STFAX vs. SSDWX
STFAX (State Street Equity 500 Index Fund) and SSDWX (State Street Target Retirement 2060 Fund) are both mutual funds - STFAX is a Large Cap Blend Equities fund managed by State Street, while SSDWX is a Target Retirement Date fund managed by State Street. Over the past 10 years, STFAX returned 14.76%/yr vs 10.88%/yr for SSDWX. Their correlation of 0.93 means they have usually moved in the same direction. STFAX charges 0.17%/yr vs 0.18%/yr for SSDWX.
Performance
STFAX vs. SSDWX - Performance Comparison
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Returns By Period
In the year-to-date period, STFAX achieves a 9.25% return, which is significantly lower than SSDWX's 9.93% return. Over the past 10 years, STFAX has outperformed SSDWX with an annualized return of 14.76%, while SSDWX has yielded a comparatively lower 10.88% annualized return.
STFAX
- 1D
- 1.66%
- 1M
- -0.57%
- 6M
- 7.71%
- YTD
- 9.25%
- 1Y
- 20.43%
- 3Y*
- 18.83%
- 5Y*
- 12.48%
- 10Y*
- 14.76%
- ALL TIME*
- 8.12%
SSDWX
- 1D
- 1.94%
- 1M
- -0.99%
- 6M
- 6.52%
- YTD
- 9.93%
- 1Y
- 21.38%
- 3Y*
- 15.61%
- 5Y*
- 8.19%
- 10Y*
- 10.88%
- ALL TIME*
- 9.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
STFAX vs. SSDWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | 9.25% | 17.63% | 24.80% | 26.09% | -18.28% | 28.31% | 18.14% | 31.13% | -4.52% | 21.43% |
SSDWX State Street Target Retirement 2060 Fund | 9.93% | 21.16% | 12.53% | 19.24% | -19.20% | 13.74% | 19.62% | 25.85% | -8.11% | 21.45% |
Correlation
The correlation between STFAX and SSDWX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.93 |
The correlation between STFAX and SSDWX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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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.
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.
| STFAX | SSDWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.18 | -0.14 |
| Martin ratioReturn relative to average drawdown | 8.73 | 8.85 | -0.11 |
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Drawdowns
STFAX vs. SSDWX - Drawdown Comparison
The maximum STFAX drawdown since its inception was -57.29%, 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 | -57.29% | -29.88% | -27.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -8.92% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -15.10% | -3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -27.39% | +2.82% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -29.88% | -3.88% |
Current DrawdownCurrent decline from peak | -2.13% | -1.87% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -4.99% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.20% | -0.12% |
Volatility
STFAX vs. SSDWX - Volatility Comparison
State Street Equity 500 Index Fund (STFAX) and State Street Target Retirement 2060 Fund (SSDWX) have volatilities of 3.45% and 3.59%, 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 | SSDWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.59% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 10.33% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 12.39% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 14.52% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 14.86% | +3.18% |
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%.
Dividends
STFAX vs. SSDWX - Dividend Comparison
STFAX's dividend yield for the trailing twelve months is around 1.18%, less than SSDWX's 4.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSDWX State Street Target Retirement 2060 Fund | 4.08% | 4.48% | 4.11% | 2.73% | 4.23% | 4.05% | 2.02% | 3.26% | 6.40% | 2.88% | 2.71% | 3.23% |
STFAX State Street Equity 500 Index Fund | 1.18% | 1.29% | 1.47% | 1.63% | 2.01% | 2.61% | 1.71% | 4.28% | 5.02% | 5.78% | 1.92% | 1.69% |
Frequently Asked Questions
With a correlation of 0.92, STFAX and SSDWX 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.
SSDWX has higher volatility (3.59%) compared to STFAX (3.45%). In terms of maximum drawdown, STFAX dropped -57.29% vs SSDWX's -29.88%.
SSDWX currently has the higher Sharpe Ratio (1.57 vs 1.41), 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.
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