SVSPX vs. PRGFX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and T. Rowe Price Growth Stock Fund (PRGFX).
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. PRGFX is managed by T. Rowe Price. It was launched on Apr 11, 1950.
Performance
SVSPX vs. PRGFX - Performance Comparison
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SVSPX vs. PRGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | -7.09% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 31.27% | -4.87% | 21.71% |
PRGFX T. Rowe Price Growth Stock Fund | -14.51% | 15.64% | 38.36% | 45.33% | -40.12% | 19.86% | 36.92% | 30.83% | -1.04% | 33.57% |
Returns By Period
In the year-to-date period, SVSPX achieves a -7.09% return, which is significantly higher than PRGFX's -14.51% return. Both investments have delivered pretty close results over the past 10 years, with SVSPX having a 13.59% annualized return and PRGFX not far ahead at 13.64%.
SVSPX
- 1D
- -2.06%
- 1M
- -8.10%
- YTD
- -7.09%
- 6M
- -4.55%
- 1Y
- 14.41%
- 3Y*
- 17.15%
- 5Y*
- 11.29%
- 10Y*
- 13.59%
PRGFX
- 1D
- -0.47%
- 1M
- -8.95%
- YTD
- -14.51%
- 6M
- -13.74%
- 1Y
- 9.27%
- 3Y*
- 19.62%
- 5Y*
- 6.83%
- 10Y*
- 13.64%
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SVSPX vs. PRGFX - Expense Ratio Comparison
SVSPX has a 0.16% expense ratio, which is lower than PRGFX's 0.63% expense ratio.
Return for Risk
SVSPX vs. PRGFX — Risk / Return Rank
SVSPX
PRGFX
SVSPX vs. PRGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street S&P 500 Index Fund Class N (SVSPX) and T. Rowe Price Growth Stock Fund (PRGFX). 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.
| SVSPX | PRGFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.42 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.29 | 0.77 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.10 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 0.34 | -0.04 |
Martin ratioReturn relative to average drawdown | 1.15 | 1.18 | -0.03 |
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
| SVSPX | PRGFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.42 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.30 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.62 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.54 | +0.02 |
Correlation
The correlation between SVSPX and PRGFX is 0.92, 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
SVSPX vs. PRGFX - Dividend Comparison
SVSPX's dividend yield for the trailing twelve months is around 8.93%, less than PRGFX's 15.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | 8.93% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
PRGFX T. Rowe Price Growth Stock Fund | 15.89% | 13.58% | 13.26% | 3.34% | 3.55% | 9.34% | 3.51% | 1.81% | 9.09% | 13.57% | 2.22% | 7.23% |
Drawdowns
SVSPX vs. PRGFX - Drawdown Comparison
The maximum SVSPX drawdown since its inception was -55.76%, roughly equal to the maximum PRGFX drawdown of -54.01%. Use the drawdown chart below to compare losses from any high point for SVSPX and PRGFX.
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Drawdown Indicators
| SVSPX | PRGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.76% | -54.01% | -1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -18.02% | +5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -46.44% | +21.85% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -46.44% | +12.75% |
Current DrawdownCurrent decline from peak | -8.93% | -18.02% | +9.09% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -10.70% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 5.26% | -0.27% |
Volatility
SVSPX vs. PRGFX - Volatility Comparison
The current volatility for State Street S&P 500 Index Fund Class N (SVSPX) is 3.96%, while T. Rowe Price Growth Stock Fund (PRGFX) has a volatility of 5.44%. This indicates that SVSPX experiences smaller price fluctuations and is considered to be less risky than PRGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVSPX | PRGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 5.44% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 12.08% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.53% | 21.66% | -1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 23.06% | -5.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 22.03% | -3.75% |