SVSPX vs. VPMAX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
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. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
SVSPX vs. VPMAX - Performance Comparison
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SVSPX vs. VPMAX - 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -2.75% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 28.28% |
Returns By Period
In the year-to-date period, SVSPX achieves a -4.37% return, which is significantly lower than VPMAX's -2.75% return. Over the past 10 years, SVSPX has underperformed VPMAX with an annualized return of 13.92%, while VPMAX has yielded a comparatively higher 16.91% annualized 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%
VPMAX
- 1D
- 3.30%
- 1M
- -6.80%
- YTD
- -2.75%
- 6M
- 24.32%
- 1Y
- 51.98%
- 3Y*
- 26.74%
- 5Y*
- 15.10%
- 10Y*
- 16.91%
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SVSPX vs. VPMAX - Expense Ratio Comparison
SVSPX has a 0.16% expense ratio, which is lower than VPMAX's 0.31% expense ratio.
Return for Risk
SVSPX vs. VPMAX — Risk / Return Rank
SVSPX
VPMAX
SVSPX vs. VPMAX - 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 PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.78 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.71 | 3.30 | -1.59 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.48 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 3.76 | -3.33 |
Martin ratioReturn relative to average drawdown | 1.65 | 16.16 | -14.51 |
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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.78 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.75 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.84 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.62 | -0.06 |
Correlation
The correlation between SVSPX and VPMAX is 0.93, 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. VPMAX - Dividend Comparison
SVSPX's dividend yield for the trailing twelve months is around 8.68%, less than VPMAX's 32.75% 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 32.75% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
SVSPX vs. VPMAX - Drawdown Comparison
The maximum SVSPX drawdown since its inception was -55.76%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for SVSPX and VPMAX.
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Drawdown Indicators
| SVSPX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.76% | -48.32% | -7.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -13.75% | +1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -25.21% | +0.62% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -32.65% | -1.04% |
Current DrawdownCurrent decline from peak | -6.26% | -8.80% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -6.61% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 3.20% | +1.81% |
Volatility
SVSPX vs. VPMAX - Volatility Comparison
The current volatility for State Street S&P 500 Index Fund Class N (SVSPX) is 5.01%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 6.72%. This indicates that SVSPX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVSPX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 6.72% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 22.09% | -12.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.72% | 28.98% | -8.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 20.17% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 20.11% | -1.81% |