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SSSYX vs. VIMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSSYX vs. VIMAX - 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 Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX). The values are adjusted to include any dividend payments, if applicable.

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SSSYX vs. VIMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSSYX
State Street Equity 500 Index Fund Class K
-7.05%17.81%24.99%26.27%-18.16%28.51%18.31%31.38%-4.38%21.61%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
-2.80%11.67%14.66%16.53%-18.70%24.51%18.18%31.03%-9.24%19.26%

Returns By Period

In the year-to-date period, SSSYX achieves a -7.05% return, which is significantly lower than VIMAX's -2.80% return. Over the past 10 years, SSSYX has outperformed VIMAX with an annualized return of 13.69%, while VIMAX has yielded a comparatively lower 10.42% annualized return.


SSSYX

1D
-0.39%
1M
-7.67%
YTD
-7.05%
6M
-4.60%
1Y
14.40%
3Y*
17.15%
5Y*
11.37%
10Y*
13.69%

VIMAX

1D
-0.66%
1M
-7.87%
YTD
-2.80%
6M
-3.59%
1Y
10.30%
3Y*
11.78%
5Y*
6.50%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSSYX vs. VIMAX - Expense Ratio Comparison

SSSYX has a 0.02% expense ratio, which is lower than VIMAX's 0.05% 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. VIMAX — Risk / Return Rank

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

SSSYX
SSSYX Risk / Return Rank: 4646
Overall Rank
SSSYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5050
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 5353
Martin Ratio Rank

VIMAX
VIMAX Risk / Return Rank: 2828
Overall Rank
VIMAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VIMAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VIMAX Omega Ratio Rank: 2727
Omega Ratio Rank
VIMAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VIMAX Martin Ratio Rank: 3232
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. VIMAX - 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 Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX). 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.


SSSYXVIMAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.63

+0.21

Sortino ratio

Return per unit of downside risk

1.30

0.99

+0.31

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.06

0.73

+0.33

Martin ratio

Return relative to average drawdown

5.13

3.39

+1.74

SSSYX vs. VIMAX - Sharpe Ratio Comparison

The current SSSYX Sharpe Ratio is 0.84, which is higher than the VIMAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SSSYX and VIMAX, 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


SSSYXVIMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.63

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.37

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.55

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.48

-0.37

Correlation

The correlation between SSSYX and VIMAX 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. VIMAX - Dividend Comparison

SSSYX's dividend yield for the trailing twelve months is around 1.55%, more than VIMAX's 1.53% yield.


TTM20252024202320222021202020192018201720162015
SSSYX
State Street Equity 500 Index Fund Class K
1.55%1.44%1.63%1.78%2.16%2.76%1.86%4.44%5.18%5.94%2.07%1.84%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.53%1.51%1.48%1.50%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%

Drawdowns

SSSYX vs. VIMAX - Drawdown Comparison

The maximum SSSYX drawdown since its inception was -91.48%, which is greater than VIMAX's maximum drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for SSSYX and VIMAX.


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Drawdown Indicators


SSSYXVIMAXDifference

Max Drawdown

Largest peak-to-trough decline

-91.48%

-58.88%

-32.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-12.77%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-27.55%

+3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-91.48%

-39.30%

-52.18%

Current Drawdown

Current decline from peak

-8.88%

-8.13%

-0.75%

Average Drawdown

Average peak-to-trough decline

-4.20%

-8.17%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.75%

-0.26%

Volatility

SSSYX vs. VIMAX - Volatility Comparison

State Street Equity 500 Index Fund Class K (SSSYX) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) have volatilities of 4.24% and 4.23%, 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


SSSYXVIMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.23%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

9.43%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

17.58%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

17.63%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.43%

18.90%

+105.53%