SUSIX vs. VITPX
SUSIX (State Street Institutional U.S. Equity Fund) and VITPX (Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, SUSIX returned 15.68%/yr vs 15.19%/yr for VITPX. With a 0.98 correlation, they move nearly in lockstep. SUSIX charges 0.37%/yr vs 0.02%/yr for VITPX.
Performance
SUSIX vs. VITPX - Performance Comparison
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Returns By Period
In the year-to-date period, SUSIX achieves a 7.98% return, which is significantly lower than VITPX's 11.99% return. Both investments have delivered pretty close results over the past 10 years, with SUSIX having a 15.68% annualized return and VITPX not far behind at 15.19%.
SUSIX
- 1D
- -0.07%
- 1M
- 4.60%
- YTD
- 7.98%
- 6M
- 7.86%
- 1Y
- 25.38%
- 3Y*
- 21.60%
- 5Y*
- 13.35%
- 10Y*
- 15.68%
VITPX
- 1D
- 0.24%
- 1M
- 5.76%
- YTD
- 11.99%
- 6M
- 11.89%
- 1Y
- 29.15%
- 3Y*
- 22.92%
- 5Y*
- 13.38%
- 10Y*
- 15.19%
SUSIX vs. VITPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSIX State Street Institutional U.S. Equity Fund | 7.98% | 17.16% | 25.02% | 28.63% | -18.03% | 26.46% | 23.02% | 32.36% | -3.41% | 20.75% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 11.99% | 17.17% | 25.43% | 26.01% | -19.48% | 25.76% | 20.95% | 30.87% | -5.59% | 20.51% |
Correlation
The correlation between SUSIX and VITPX is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2001 | 0.98 |
The correlation between SUSIX and VITPX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
SUSIX vs. VITPX — Risk / Return Rank
SUSIX
VITPX
SUSIX vs. VITPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Institutional U.S. Equity Fund (SUSIX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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.
| SUSIX | VITPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.44 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 3.38 | -0.92 |
| Martin ratioReturn relative to average drawdown | 10.56 | 15.60 | -5.04 |
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
| SUSIX | VITPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.47 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.78 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.83 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.51 | 0.00 |
Drawdowns
SUSIX vs. VITPX - Drawdown Comparison
The maximum SUSIX drawdown since its inception was -51.69%, smaller than the maximum VITPX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for SUSIX and VITPX.
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Drawdown Indicators
| SUSIX | VITPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.69% | -55.28% | +3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.69% | -8.92% | -1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.71% | -19.35% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -25.31% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -34.99% | +2.37% |
Current DrawdownCurrent decline from peak | -0.07% | 0.00% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -8.02% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 1.93% | +0.55% |
Volatility
SUSIX vs. VITPX - Volatility Comparison
State Street Institutional U.S. Equity Fund (SUSIX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) have volatilities of 3.00% and 2.94%, 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
| SUSIX | VITPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 2.94% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 9.19% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 12.19% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 17.35% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 18.41% | -0.37% |
SUSIX vs. VITPX - Expense Ratio Comparison
SUSIX has a 0.37% expense ratio, which is higher than VITPX's 0.02% expense ratio.
Dividends
SUSIX vs. VITPX - Dividend Comparison
SUSIX's dividend yield for the trailing twelve months is around 7.02%, more than VITPX's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSIX State Street Institutional U.S. Equity Fund | 7.02% | 7.58% | 15.35% | 1.66% | 57.55% | 13.56% | 4.65% | 6.40% | 16.03% | 26.98% | 6.88% | 21.28% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 2.24% | 2.64% | 4.14% | 2.41% | 6.48% | 5.38% | 11.57% | 2.91% | 3.93% | 1.90% | 2.80% | 2.30% |
Frequently Asked Questions
With a correlation of 0.97, SUSIX and VITPX 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.
SUSIX has higher volatility (3.00%) compared to VITPX (2.94%). In terms of maximum drawdown, SUSIX dropped -51.69% vs VITPX's -55.28%.
VITPX currently has the higher Sharpe Ratio (2.47 vs 2.19), 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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