VNSYX vs. SSSYX
Compare and contrast key facts about Natixis Vaughan Nelson Select Fund (VNSYX) and State Street Equity 500 Index Fund Class K (SSSYX).
VNSYX is managed by Natixis. It was launched on Jun 29, 2012. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
VNSYX vs. SSSYX - Performance Comparison
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VNSYX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNSYX Natixis Vaughan Nelson Select Fund | -5.26% | 13.11% | 10.69% | 22.23% | -16.65% | 39.78% | 18.57% | 27.85% | -4.74% | 23.83% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, VNSYX achieves a -5.26% return, which is significantly lower than SSSYX's -4.34% return. Over the past 10 years, VNSYX has underperformed SSSYX with an annualized return of 12.45%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
VNSYX
- 1D
- 3.40%
- 1M
- -5.80%
- YTD
- -5.26%
- 6M
- -5.37%
- 1Y
- 13.22%
- 3Y*
- 9.89%
- 5Y*
- 8.85%
- 10Y*
- 12.45%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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VNSYX vs. SSSYX - Expense Ratio Comparison
VNSYX has a 0.85% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
VNSYX vs. SSSYX — Risk / Return Rank
VNSYX
SSSYX
VNSYX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select Fund (VNSYX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| VNSYX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.97 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.49 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.52 | -1.50 |
Martin ratioReturn relative to average drawdown | 0.06 | 7.30 | -7.25 |
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
| VNSYX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.97 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.70 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.11 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.11 | +0.68 |
Correlation
The correlation between VNSYX and SSSYX is 0.88, 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
VNSYX vs. SSSYX - Dividend Comparison
VNSYX's dividend yield for the trailing twelve months is around 9.85%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNSYX Natixis Vaughan Nelson Select Fund | 9.85% | 9.33% | 0.00% | 0.14% | 1.18% | 36.73% | 7.14% | 8.46% | 10.64% | 8.55% | 1.89% | 2.26% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
VNSYX vs. SSSYX - Drawdown Comparison
The maximum VNSYX drawdown since its inception was -33.15%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for VNSYX and SSSYX.
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Drawdown Indicators
| VNSYX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.15% | -91.48% | +58.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -12.10% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -24.49% | +0.58% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | -91.48% | +58.33% |
Current DrawdownCurrent decline from peak | -8.86% | -6.22% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -4.20% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.80% | 2.52% | +4.28% |
Volatility
VNSYX vs. SSSYX - Volatility Comparison
Natixis Vaughan Nelson Select Fund (VNSYX) has a higher volatility of 5.62% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that VNSYX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNSYX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 5.34% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 9.53% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 18.29% | +2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 16.89% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 124.43% | -106.37% |