SVSPX vs. VFIAX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
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. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
SVSPX vs. VFIAX - Performance Comparison
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SVSPX vs. VFIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | -4.37% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 31.27% | -4.87% | 21.71% |
VFIAX Vanguard 500 Index Fund Admiral Shares | -4.35% | 17.83% | 24.97% | 26.24% | -18.16% | 28.65% | 18.32% | 31.46% | -4.45% | 21.78% |
Returns By Period
The year-to-date returns for both investments are quite close, with SVSPX having a -4.37% return and VFIAX slightly higher at -4.35%. Both investments have delivered pretty close results over the past 10 years, with SVSPX having a 13.92% annualized return and VFIAX not far ahead at 14.04%.
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%
VFIAX
- 1D
- 2.92%
- 1M
- -5.03%
- YTD
- -4.35%
- 6M
- -2.16%
- 1Y
- 17.30%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.04%
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SVSPX vs. VFIAX - Expense Ratio Comparison
SVSPX has a 0.16% expense ratio, which is higher than VFIAX's 0.04% 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. VFIAX — Risk / Return Rank
SVSPX
VFIAX
SVSPX vs. VFIAX - 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 Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 | VFIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.97 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.49 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.52 | -1.09 |
Martin ratioReturn relative to average drawdown | 1.65 | 7.29 | -5.65 |
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 | VFIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.97 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.70 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.78 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.44 | +0.12 |
Correlation
The correlation between SVSPX and VFIAX is 0.98, 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. VFIAX - Dividend Comparison
SVSPX's dividend yield for the trailing twelve months is around 8.68%, more than VFIAX's 1.18% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.18% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
Drawdowns
SVSPX vs. VFIAX - Drawdown Comparison
The maximum SVSPX drawdown since its inception was -55.76%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SVSPX and VFIAX.
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Drawdown Indicators
| SVSPX | VFIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.76% | -55.20% | -0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.12% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -24.53% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -33.83% | +0.14% |
Current DrawdownCurrent decline from peak | -6.26% | -6.24% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -9.46% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 2.52% | +2.49% |
Volatility
SVSPX vs. VFIAX - Volatility Comparison
The current volatility for State Street S&P 500 Index Fund Class N (SVSPX) is 5.01%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 5.35%. This indicates that SVSPX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVSPX | VFIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 5.35% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 9.53% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.72% | 18.32% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 16.91% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 18.05% | +0.25% |