VPMAX vs. SSSYX
Compare and contrast key facts about Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and State Street Equity 500 Index Fund Class K (SSSYX).
VPMAX is managed by Vanguard. It was launched on Nov 12, 2001. 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
VPMAX vs. SSSYX - Performance Comparison
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VPMAX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -5.86% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 28.28% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 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, VPMAX achieves a -5.86% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, VPMAX has outperformed SSSYX with an annualized return of 16.53%, while SSSYX has yielded a comparatively lower 13.69% annualized return.
VPMAX
- 1D
- -1.19%
- 1M
- -10.43%
- YTD
- -5.86%
- 6M
- 22.85%
- 1Y
- 46.58%
- 3Y*
- 25.38%
- 5Y*
- 14.62%
- 10Y*
- 16.53%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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VPMAX vs. SSSYX - Expense Ratio Comparison
VPMAX has a 0.31% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
VPMAX vs. SSSYX — Risk / Return Rank
VPMAX
SSSYX
VPMAX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) 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.
| VPMAX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 0.84 | +0.80 |
Sortino ratioReturn per unit of downside risk | 3.07 | 1.30 | +1.78 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.20 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 3.21 | 1.06 | +2.16 |
Martin ratioReturn relative to average drawdown | 14.01 | 5.13 | +8.87 |
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
| VPMAX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 0.84 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.68 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.11 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.11 | +0.51 |
Correlation
The correlation between VPMAX 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
VPMAX vs. SSSYX - Dividend Comparison
VPMAX's dividend yield for the trailing twelve months is around 33.83%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 33.83% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
VPMAX vs. SSSYX - Drawdown Comparison
The maximum VPMAX drawdown since its inception was -48.32%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for VPMAX and SSSYX.
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Drawdown Indicators
| VPMAX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.32% | -91.48% | +43.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -12.10% | -1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.21% | -24.49% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -32.65% | -91.48% | +58.83% |
Current DrawdownCurrent decline from peak | -11.72% | -8.88% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -4.20% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.49% | +0.66% |
Volatility
VPMAX vs. SSSYX - Volatility Comparison
Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a higher volatility of 5.57% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that VPMAX'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
| VPMAX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 4.24% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 21.87% | 9.08% | +12.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.87% | 18.10% | +10.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.12% | 16.85% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 124.43% | -104.34% |