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SVSPX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SVSPX and VTSAX is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

SVSPX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street S&P 500 Index Fund Class N (SVSPX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
203.24%
580.62%
SVSPX
VTSAX

Key characteristics

Sharpe Ratio

SVSPX:

0.10

VTSAX:

0.49

Sortino Ratio

SVSPX:

0.28

VTSAX:

0.81

Omega Ratio

SVSPX:

1.04

VTSAX:

1.12

Calmar Ratio

SVSPX:

0.09

VTSAX:

0.50

Martin Ratio

SVSPX:

0.28

VTSAX:

2.00

Ulcer Index

SVSPX:

7.56%

VTSAX:

4.81%

Daily Std Dev

SVSPX:

20.62%

VTSAX:

19.73%

Max Drawdown

SVSPX:

-86.30%

VTSAX:

-55.34%

Current Drawdown

SVSPX:

-15.62%

VTSAX:

-10.25%

Returns By Period

In the year-to-date period, SVSPX achieves a -5.70% return, which is significantly higher than VTSAX's -6.10% return. Over the past 10 years, SVSPX has underperformed VTSAX with an annualized return of 4.24%, while VTSAX has yielded a comparatively higher 11.46% annualized return.


SVSPX

YTD

-5.70%

1M

-0.88%

6M

-11.62%

1Y

1.53%

5Y*

4.13%

10Y*

4.24%

VTSAX

YTD

-6.10%

1M

-0.89%

6M

-4.78%

1Y

9.08%

5Y*

14.65%

10Y*

11.46%

*Annualized

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SVSPX vs. VTSAX - Expense Ratio Comparison

SVSPX has a 0.16% expense ratio, which is higher than VTSAX'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%.


Expense ratio chart for SVSPX: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SVSPX: 0.16%
Expense ratio chart for VTSAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSAX: 0.04%

Risk-Adjusted Performance

SVSPX vs. VTSAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SVSPX
The Risk-Adjusted Performance Rank of SVSPX is 3030
Overall Rank
The Sharpe Ratio Rank of SVSPX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SVSPX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SVSPX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SVSPX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SVSPX is 2929
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 5959
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SVSPX vs. VTSAX - Risk-Adjusted Performance 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 Admiral Shares (VTSAX). 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.


The chart of Sharpe ratio for SVSPX, currently valued at 0.10, compared to the broader market-1.000.001.002.003.00
SVSPX: 0.10
VTSAX: 0.49
The chart of Sortino ratio for SVSPX, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.00
SVSPX: 0.28
VTSAX: 0.81
The chart of Omega ratio for SVSPX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
SVSPX: 1.04
VTSAX: 1.12
The chart of Calmar ratio for SVSPX, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.00
SVSPX: 0.09
VTSAX: 0.50
The chart of Martin ratio for SVSPX, currently valued at 0.28, compared to the broader market0.0010.0020.0030.0040.0050.00
SVSPX: 0.28
VTSAX: 2.00

The current SVSPX Sharpe Ratio is 0.10, which is lower than the VTSAX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of SVSPX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.10
0.49
SVSPX
VTSAX

Dividends

SVSPX vs. VTSAX - Dividend Comparison

SVSPX's dividend yield for the trailing twelve months is around 1.34%, less than VTSAX's 1.37% yield.


TTM20242023202220212020201920182017201620152014
SVSPX
State Street S&P 500 Index Fund Class N
1.34%1.25%1.52%1.69%1.66%5.53%1.74%2.65%1.78%1.42%1.96%1.76%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.37%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

SVSPX vs. VTSAX - Drawdown Comparison

The maximum SVSPX drawdown since its inception was -86.30%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for SVSPX and VTSAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.62%
-10.25%
SVSPX
VTSAX

Volatility

SVSPX vs. VTSAX - Volatility Comparison

State Street S&P 500 Index Fund Class N (SVSPX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 14.24% and 14.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.24%
14.32%
SVSPX
VTSAX