SSSYX vs. VSMPX

Last updated Apr 2, 2026

Compare and contrast key facts about State Street Equity 500 Index Fund Class K (SSSYX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX).

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. VSMPX is managed by Vanguard. It was launched on Apr 28, 2015.

Performance

SSSYX vs. VSMPX - 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 Total Stock Market Index Fund Institutional Plus Shares (VSMPX). The values are adjusted to include any dividend payments, if applicable.

SSSYX vs. VSMPX - 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%
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	-3.97%	17.15%	23.26%	26.53%	-19.50%	25.74%	21.01%	30.79%	-5.16%	21.19%

Returns By Period

In the year-to-date period, SSSYX achieves a -4.34% return, which is significantly lower than VSMPX's -3.97% return. Both investments have delivered pretty close results over the past 10 years, with SSSYX having a 14.02% annualized return and VSMPX not far behind at 13.62%.

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%

VSMPX

• 1D: 2.97%
• 1M: -5.09%
• YTD: -3.97%
• 6M: -1.96%
• 1Y: 17.73%
• 3Y*: 17.86%
• 5Y*: 10.50%
• 10Y*: 13.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SSSYX vs. VSMPX - Expense Ratio Comparison

Both SSSYX and VSMPX 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%.

SSSYX

State Street Equity 500 Index Fund Class K

VSMPX

Vanguard Total Stock Market Index Fund Institutional Plus Shares

Return for Risk

SSSYX vs. VSMPX — Risk / Return Rank

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

SSSYX

SSSYX Risk / Return Rank: 59
SSSYX Sharpe Ratio Rank: 48
SSSYX Sortino Ratio Rank: 53
SSSYX Omega Ratio Rank: 55
SSSYX Calmar Ratio Rank: 64
SSSYX Martin Ratio Rank: 75

VSMPX

VSMPX Risk / Return Rank: 59
VSMPX Sharpe Ratio Rank: 48
VSMPX Sortino Ratio Rank: 54
VSMPX Omega Ratio Rank: 56
VSMPX Calmar Ratio Rank: 63
VSMPX Martin Ratio Rank: 75

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. VSMPX - 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 Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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	VSMPX	Difference
Sharpe ratio Return per unit of total volatility	0.97	0.98	-0.01
Sortino ratio Return per unit of downside risk	1.49	1.50	-0.01
Omega ratio Gain probability vs. loss probability	1.23	1.23	0.00
Calmar ratio Return relative to maximum drawdown	1.52	1.51	+0.01
Martin ratio Return relative to average drawdown	7.30	7.25	+0.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSSYX vs. VSMPX - Sharpe Ratio Comparison

The current SSSYX Sharpe Ratio is 0.97, which is comparable to the VSMPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SSSYX and VSMPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SSSYX	VSMPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	0.98	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.61	+0.09
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	0.74	-0.63

Correlation

The correlation between SSSYX and VSMPX is 0.98, 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. VSMPX - Dividend Comparison

SSSYX's dividend yield for the trailing twelve months is around 1.51%, more than VSMPX's 1.18% 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%
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	1.18%	1.13%	1.27%	1.43%	1.67%	1.22%	1.43%	1.78%	2.05%	1.73%	1.95%	0.00%

Drawdowns

SSSYX vs. VSMPX - Drawdown Comparison

The maximum SSSYX drawdown since its inception was -91.48%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SSSYX and VSMPX.

Drawdown Indicators

	SSSYX	VSMPX	Difference
Max Drawdown Largest peak-to-trough decline	-91.48%	-34.97%	-56.51%
Max Drawdown (1Y) Largest decline over 1 year	-12.10%	-12.41%	+0.31%
Max Drawdown (5Y) Largest decline over 5 years	-24.49%	-25.35%	+0.86%
Max Drawdown (10Y) Largest decline over 10 years	-91.48%	-34.97%	-56.51%
Current Drawdown Current decline from peak	-6.22%	-6.21%	-0.01%
Average Drawdown Average peak-to-trough decline	-4.20%	-4.65%	+0.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	2.59%	-0.07%

Volatility

SSSYX vs. VSMPX - Volatility Comparison

State Street Equity 500 Index Fund Class K (SSSYX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) have volatilities of 5.34% and 5.49%, 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.

Volatility by Period

	SSSYX	VSMPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	5.49%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	9.53%	9.79%	-0.26%
Volatility (1Y) Calculated over the trailing 1-year period	18.29%	18.61%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.89%	17.37%	-0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	124.43%	18.39%	+106.04%