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SVSPX vs. SSBWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SVSPX vs. SSBWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street S&P 500 Index Fund Class N (SVSPX) and State Street Target Retirement 2030 Fund (SSBWX). The values are adjusted to include any dividend payments, if applicable.

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SVSPX vs. SSBWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SSBWX
State Street Target Retirement 2030 Fund
-2.15%15.92%9.76%15.66%-17.17%10.75%17.27%22.52%-6.23%16.05%

Returns By Period

In the year-to-date period, SVSPX achieves a -7.09% return, which is significantly lower than SSBWX's -2.15% return. Over the past 10 years, SVSPX has outperformed SSBWX with an annualized return of 13.59%, while SSBWX has yielded a comparatively lower 8.20% annualized return.


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%

SSBWX

1D
0.22%
1M
-5.86%
YTD
-2.15%
6M
-0.22%
1Y
12.47%
3Y*
10.79%
5Y*
5.35%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SVSPX vs. SSBWX - Expense Ratio Comparison

SVSPX has a 0.16% expense ratio, which is higher than SSBWX's 0.15% 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%.


Return for Risk

SVSPX vs. SSBWX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SVSPX
SVSPX Risk / Return Rank: 3030
Overall Rank
SVSPX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SVSPX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SVSPX Omega Ratio Rank: 4444
Omega Ratio Rank
SVSPX Calmar Ratio Rank: 1212
Calmar Ratio Rank
SVSPX Martin Ratio Rank: 1313
Martin Ratio Rank

SSBWX
SSBWX Risk / Return Rank: 7373
Overall Rank
SSBWX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SSBWX Sortino Ratio Rank: 7474
Sortino Ratio Rank
SSBWX Omega Ratio Rank: 7474
Omega Ratio Rank
SSBWX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SSBWX Martin Ratio Rank: 7575
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.

SVSPX vs. SSBWX - 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 State Street Target Retirement 2030 Fund (SSBWX). 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.


SVSPXSSBWXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.26

-0.50

Sortino ratio

Return per unit of downside risk

1.29

1.82

-0.54

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

0.30

1.54

-1.24

Martin ratio

Return relative to average drawdown

1.15

7.23

-6.08

SVSPX vs. SSBWX - Sharpe Ratio Comparison

The current SVSPX Sharpe Ratio is 0.77, which is lower than the SSBWX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SVSPX and SSBWX, 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


SVSPXSSBWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.26

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.51

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.73

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.65

-0.10

Correlation

The correlation between SVSPX and SSBWX is 0.88, 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. SSBWX - Dividend Comparison

SVSPX's dividend yield for the trailing twelve months is around 8.93%, more than SSBWX's 7.06% yield.


TTM20252024202320222021202020192018201720162015
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%
SSBWX
State Street Target Retirement 2030 Fund
7.06%6.91%6.16%4.11%5.78%6.18%4.92%6.65%5.24%0.46%1.75%2.11%

Drawdowns

SVSPX vs. SSBWX - Drawdown Comparison

The maximum SVSPX drawdown since its inception was -55.76%, which is greater than SSBWX's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for SVSPX and SSBWX.


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Drawdown Indicators


SVSPXSSBWXDifference

Max Drawdown

Largest peak-to-trough decline

-55.76%

-23.73%

-32.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-7.59%

-4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-23.73%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-23.73%

-9.96%

Current Drawdown

Current decline from peak

-8.93%

-5.99%

-2.94%

Average Drawdown

Average peak-to-trough decline

-9.28%

-4.22%

-5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

1.62%

+3.37%

Volatility

SVSPX vs. SSBWX - Volatility Comparison

State Street S&P 500 Index Fund Class N (SVSPX) has a higher volatility of 3.96% compared to State Street Target Retirement 2030 Fund (SSBWX) at 3.32%. This indicates that SVSPX's price experiences larger fluctuations and is considered to be riskier than SSBWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVSPXSSBWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.32%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

5.53%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

20.53%

10.00%

+10.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

10.62%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

11.31%

+6.97%