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VIIIX vs. SSEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIIIX vs. SSEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) and State Street Equity 500 Index II Portfolio (SSEYX). The values are adjusted to include any dividend payments, if applicable.

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VIIIX vs. SSEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
-4.34%17.87%26.29%25.79%-18.14%28.69%18.41%31.48%-4.41%21.82%
SSEYX
State Street Equity 500 Index II Portfolio
-4.34%17.52%25.01%26.29%-18.18%28.58%18.28%31.42%-4.54%21.72%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VIIIX at -4.34% and SSEYX at -4.34%. Both investments have delivered pretty close results over the past 10 years, with VIIIX having a 14.15% annualized return and SSEYX not far behind at 13.99%.


VIIIX

1D
2.92%
1M
-5.03%
YTD
-4.34%
6M
-2.14%
1Y
17.34%
3Y*
18.70%
5Y*
11.92%
10Y*
14.15%

SSEYX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.39%
1Y
17.01%
3Y*
18.20%
5Y*
11.70%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIIIX vs. SSEYX - Expense Ratio Comparison

Both VIIIX and SSEYX have an expense ratio of 0.02%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VIIIX vs. SSEYX — Risk / Return Rank

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

VIIIX
VIIIX Risk / Return Rank: 6060
Overall Rank
VIIIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VIIIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
VIIIX Omega Ratio Rank: 5656
Omega Ratio Rank
VIIIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VIIIX Martin Ratio Rank: 7676
Martin Ratio Rank

SSEYX
SSEYX Risk / Return Rank: 5757
Overall Rank
SSEYX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SSEYX Sortino Ratio Rank: 5151
Sortino Ratio Rank
SSEYX Omega Ratio Rank: 5454
Omega Ratio Rank
SSEYX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SSEYX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIIIX vs. SSEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) and State Street Equity 500 Index II Portfolio (SSEYX). 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.


VIIIXSSEYXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.96

+0.02

Sortino ratio

Return per unit of downside risk

1.49

1.47

+0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.52

1.50

+0.02

Martin ratio

Return relative to average drawdown

7.31

7.19

+0.12

VIIIX vs. SSEYX - Sharpe Ratio Comparison

The current VIIIX Sharpe Ratio is 0.98, which is comparable to the SSEYX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VIIIX and SSEYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIIIXSSEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.96

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.70

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.78

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.72

-0.25

Correlation

The correlation between VIIIX and SSEYX is 1.00, 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

VIIIX vs. SSEYX - Dividend Comparison

VIIIX's dividend yield for the trailing twelve months is around 2.81%, more than SSEYX's 1.45% yield.


TTM20252024202320222021202020192018201720162015
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.81%2.11%3.66%2.66%3.39%4.79%3.07%2.86%2.45%1.84%2.38%2.47%
SSEYX
State Street Equity 500 Index II Portfolio
1.45%1.38%1.93%1.46%1.57%2.48%3.63%2.36%5.91%5.37%2.29%3.47%

Drawdowns

VIIIX vs. SSEYX - Drawdown Comparison

The maximum VIIIX drawdown since its inception was -55.18%, which is greater than SSEYX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for VIIIX and SSEYX.


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Drawdown Indicators


VIIIXSSEYXDifference

Max Drawdown

Largest peak-to-trough decline

-55.18%

-33.75%

-21.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-12.10%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-24.52%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

-33.75%

-0.04%

Current Drawdown

Current decline from peak

-6.24%

-6.22%

-0.02%

Average Drawdown

Average peak-to-trough decline

-10.07%

-4.14%

-5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.52%

0.00%

Volatility

VIIIX vs. SSEYX - Volatility Comparison

Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) and State Street Equity 500 Index II Portfolio (SSEYX) have volatilities of 5.34% and 5.34%, 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.


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Volatility by Period


VIIIXSSEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

5.34%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

9.51%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

18.29%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

16.92%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

18.05%

-0.01%