SSSYX vs. SSAFX
SSSYX (State Street Equity 500 Index Fund Class K) and SSAFX (State Street Aggregate Bond Index Portfolio) are both mutual funds - SSSYX is a Large Cap Blend Equities fund tracking the S&P 500 Index, while SSAFX is a Intermediate Core Bond fund managed by State Street. Over the past 10 years, SSSYX returned 15.61%/yr vs 27.83%/yr for SSAFX. At a correlation of -0.04, they often move in opposite directions. SSSYX charges 0.02%/yr vs 0.02%/yr for SSAFX.
Performance
SSSYX vs. SSAFX - Performance Comparison
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Returns By Period
In the year-to-date period, SSSYX achieves a 11.69% return, which is significantly higher than SSAFX's 0.42% return. Over the past 10 years, SSSYX has underperformed SSAFX with an annualized return of 15.61%, while SSAFX has yielded a comparatively higher 27.83% annualized return.
SSSYX
- 1D
- 0.14%
- 1M
- 5.79%
- YTD
- 11.69%
- 6M
- 11.73%
- 1Y
- 28.94%
- 3Y*
- 22.73%
- 5Y*
- 14.24%
- 10Y*
- 15.61%
SSAFX
- 1D
- 0.05%
- 1M
- 0.49%
- YTD
- 0.42%
- 6M
- 0.33%
- 1Y
- 5.39%
- 3Y*
- 3.90%
- 5Y*
- 0.09%
- 10Y*
- 27.83%
SSSYX vs. SSAFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSSYX State Street Equity 500 Index Fund Class K | 11.69% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
SSAFX State Street Aggregate Bond Index Portfolio | 0.42% | 6.81% | 1.34% | 5.61% | -13.30% | -1.72% | 978.57% | 8.69% | -0.12% | 3.38% |
Correlation
The correlation between SSSYX and SSAFX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | -0.04 |
The correlation between SSSYX and SSAFX shifts across timeframes, from -0.04 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SSSYX vs. SSAFX — Risk / Return Rank
SSSYX
SSAFX
SSSYX vs. SSAFX - 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 State Street Aggregate Bond Index Portfolio (SSAFX). 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 | SSAFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.26 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 1.96 | +1.39 |
| Martin ratioReturn relative to average drawdown | 15.69 | 6.00 | +9.69 |
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 | SSAFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 1.45 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.01 | +0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.10 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.09 | +0.03 |
Drawdowns
SSSYX vs. SSAFX - Drawdown Comparison
The maximum SSSYX drawdown since its inception was -91.48%, which is greater than SSAFX's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for SSSYX and SSAFX.
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Drawdown Indicators
| SSSYX | SSAFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.48% | -18.74% | -72.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -2.74% | -6.14% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -6.09% | -12.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -18.10% | -6.39% |
Max Drawdown (10Y)Largest decline over 10 years | -91.48% | -18.74% | -72.74% |
Current DrawdownCurrent decline from peak | 0.00% | -2.62% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -4.41% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 0.90% | +1.00% |
Volatility
SSSYX vs. SSAFX - Volatility Comparison
State Street Equity 500 Index Fund Class K (SSSYX) has a higher volatility of 2.82% compared to State Street Aggregate Bond Index Portfolio (SSAFX) at 1.29%. This indicates that SSSYX's price experiences larger fluctuations and is considered to be riskier than SSAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSYX | SSAFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 1.29% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 2.65% | +6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 3.74% | +8.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 5.95% | +10.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.46% | 277.51% | -153.05% |
SSSYX vs. SSAFX - Expense Ratio Comparison
SSSYX has a 0.02% expense ratio, which is lower than SSAFX's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SSSYX vs. SSAFX - Dividend Comparison
SSSYX's dividend yield for the trailing twelve months is around 1.29%, less than SSAFX's 4.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSAFX State Street Aggregate Bond Index Portfolio | 4.16% | 3.70% | 3.76% | 3.16% | 2.49% | 1.90% | 2.41% | 2.88% | 2.82% | 2.42% | 2.21% | 3.21% |
SSSYX State Street Equity 500 Index Fund Class K | 1.29% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Frequently Asked Questions
SSSYX and SSAFX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSSYX has higher volatility (2.82%) compared to SSAFX (1.29%). In terms of maximum drawdown, SSSYX dropped -91.48% vs SSAFX's -18.74%.
SSSYX currently has the higher Sharpe Ratio (2.52 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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