SSSYX vs. SSBWX
Compare and contrast key facts about State Street Equity 500 Index Fund Class K (SSSYX) and State Street Target Retirement 2030 Fund (SSBWX).
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. SSBWX is managed by State Street. It was launched on Sep 29, 2014.
Performance
SSSYX vs. SSBWX - Performance Comparison
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SSSYX vs. SSBWX - 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% |
SSBWX State Street Target Retirement 2030 Fund | -0.72% | 15.92% | 9.76% | 15.66% | -17.17% | 10.75% | 17.27% | 22.52% | -6.23% | 16.05% |
Returns By Period
In the year-to-date period, SSSYX achieves a -4.34% return, which is significantly lower than SSBWX's -0.72% return. Over the past 10 years, SSSYX has outperformed SSBWX with an annualized return of 14.02%, while SSBWX has yielded a comparatively lower 8.36% annualized 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%
SSBWX
- 1D
- 1.47%
- 1M
- -3.95%
- YTD
- -0.72%
- 6M
- 0.89%
- 1Y
- 13.77%
- 3Y*
- 11.33%
- 5Y*
- 5.43%
- 10Y*
- 8.36%
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SSSYX vs. SSBWX - Expense Ratio Comparison
SSSYX has a 0.02% expense ratio, which is lower than SSBWX's 0.15% 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%.
Return for Risk
SSSYX vs. SSBWX — Risk / Return Rank
SSSYX
SSBWX
SSSYX vs. SSBWX - 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 Target Retirement 2030 Fund (SSBWX). 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 | SSBWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.41 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.03 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.87 | -0.35 |
Martin ratioReturn relative to average drawdown | 7.30 | 8.64 | -1.34 |
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 | SSBWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.41 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.51 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.74 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.67 | -0.56 |
Correlation
The correlation between SSSYX and SSBWX is 0.91, 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. SSBWX - Dividend Comparison
SSSYX's dividend yield for the trailing twelve months is around 1.51%, less than SSBWX's 6.96% 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% |
SSBWX State Street Target Retirement 2030 Fund | 6.96% | 6.91% | 6.16% | 4.11% | 5.78% | 6.18% | 4.92% | 6.65% | 5.24% | 0.46% | 1.75% | 2.11% |
Drawdowns
SSSYX vs. SSBWX - Drawdown Comparison
The maximum SSSYX drawdown since its inception was -91.48%, which is greater than SSBWX's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for SSSYX and SSBWX.
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Drawdown Indicators
| SSSYX | SSBWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.48% | -23.73% | -67.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -7.59% | -4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -23.73% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -91.48% | -23.73% | -67.75% |
Current DrawdownCurrent decline from peak | -6.22% | -4.61% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -4.22% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 1.64% | +0.88% |
Volatility
SSSYX vs. SSBWX - Volatility Comparison
State Street Equity 500 Index Fund Class K (SSSYX) has a higher volatility of 5.34% compared to State Street Target Retirement 2030 Fund (SSBWX) at 3.73%. This indicates that SSSYX's price experiences larger fluctuations and is considered to be riskier than SSBWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSYX | SSBWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.73% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 5.71% | +3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 10.08% | +8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 10.64% | +6.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.43% | 11.32% | +113.11% |