SSSYX vs. VPMAX
Compare and contrast key facts about State Street Equity 500 Index Fund Class K (SSSYX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
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. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
SSSYX vs. VPMAX - Performance Comparison
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SSSYX vs. VPMAX - 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -2.75% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 28.28% |
Returns By Period
In the year-to-date period, SSSYX achieves a -4.34% return, which is significantly lower than VPMAX's -2.75% return. Over the past 10 years, SSSYX has underperformed VPMAX with an annualized return of 14.02%, while VPMAX has yielded a comparatively higher 16.91% 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%
VPMAX
- 1D
- 3.30%
- 1M
- -6.80%
- YTD
- -2.75%
- 6M
- 24.32%
- 1Y
- 51.98%
- 3Y*
- 26.74%
- 5Y*
- 15.10%
- 10Y*
- 16.91%
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SSSYX vs. VPMAX - Expense Ratio Comparison
SSSYX has a 0.02% expense ratio, which is lower than VPMAX's 0.31% expense ratio.
Return for Risk
SSSYX vs. VPMAX — Risk / Return Rank
SSSYX
VPMAX
SSSYX vs. VPMAX - 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 PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.78 | -0.81 |
Sortino ratioReturn per unit of downside risk | 1.49 | 3.30 | -1.81 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.48 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 3.76 | -2.24 |
Martin ratioReturn relative to average drawdown | 7.30 | 16.16 | -8.86 |
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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.78 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.75 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.84 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.62 | -0.51 |
Correlation
The correlation between SSSYX and VPMAX is 0.93, 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. VPMAX - Dividend Comparison
SSSYX's dividend yield for the trailing twelve months is around 1.51%, less than VPMAX's 32.75% 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 32.75% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
SSSYX vs. VPMAX - Drawdown Comparison
The maximum SSSYX drawdown since its inception was -91.48%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for SSSYX and VPMAX.
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Drawdown Indicators
| SSSYX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.48% | -48.32% | -43.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -13.75% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -25.21% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -91.48% | -32.65% | -58.83% |
Current DrawdownCurrent decline from peak | -6.22% | -8.80% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -6.61% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.20% | -0.68% |
Volatility
SSSYX vs. VPMAX - Volatility Comparison
The current volatility for State Street Equity 500 Index Fund Class K (SSSYX) is 5.34%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 6.72%. This indicates that SSSYX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSYX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.72% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 22.09% | -12.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 28.98% | -10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 20.17% | -3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.43% | 20.11% | +104.32% |