VOLMX vs. SSSYX
Compare and contrast key facts about Volumetric Fund (VOLMX) and State Street Equity 500 Index Fund Class K (SSSYX).
VOLMX is managed by Volumetric. It was launched on Jan 2, 1979. 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
VOLMX vs. SSSYX - Performance Comparison
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VOLMX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | -3.33% | 1.52% | 5.77% | 12.57% | -14.29% | 17.79% | 10.05% | 20.13% | -10.31% | 9.08% |
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, VOLMX achieves a -3.33% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, VOLMX has underperformed SSSYX with an annualized return of 4.44%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
VOLMX
- 1D
- 2.36%
- 1M
- -4.85%
- YTD
- -3.33%
- 6M
- -3.67%
- 1Y
- 3.12%
- 3Y*
- 4.43%
- 5Y*
- 2.10%
- 10Y*
- 4.44%
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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VOLMX vs. SSSYX - Expense Ratio Comparison
VOLMX has a 1.89% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
VOLMX vs. SSSYX — Risk / Return Rank
VOLMX
SSSYX
VOLMX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Volumetric Fund (VOLMX) 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.
| VOLMX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.97 | -0.72 |
Sortino ratioReturn per unit of downside risk | 0.46 | 1.49 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.23 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.52 | -1.08 |
Martin ratioReturn relative to average drawdown | 1.62 | 7.30 | -5.68 |
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
| VOLMX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.97 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.70 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.11 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.11 | +0.18 |
Correlation
The correlation between VOLMX and SSSYX 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
VOLMX vs. SSSYX - Dividend Comparison
VOLMX's dividend yield for the trailing twelve months is around 1.96%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | 1.96% | 1.89% | 0.00% | 3.28% | 5.47% | 8.02% | 1.03% | 3.36% | 2.39% | 0.00% | 0.00% | 0.00% |
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
VOLMX vs. SSSYX - Drawdown Comparison
The maximum VOLMX drawdown since its inception was -49.79%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for VOLMX and SSSYX.
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Drawdown Indicators
| VOLMX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.79% | -91.48% | +41.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.86% | -12.10% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -24.49% | +0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -28.21% | -91.48% | +63.27% |
Current DrawdownCurrent decline from peak | -13.73% | -6.22% | -7.51% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -4.20% | -5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.52% | +0.18% |
Volatility
VOLMX vs. SSSYX - Volatility Comparison
The current volatility for Volumetric Fund (VOLMX) is 4.43%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that VOLMX experiences smaller price fluctuations and is considered to be less risky 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
| VOLMX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 5.34% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.55% | 9.53% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 18.29% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 16.89% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 124.43% | -109.87% |