SSSYX vs. VTI

Last updated Jun 23, 2026

SSSYX (State Street Equity 500 Index Fund Class K) and VTI (Vanguard Total Stock Market ETF) are both funds - SSSYX is a S&P 500 fund tracking the S&P 500 Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, SSSYX returned 45.43%/yr vs 15.31%/yr for VTI. With a 0.99 correlation, they move nearly in lockstep. SSSYX charges 0.02%/yr vs 0.03%/yr for VTI.

Performance

SSSYX vs. VTI - 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 ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SSSYX having a 10.18% return and VTI slightly higher at 10.35%. Over the past 10 years, SSSYX has outperformed VTI with an annualized return of 45.43%, while VTI has yielded a comparatively lower 15.31% annualized return.

SSSYX

• 1D: 1.09%
• 1M: 0.47%
• YTD: 10.18%
• 6M: 9.67%
• 1Y: 27.15%
• 3Y*: 20.96%
• 5Y*: 14.06%
• 10Y*: 45.43%

VTI

• 1D: -0.32%
• 1M: 0.55%
• YTD: 10.35%
• 6M: 9.59%
• 1Y: 27.18%
• 3Y*: 21.19%
• 5Y*: 12.36%
• 10Y*: 15.31%

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

SSSYX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSSYX State Street Equity 500 Index Fund Class K	10.18%	17.81%	24.99%	26.27%	-18.16%	28.51%	1,083.11%	31.38%	-4.38%	21.61%
VTI Vanguard Total Stock Market ETF	10.35%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between SSSYX and VTI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since Sep 18, 2014	0.99

The correlation between SSSYX and VTI has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

Return for Risk

SSSYX vs. VTI — Risk / Return Rank

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

SSSYX

SSSYX Risk / Return Rank: 66
SSSYX Sharpe Ratio Rank: 64
SSSYX Sortino Ratio Rank: 58
SSSYX Omega Ratio Rank: 61
SSSYX Calmar Ratio Rank: 68
SSSYX Martin Ratio Rank: 79

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 68
VTI Sortino Ratio Rank: 66
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 64
VTI Martin Ratio Rank: 74

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. VTI - 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 ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.17	2.14	+0.02
Sortino ratio: Return per unit of downside risk	2.93	2.90	+0.03
Omega ratio: Gain probability vs. loss probability	1.39	1.38	+0.01
Calmar ratio: Return relative to maximum drawdown	3.04	3.06	-0.02
Martin ratio: Return relative to average drawdown	13.74	13.68	+0.06

SSSYX vs. VTI - Sharpe Ratio Comparison

The current SSSYX Sharpe Ratio is 2.17, which is comparable to the VTI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SSSYX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SSSYX vs. VTI - Drawdown Comparison

The maximum SSSYX drawdown since its inception was -33.77%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SSSYX and VTI.

Drawdown Indicators

	SSSYX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-33.77%	-55.45%	+21.68%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-8.92%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	-18.74%	-19.30%	+0.56%
Max Drawdown (5Y) Largest decline over 5 years	-24.49%	-25.36%	+0.87%
Max Drawdown (10Y) Largest decline over 10 years	-33.77%	-35.00%	+1.23%
Current Drawdown Current decline from peak	-1.36%	-1.48%	+0.12%
Average Drawdown Average peak-to-trough decline	-3.91%	-8.01%	+4.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	1.99%	-0.03%

Volatility

SSSYX vs. VTI - Volatility Comparison

State Street Equity 500 Index Fund Class K (SSSYX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.76% and 4.74%, 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	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.76%	4.74%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	9.90%	9.96%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	12.46%	12.76%	-0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	17.49%	-0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	121.11%	18.35%	+102.76%

SSSYX vs. VTI - Expense Ratio Comparison

SSSYX has a 0.02% expense ratio, which is lower than VTI's 0.03% 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%.

Dividends

SSSYX vs. VTI - Dividend Comparison

SSSYX's dividend yield for the trailing twelve months is around 1.31%, more than VTI's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VTI Vanguard Total Stock Market ETF	1.02%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both SSSYX and VTI in my portfolio?

With a correlation of 0.99, SSSYX and VTI 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.

Which is riskier, SSSYX or VTI?

SSSYX has higher volatility (4.76%) compared to VTI (4.74%). In terms of maximum drawdown, SSSYX dropped -33.77% vs VTI's -55.45%.

Which has better risk-adjusted returns?

SSSYX currently has the higher Sharpe Ratio (2.17 vs 2.14), 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.