STFAX vs. SSDWX
Compare and contrast key facts about State Street Equity 500 Index Fund (STFAX) and State Street Target Retirement 2060 Fund (SSDWX).
STFAX is managed by State Street. It was launched on Apr 18, 2001. SSDWX is managed by State Street. It was launched on Sep 29, 2014.
Performance
STFAX vs. SSDWX - Performance Comparison
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STFAX vs. SSDWX - 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% | 21.43% |
SSDWX State Street Target Retirement 2060 Fund | -3.64% | 21.16% | 12.53% | 19.24% | -19.20% | 13.74% | 19.62% | 25.85% | -8.11% | 21.45% |
Returns By Period
In the year-to-date period, STFAX achieves a -7.09% return, which is significantly lower than SSDWX's -3.64% return. Over the past 10 years, STFAX has underperformed SSDWX with an annualized return of -9.83%, while SSDWX has yielded a comparatively higher 10.10% annualized return.
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%
SSDWX
- 1D
- 0.00%
- 1M
- -8.63%
- YTD
- -3.64%
- 6M
- -0.94%
- 1Y
- 17.12%
- 3Y*
- 13.64%
- 5Y*
- 6.85%
- 10Y*
- 10.10%
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STFAX vs. SSDWX - Expense Ratio Comparison
STFAX has a 0.17% expense ratio, which is lower than SSDWX's 0.18% 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
STFAX vs. SSDWX — Risk / Return Rank
STFAX
SSDWX
STFAX vs. SSDWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index Fund (STFAX) and State Street Target Retirement 2060 Fund (SSDWX). 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 | SSDWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.14 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.67 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.40 | -0.36 |
Martin ratioReturn relative to average drawdown | 5.05 | 6.48 | -1.43 |
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 | SSDWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.14 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.48 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.29 | 0.68 | -0.98 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.61 | -0.68 |
Correlation
The correlation between STFAX and SSDWX is 0.92, 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. SSDWX - Dividend Comparison
STFAX's dividend yield for the trailing twelve months is around 1.39%, less than SSDWX's 4.65% 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% |
SSDWX State Street Target Retirement 2060 Fund | 4.65% | 4.48% | 4.11% | 2.73% | 4.23% | 4.05% | 2.02% | 3.26% | 6.40% | 2.88% | 2.71% | 3.23% |
Drawdowns
STFAX vs. SSDWX - Drawdown Comparison
The maximum STFAX drawdown since its inception was -91.92%, which is greater than SSDWX's maximum drawdown of -29.88%. Use the drawdown chart below to compare losses from any high point for STFAX and SSDWX.
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Drawdown Indicators
| STFAX | SSDWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.92% | -29.88% | -62.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -11.00% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -27.39% | +2.82% |
Max Drawdown (10Y)Largest decline over 10 years | -91.92% | -29.88% | -62.04% |
Current DrawdownCurrent decline from peak | -79.72% | -8.92% | -70.80% |
Average DrawdownAverage peak-to-trough decline | -29.32% | -5.10% | -24.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.38% | +0.12% |
Volatility
STFAX vs. SSDWX - Volatility Comparison
The current volatility for State Street Equity 500 Index Fund (STFAX) is 4.24%, while State Street Target Retirement 2060 Fund (SSDWX) has a volatility of 4.80%. This indicates that STFAX experiences smaller price fluctuations and is considered to be less risky than SSDWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STFAX | SSDWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.80% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 8.50% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 15.00% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 14.25% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.63% | 14.80% | +18.83% |