SSSYX vs. SSEYX
SSSYX (State Street Equity 500 Index Fund Class K) and SSEYX (State Street Equity 500 Index II Portfolio) are both mutual funds - SSSYX is a S&P 500 fund tracking the S&P 500 Index, while SSEYX is a Large Cap Blend Equities fund managed by State Street. Over the past 10 years, SSSYX returned 44.89%/yr vs 15.06%/yr for SSEYX. Their 0.99 correlation means they have historically moved very closely together. Both charge a 0.02% expense ratio.
Performance
SSSYX vs. SSEYX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SSSYX having a 10.11% return and SSEYX slightly higher at 10.12%. Over the past 10 years, SSSYX has outperformed SSEYX with an annualized return of 44.89%, while SSEYX has yielded a comparatively lower 15.06% annualized return.
SSSYX
- 1D
- 0.71%
- 1M
- 0.15%
- 6M
- 7.96%
- YTD
- 10.11%
- 1Y
- 21.46%
- 3Y*
- 19.39%
- 5Y*
- 12.81%
- 10Y*
- 44.89%
- ALL TIME*
- 37.71%
SSEYX
- 1D
- 0.71%
- 1M
- 0.15%
- 6M
- 7.96%
- YTD
- 10.12%
- 1Y
- 21.17%
- 3Y*
- 19.30%
- 5Y*
- 12.76%
- 10Y*
- 15.06%
- ALL TIME*
- 13.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SSSYX vs. SSEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSSYX State Street Equity 500 Index Fund Class K | 10.11% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 1,083.11% | 31.38% | -4.38% | 21.61% |
SSEYX State Street Equity 500 Index II Portfolio | 10.12% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -4.54% | 21.72% |
Correlation
The correlation between SSSYX and SSEYX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2014 | 0.99 |
The correlation between SSSYX and SSEYX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
SSSYX vs. SSEYX — Risk / Return Rank
SSSYX
SSEYX
SSSYX vs. SSEYX - 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 Equity 500 Index II Portfolio (SSEYX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSSYX | SSEYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.17 | +0.03 |
| Martin ratioReturn relative to average drawdown | 9.47 | 9.34 | +0.14 |
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Drawdowns
SSSYX vs. SSEYX - Drawdown Comparison
The maximum SSSYX drawdown since its inception was -33.77%, roughly equal to the maximum SSEYX drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SSSYX and SSEYX.
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Drawdown Indicators
| SSSYX | SSEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -33.75% | -0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -8.88% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -18.74% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -24.52% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -33.75% | -0.02% |
Current DrawdownCurrent decline from peak | -1.42% | -1.41% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -4.06% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.07% | 0.00% |
Volatility
SSSYX vs. SSEYX - Volatility Comparison
State Street Equity 500 Index Fund Class K (SSSYX) and State Street Equity 500 Index II Portfolio (SSEYX) have volatilities of 3.52% and 3.52%, 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
| SSSYX | SSEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 3.52% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 10.10% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 12.85% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 17.02% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 121.13% | 18.07% | +103.06% |
SSSYX vs. SSEYX - Expense Ratio Comparison
Both SSSYX and SSEYX have an expense ratio of 0.02%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SSSYX vs. SSEYX - Dividend Comparison
SSSYX's dividend yield for the trailing twelve months is around 1.31%, more than SSEYX's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSEYX State Street Equity 500 Index II Portfolio | 1.26% | 1.38% | 1.93% | 1.46% | 1.57% | 2.48% | 3.63% | 2.36% | 5.91% | 5.37% | 2.29% | 3.47% |
SSSYX State Street Equity 500 Index Fund Class K | 1.31% | 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
With a correlation of 1.00, SSSYX and SSEYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SSEYX has higher volatility (3.52%) compared to SSSYX (3.52%). In terms of maximum drawdown, SSSYX dropped -33.77% vs SSEYX's -33.75%.
SSSYX currently has the higher Sharpe Ratio (1.52 vs 1.50), 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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