WMLIX vs. SSSYX
Compare and contrast key facts about Wilmington Large-Cap Strategy Fund (WMLIX) and State Street Equity 500 Index Fund Class K (SSSYX).
WMLIX is managed by Wilmington Funds. It was launched on Jul 1, 2003. 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
WMLIX vs. SSSYX - Performance Comparison
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WMLIX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMLIX Wilmington Large-Cap Strategy Fund | -6.95% | 17.02% | 24.27% | 26.23% | -18.93% | 26.26% | 20.95% | 36.37% | -4.93% | 21.98% |
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
The year-to-date returns for both stocks are quite close, with WMLIX having a -6.95% return and SSSYX slightly lower at -7.05%. Both investments have delivered pretty close results over the past 10 years, with WMLIX having a 13.97% annualized return and SSSYX not far behind at 13.69%.
WMLIX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -6.95%
- 6M
- -4.77%
- 1Y
- 14.12%
- 3Y*
- 16.76%
- 5Y*
- 10.54%
- 10Y*
- 13.97%
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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WMLIX vs. SSSYX - Expense Ratio Comparison
WMLIX has a 0.25% expense ratio, which is higher than SSSYX's 0.02% 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%.
Return for Risk
WMLIX vs. SSSYX — Risk / Return Rank
WMLIX
SSSYX
WMLIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilmington Large-Cap Strategy Fund (WMLIX) 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.
| WMLIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.84 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.30 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.06 | -0.05 |
Martin ratioReturn relative to average drawdown | 4.90 | 5.13 | -0.23 |
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
| WMLIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.84 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.68 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.11 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.11 | +0.44 |
Correlation
The correlation between WMLIX and SSSYX 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.
Dividends
WMLIX vs. SSSYX - Dividend Comparison
WMLIX's dividend yield for the trailing twelve months is around 13.13%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMLIX Wilmington Large-Cap Strategy Fund | 13.13% | 12.22% | 7.56% | 6.47% | 12.73% | 5.47% | 9.13% | 9.34% | 6.57% | 1.55% | 1.81% | 8.28% |
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
WMLIX vs. SSSYX - Drawdown Comparison
The maximum WMLIX drawdown since its inception was -55.02%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for WMLIX and SSSYX.
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Drawdown Indicators
| WMLIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.02% | -91.48% | +36.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -12.10% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.01% | -24.49% | -0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -34.27% | -91.48% | +57.21% |
Current DrawdownCurrent decline from peak | -8.84% | -8.88% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -4.20% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.49% | +0.04% |
Volatility
WMLIX vs. SSSYX - Volatility Comparison
Wilmington Large-Cap Strategy Fund (WMLIX) and State Street Equity 500 Index Fund Class K (SSSYX) have volatilities of 4.28% and 4.24%, 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
| WMLIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 4.24% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 9.08% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 18.10% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 16.85% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 124.43% | -106.10% |