SVSPX vs. VSTSX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX).
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. VSTSX is managed by Vanguard. It was launched on Jun 27, 2016.
Performance
SVSPX vs. VSTSX - Performance Comparison
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SVSPX vs. VSTSX - 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% | 20.68% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | -6.74% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Returns By Period
The year-to-date returns for both investments are quite close, with SVSPX having a -7.09% return and VSTSX slightly higher at -6.74%.
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%
VSTSX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.74%
- 6M
- -4.45%
- 1Y
- 14.80%
- 3Y*
- 16.73%
- 5Y*
- 10.15%
- 10Y*
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SVSPX vs. VSTSX - Expense Ratio Comparison
SVSPX has a 0.16% expense ratio, which is higher than VSTSX's 0.01% 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. VSTSX — Risk / Return Rank
SVSPX
VSTSX
SVSPX vs. VSTSX - 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 Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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 | VSTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.84 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.30 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.05 | -0.75 |
Martin ratioReturn relative to average drawdown | 1.15 | 5.10 | -3.95 |
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 | VSTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.84 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.70 | -0.14 |
Correlation
The correlation between SVSPX and VSTSX is 0.95, 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. VSTSX - Dividend Comparison
SVSPX's dividend yield for the trailing twelve months is around 8.93%, more than VSTSX's 1.23% 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% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.23% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
Drawdowns
SVSPX vs. VSTSX - Drawdown Comparison
The maximum SVSPX drawdown since its inception was -55.76%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SVSPX and VSTSX.
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Drawdown Indicators
| SVSPX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.76% | -34.97% | -20.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.41% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -25.35% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | — | — |
Current DrawdownCurrent decline from peak | -8.93% | -8.92% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -4.97% | -4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 2.56% | +2.43% |
Volatility
SVSPX vs. VSTSX - Volatility Comparison
The current volatility for State Street S&P 500 Index Fund Class N (SVSPX) is 3.96%, while Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a volatility of 4.40%. This indicates that SVSPX experiences smaller price fluctuations and is considered to be less risky than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVSPX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.40% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 9.33% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.53% | 18.42% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 17.33% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 18.84% | -0.56% |