STFAX vs. VSMPX
STFAX (State Street Equity 500 Index Fund) and VSMPX (Vanguard Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, STFAX returned -8.31%/yr vs 15.05%/yr for VSMPX. With a 0.99 correlation, they move nearly in lockstep. STFAX charges 0.17%/yr vs 0.02%/yr for VSMPX.
Performance
STFAX vs. VSMPX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with STFAX having a 11.63% return and VSMPX slightly lower at 11.14%. Over the past 10 years, STFAX has underperformed VSMPX with an annualized return of -8.31%, while VSMPX has yielded a comparatively higher 15.05% annualized return.
STFAX
- 1D
- 0.13%
- 1M
- 5.78%
- YTD
- 11.63%
- 6M
- 11.65%
- 1Y
- 28.74%
- 3Y*
- 22.54%
- 5Y*
- 14.07%
- 10Y*
- -8.31%
VSMPX
- 1D
- -0.76%
- 1M
- 4.07%
- YTD
- 11.14%
- 6M
- 10.87%
- 1Y
- 28.12%
- 3Y*
- 22.06%
- 5Y*
- 12.70%
- 10Y*
- 15.05%
STFAX vs. VSMPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | 11.63% | 17.63% | 24.80% | 26.09% | -18.28% | 28.31% | -88.19% | 31.13% | -4.52% | 21.43% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 11.14% | 17.15% | 23.26% | 26.53% | -19.50% | 25.74% | 21.01% | 30.79% | -5.16% | 21.19% |
Correlation
The correlation between STFAX and VSMPX 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 Jan 5, 2016 | 0.99 |
The correlation between STFAX and VSMPX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
STFAX vs. VSMPX — Risk / Return Rank
STFAX
VSMPX
STFAX vs. VSMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index Fund (STFAX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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 | VSMPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.42 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.17 | +0.16 |
| Martin ratioReturn relative to average drawdown | 15.53 | 14.62 | +0.90 |
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 | VSMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 2.32 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.74 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.25 | 0.82 | -1.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.82 | -0.87 |
Drawdowns
STFAX vs. VSMPX - Drawdown Comparison
The maximum STFAX drawdown since its inception was -91.92%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for STFAX and VSMPX.
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Drawdown Indicators
| STFAX | VSMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.92% | -34.97% | -56.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -8.92% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -19.36% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -25.35% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -91.92% | -34.97% | -56.95% |
Current DrawdownCurrent decline from peak | -75.64% | -0.76% | -74.88% |
Average DrawdownAverage peak-to-trough decline | -29.65% | -4.59% | -25.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.93% | -0.03% |
Volatility
STFAX vs. VSMPX - Volatility Comparison
The current volatility for State Street Equity 500 Index Fund (STFAX) is 2.82%, while Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) has a volatility of 3.05%. This indicates that STFAX experiences smaller price fluctuations and is considered to be less risky than VSMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STFAX | VSMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 3.05% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 9.20% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 12.22% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 17.36% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.66% | 18.41% | +15.25% |
STFAX vs. VSMPX - Expense Ratio Comparison
STFAX has a 0.17% expense ratio, which is higher than VSMPX's 0.02% 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%.
Dividends
STFAX vs. VSMPX - Dividend Comparison
STFAX's dividend yield for the trailing twelve months is around 1.15%, more than VSMPX's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | 1.15% | 1.29% | 1.47% | 1.63% | 2.01% | 2.61% | 1.71% | 4.28% | 5.02% | 5.78% | 1.92% | 1.69% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.02% | 1.13% | 1.27% | 1.43% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, STFAX and VSMPX 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.
VSMPX has higher volatility (3.05%) compared to STFAX (2.82%). In terms of maximum drawdown, STFAX dropped -91.92% vs VSMPX's -34.97%.
STFAX currently has the higher Sharpe Ratio (2.50 vs 2.32), 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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