SVSPX vs. SSBWX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and State Street Target Retirement 2030 Fund (SSBWX).
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. SSBWX is managed by State Street. It was launched on Sep 29, 2014.
Performance
SVSPX vs. SSBWX - Performance Comparison
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SVSPX vs. SSBWX - 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% |
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%
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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
SVSPX
SSBWX
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.
| SVSPX | SSBWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.26 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.82 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.54 | -1.24 |
Martin ratioReturn relative to average drawdown | 1.15 | 7.23 | -6.08 |
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 | SSBWX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| SVSPX | SSBWX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.93% | -5.99% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -4.22% | -5.06% |
Ulcer IndexDepth 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
| SVSPX | SSBWX | Difference | |
|---|---|---|---|
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% |