SSSYX vs. PRCOX
Compare and contrast key facts about State Street Equity 500 Index Fund Class K (SSSYX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
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. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Performance
SSSYX vs. PRCOX - Performance Comparison
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SSSYX vs. PRCOX - 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% |
PRCOX T. Rowe Price U.S. Equity Research Fund | -4.40% | 16.97% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SSSYX having a -4.34% return and PRCOX slightly lower at -4.40%. Both investments have delivered pretty close results over the past 10 years, with SSSYX having a 14.02% annualized return and PRCOX not far ahead at 14.64%.
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%
PRCOX
- 1D
- 3.03%
- 1M
- -5.43%
- YTD
- -4.40%
- 6M
- -1.63%
- 1Y
- 17.03%
- 3Y*
- 19.27%
- 5Y*
- 12.31%
- 10Y*
- 14.64%
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SSSYX vs. PRCOX - Expense Ratio Comparison
SSSYX has a 0.02% expense ratio, which is lower than PRCOX's 0.42% expense ratio.
Return for Risk
SSSYX vs. PRCOX — Risk / Return Rank
SSSYX
PRCOX
SSSYX vs. PRCOX - 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 T. Rowe Price U.S. Equity Research Fund (PRCOX). 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 | PRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.97 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.49 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.29 | +0.23 |
Martin ratioReturn relative to average drawdown | 7.30 | 6.07 | +1.23 |
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 | PRCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.97 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.72 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.80 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.55 | -0.44 |
Correlation
The correlation between SSSYX and PRCOX is 0.98, 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. PRCOX - Dividend Comparison
SSSYX's dividend yield for the trailing twelve months is around 1.51%, less than PRCOX's 1.80% 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% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.80% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
Drawdowns
SSSYX vs. PRCOX - Drawdown Comparison
The maximum SSSYX drawdown since its inception was -91.48%, which is greater than PRCOX's maximum drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for SSSYX and PRCOX.
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Drawdown Indicators
| SSSYX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.48% | -53.96% | -37.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -12.19% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -24.94% | +0.45% |
Max Drawdown (10Y)Largest decline over 10 years | -91.48% | -34.42% | -57.06% |
Current DrawdownCurrent decline from peak | -6.22% | -6.57% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -9.22% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.59% | -0.07% |
Volatility
SSSYX vs. PRCOX - Volatility Comparison
The current volatility for State Street Equity 500 Index Fund Class K (SSSYX) is 5.34%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 5.63%. This indicates that SSSYX experiences smaller price fluctuations and is considered to be less risky than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSYX | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 5.63% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 9.35% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 18.35% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 17.33% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.43% | 18.33% | +106.10% |