STFAX vs. FDFIX
Compare and contrast key facts about State Street Equity 500 Index Fund (STFAX) and Fidelity Flex 500 Index Fund (FDFIX).
STFAX is managed by State Street. It was launched on Apr 18, 2001. FDFIX is managed by Fidelity. It was launched on Mar 9, 2017.
Performance
STFAX vs. FDFIX - Performance Comparison
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STFAX vs. FDFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | -7.09% | 17.63% | 24.80% | 26.09% | -18.28% | 28.31% | -88.19% | 31.13% | -4.52% | 14.61% |
FDFIX Fidelity Flex 500 Index Fund | -7.27% | 17.59% | 25.06% | 26.27% | -18.10% | 28.69% | 18.46% | 31.47% | -4.45% | 14.41% |
Returns By Period
The year-to-date returns for both stocks are quite close, with STFAX having a -7.09% return and FDFIX slightly lower at -7.27%.
STFAX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.09%
- 6M
- -4.67%
- 1Y
- 14.23%
- 3Y*
- 16.98%
- 5Y*
- 11.20%
- 10Y*
- -9.83%
FDFIX
- 1D
- -0.33%
- 1M
- -7.59%
- YTD
- -7.27%
- 6M
- -4.96%
- 1Y
- 13.90%
- 3Y*
- 17.02%
- 5Y*
- 11.31%
- 10Y*
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STFAX vs. FDFIX - Expense Ratio Comparison
STFAX has a 0.17% expense ratio, which is higher than FDFIX's 0.00% expense ratio. However, 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
STFAX vs. FDFIX — Risk / Return Rank
STFAX
FDFIX
STFAX vs. FDFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index Fund (STFAX) and Fidelity Flex 500 Index Fund (FDFIX). 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.
| STFAX | FDFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.81 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.26 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 0.96 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.05 | 4.59 | +0.46 |
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
| STFAX | FDFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.81 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.67 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.71 | -0.79 |
Correlation
The correlation between STFAX and FDFIX is 0.99, 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
STFAX vs. FDFIX - Dividend Comparison
STFAX's dividend yield for the trailing twelve months is around 1.39%, more than FDFIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | 1.39% | 1.29% | 1.47% | 1.63% | 2.01% | 2.61% | 1.71% | 4.28% | 5.02% | 5.78% | 1.92% | 1.69% |
FDFIX Fidelity Flex 500 Index Fund | 1.20% | 1.11% | 1.26% | 1.48% | 1.70% | 1.27% | 1.52% | 1.78% | 2.16% | 0.50% | 0.00% | 0.00% |
Drawdowns
STFAX vs. FDFIX - Drawdown Comparison
The maximum STFAX drawdown since its inception was -91.92%, which is greater than FDFIX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for STFAX and FDFIX.
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Drawdown Indicators
| STFAX | FDFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.92% | -33.77% | -58.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -12.13% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -24.51% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -91.92% | — | — |
Current DrawdownCurrent decline from peak | -79.72% | -8.99% | -70.73% |
Average DrawdownAverage peak-to-trough decline | -29.32% | -4.64% | -24.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.60% | -0.10% |
Volatility
STFAX vs. FDFIX - Volatility Comparison
State Street Equity 500 Index Fund (STFAX) and Fidelity Flex 500 Index Fund (FDFIX) have volatilities of 4.24% and 4.22%, 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
| STFAX | FDFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.22% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 9.16% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 18.20% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 16.91% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.63% | 18.68% | +14.95% |