STSEX vs. SSSYX
Compare and contrast key facts about BlackRock Exchange Portfolio (STSEX) and State Street Equity 500 Index Fund Class K (SSSYX).
STSEX is managed by BlackRock. It was launched on Dec 17, 1976. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
STSEX vs. SSSYX - Performance Comparison
Loading graphics...
STSEX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | -5.16% | 19.42% | 16.06% | 20.71% | -5.51% | 31.09% | 9.30% | 28.62% | -2.95% | 15.24% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, STSEX achieves a -5.16% return, which is significantly lower than SSSYX's -4.34% return. Over the past 10 years, STSEX has underperformed SSSYX with an annualized return of 13.27%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
STSEX
- 1D
- 1.64%
- 1M
- -3.81%
- YTD
- -5.16%
- 6M
- -4.32%
- 1Y
- 11.17%
- 3Y*
- 15.00%
- 5Y*
- 12.48%
- 10Y*
- 13.27%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
STSEX vs. SSSYX - Expense Ratio Comparison
STSEX has a 0.81% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
STSEX vs. SSSYX — Risk / Return Rank
STSEX
SSSYX
STSEX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Exchange Portfolio (STSEX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| STSEX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.97 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.49 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.52 | -0.21 |
Martin ratioReturn relative to average drawdown | 4.87 | 7.30 | -2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| STSEX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.97 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.70 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.11 | +0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.11 | +0.54 |
Correlation
The correlation between STSEX and SSSYX is 0.89, 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
STSEX vs. SSSYX - Dividend Comparison
STSEX's dividend yield for the trailing twelve months is around 0.95%, less than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | 0.95% | 0.90% | 0.93% | 1.07% | 1.22% | 1.01% | 1.33% | 1.40% | 1.73% | 1.67% | 1.95% | 1.94% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
STSEX vs. SSSYX - Drawdown Comparison
The maximum STSEX drawdown since its inception was -49.89%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for STSEX and SSSYX.
Loading graphics...
Drawdown Indicators
| STSEX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -91.48% | +41.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -12.10% | +3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -24.49% | +4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -31.28% | -91.48% | +60.20% |
Current DrawdownCurrent decline from peak | -6.64% | -6.22% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -4.20% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.52% | -0.10% |
Volatility
STSEX vs. SSSYX - Volatility Comparison
The current volatility for BlackRock Exchange Portfolio (STSEX) is 3.39%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that STSEX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| STSEX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 5.34% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 9.53% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 18.29% | -3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 16.89% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 124.43% | -107.72% |