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STFAX vs. SVSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

STFAX vs. SVSPX

Last updated Apr 2, 2026

Compare and contrast key facts about State Street Equity 500 Index Fund (STFAX) and State Street S&P 500 Index Fund Class N (SVSPX).

STFAX is managed by State Street. It was launched on Apr 18, 2001. SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992.

Performance

STFAX vs. SVSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Equity 500 Index Fund (STFAX) and State Street S&P 500 Index Fund Class N (SVSPX). The values are adjusted to include any dividend payments, if applicable.

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STFAX vs. SVSPX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
STFAX
State Street Equity 500 Index Fund		-4.37%17.63%24.80%26.09%-18.28%28.31%-88.19%31.13%-4.52%21.43%
SVSPX
State Street S&P 500 Index Fund Class N		-4.37%17.83%25.07%26.21%-18.31%28.38%18.48%31.27%-4.87%21.71%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with STFAX at -4.37% and SVSPX at -4.37%. Over the past 10 years, STFAX has underperformed SVSPX with an annualized return of -9.57%, while SVSPX has yielded a comparatively higher 13.92% annualized return.

STFAX

1D
2.92%
1M
-5.04%
YTD
-4.37%
6M
-2.22%
1Y
17.12%
3Y*
18.11%
5Y*
11.58%
10Y*
-9.57%

SVSPX

1D
2.93%
1M
-5.04%
YTD
-4.37%
6M
-2.09%
1Y
17.31%
3Y*
18.28%
5Y*
11.67%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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State Street Equity 500 Index Fund

State Street S&P 500 Index Fund Class N

Often compared with STFAX:
STFAX vs. SPXLSTFAX vs. VOOSTFAX vs. VTSAXSTFAX vs. SCHDSTFAX vs. SSDWXSTFAX vs. WFSPXSTFAX vs. FDFIX
Often compared with SVSPX:
SVSPX vs. FXAIXSVSPX vs. VTSAXSVSPX vs. VOOSVSPX vs. SPYSVSPX vs. VIIIXSVSPX vs. VFIAXSVSPX vs. SSEYX

STFAX vs. SVSPX - Expense Ratio Comparison

STFAX has a 0.17% expense ratio, which is higher than SVSPX's 0.16% 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%.

STFAX
State Street Equity 500 Index Fund
SVSPX
State Street S&P 500 Index Fund Class N

Return for Risk

STFAX vs. SVSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
STFAX
STFAX Risk / Return Rank: 5353
Overall Rank
STFAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
STFAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
STFAX Omega Ratio Rank: 5151
Omega Ratio Rank
STFAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
STFAX Martin Ratio Rank: 6969
Martin Ratio Rank
SVSPX
SVSPX Risk / Return Rank: 4343
Overall Rank
SVSPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SVSPX Sortino Ratio Rank: 6666
Sortino Ratio Rank
SVSPX Omega Ratio Rank: 6363
Omega Ratio Rank
SVSPX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SVSPX Martin Ratio Rank: 1616
Martin Ratio Rank
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.

STFAX vs. SVSPX - 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 S&P 500 Index Fund Class N (SVSPX). 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.

STFAXSVSPXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.06

-0.10

Sortino ratio

Return per unit of downside risk

1.48

1.71

-0.23

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.51

0.43

+1.07

Martin ratio

Return relative to average drawdown

7.21

1.65

+5.57

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STFAX vs. SVSPX - Sharpe Ratio Comparison

The current STFAX Sharpe Ratio is 0.96, which is comparable to the SVSPX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of STFAX and SVSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

STFAXSVSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.06

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.70

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.29

0.78

-1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.56

-0.63

Correlation

The correlation between STFAX and SVSPX 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

STFAX vs. SVSPX - Dividend Comparison

STFAX's dividend yield for the trailing twelve months is around 1.35%, less than SVSPX's 8.68% yield.

TTM20252024202320222021202020192018201720162015
STFAX
State Street Equity 500 Index Fund		1.35%1.29%1.47%1.63%2.01%2.61%1.71%4.28%5.02%5.78%1.92%1.69%
SVSPX
State Street S&P 500 Index Fund Class N		8.68%8.28%9.39%12.38%10.53%11.65%15.98%6.40%13.29%4.94%8.63%4.05%

Drawdowns

STFAX vs. SVSPX - Drawdown Comparison

The maximum STFAX drawdown since its inception was -91.92%, which is greater than SVSPX's maximum drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for STFAX and SVSPX.

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Drawdown Indicators

STFAXSVSPXDifference

Max Drawdown

Largest peak-to-trough decline

-91.92%

-55.76%

-36.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-12.15%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-24.59%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-91.92%

-33.69%

-58.23%

Current Drawdown

Current decline from peak

-79.13%

-6.26%

-72.87%

Average Drawdown

Average peak-to-trough decline

-29.33%

-9.28%

-20.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

5.01%

-2.48%

Volatility

STFAX vs. SVSPX - Volatility Comparison

State Street Equity 500 Index Fund (STFAX) has a higher volatility of 5.34% compared to State Street S&P 500 Index Fund Class N (SVSPX) at 5.01%. This indicates that STFAX's price experiences larger fluctuations and is considered to be riskier than SVSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

STFAXSVSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

5.01%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

9.75%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

20.72%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

17.41%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.65%

18.30%

+15.35%