSSYX vs. PACJX - 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 Putnam Retirement Advantage 2055 Fund (PACJX). 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.


SSSYXPACJXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.29

-0.31

Sortino ratio

Return per unit of downside risk

1.49

1.88

-0.38

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.06

Calmar ratio

Return relative to maximum drawdown

1.52

1.84

-0.32

Martin ratio

Return relative to average drawdown

7.30

8.90

-1.60

SSSYX vs. PACJX - Sharpe Ratio Comparison

The current SSSYX Sharpe Ratio is 0.97, which is comparable to the PACJX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SSSYX and PACJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSSYXPACJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.29

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.69

+0.01

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

0.66

-0.56

Correlation

The correlation between SSSYX and PACJX is 0.96, 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. PACJX - Dividend Comparison

SSSYX's dividend yield for the trailing twelve months is around 1.51%, less than PACJX's 10.11% yield.


TTM20252024202320222021202020192018201720162015
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%
PACJX
Putnam Retirement Advantage 2055 Fund
10.11%9.94%6.26%4.56%9.65%17.43%1.94%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SSSYX vs. PACJX - Drawdown Comparison

The maximum SSSYX drawdown since its inception was -91.48%, which is greater than PACJX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for SSSYX and PACJX.


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Drawdown Indicators


SSSYXPACJXDifference

Max Drawdown

Largest peak-to-trough decline

-91.48%

-32.14%

-59.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-10.88%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-24.11%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-91.48%

Current Drawdown

Current decline from peak

-6.22%

-5.65%

-0.57%

Average Drawdown

Average peak-to-trough decline

-4.20%

-5.56%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.24%

+0.28%

Volatility

SSSYX vs. PACJX - Volatility Comparison

State Street Equity 500 Index Fund Class K (SSSYX) and Putnam Retirement Advantage 2055 Fund (PACJX) have volatilities of 5.34% and 5.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSSYXPACJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

5.15%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

8.62%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

15.44%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

15.05%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.43%

18.06%

+106.37%