SVSPX vs. SVPFX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).
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. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.
Performance
SVSPX vs. SVPFX - Performance Comparison
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SVSPX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | -4.37% | 17.83% | 25.07% | 26.21% | -18.31% | 17.74% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 0.97% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Returns By Period
In the year-to-date period, SVSPX achieves a -4.37% return, which is significantly lower than SVPFX's 0.97% return.
SVSPX
- 1D
- 2.93%
- 1M
- -5.04%
- YTD
- -4.37%
- 6M
- -2.09%
- 1Y
- 17.31%
- 3Y*
- 18.28%
- 5Y*
- 11.67%
- 10Y*
- 13.92%
SVPFX
- 1D
- 0.10%
- 1M
- -0.15%
- YTD
- 0.97%
- 6M
- 2.58%
- 1Y
- 3.37%
- 3Y*
- 4.12%
- 5Y*
- —
- 10Y*
- —
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SVSPX vs. SVPFX - Expense Ratio Comparison
SVSPX has a 0.16% expense ratio, which is lower than SVPFX's 0.38% expense ratio.
Return for Risk
SVSPX vs. SVPFX — Risk / Return Rank
SVSPX
SVPFX
SVSPX vs. SVPFX - 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 Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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 | SVPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.48 | +0.58 |
Sortino ratioReturn per unit of downside risk | 1.71 | 0.66 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 0.61 | -0.18 |
Martin ratioReturn relative to average drawdown | 1.65 | 3.32 | -1.67 |
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 | SVPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.48 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.38 | +0.18 |
Correlation
The correlation between SVSPX and SVPFX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SVSPX vs. SVPFX - Dividend Comparison
SVSPX's dividend yield for the trailing twelve months is around 8.68%, more than SVPFX's 2.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | 8.68% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.48% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SVSPX vs. SVPFX - Drawdown Comparison
The maximum SVSPX drawdown since its inception was -55.76%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for SVSPX and SVPFX.
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Drawdown Indicators
| SVSPX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.76% | -6.37% | -49.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -5.22% | -6.93% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | — | — |
Current DrawdownCurrent decline from peak | -6.26% | -0.35% | -5.91% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -1.99% | -7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 0.98% | +4.03% |
Volatility
SVSPX vs. SVPFX - Volatility Comparison
State Street S&P 500 Index Fund Class N (SVSPX) has a higher volatility of 5.01% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.85%. This indicates that SVSPX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVSPX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 0.85% | +4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 1.37% | +8.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.72% | 8.01% | +12.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 5.59% | +11.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 5.59% | +12.71% |