WSEFX vs. SSSYX
Compare and contrast key facts about Boston Trust Walden Equity Fund (WSEFX) and State Street Equity 500 Index Fund Class K (SSSYX).
WSEFX is managed by Boston Trust Walden. It was launched on Jun 18, 1999. 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
WSEFX vs. SSSYX - Performance Comparison
Loading graphics...
WSEFX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSEFX Boston Trust Walden Equity Fund | -3.58% | 13.26% | 9.78% | 16.31% | -13.53% | 27.97% | 13.57% | 35.43% | -2.54% | 15.84% |
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, WSEFX achieves a -3.58% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, WSEFX has underperformed SSSYX with an annualized return of 11.22%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
WSEFX
- 1D
- 2.52%
- 1M
- -5.38%
- YTD
- -3.58%
- 6M
- 1.05%
- 1Y
- 13.62%
- 3Y*
- 10.45%
- 5Y*
- 7.74%
- 10Y*
- 11.22%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WSEFX vs. SSSYX - Expense Ratio Comparison
WSEFX has a 1.00% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
WSEFX vs. SSSYX — Risk / Return Rank
WSEFX
SSSYX
WSEFX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Equity Fund (WSEFX) 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.
| WSEFX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.97 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.49 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.52 | -0.21 |
Martin ratioReturn relative to average drawdown | 5.89 | 7.30 | -1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WSEFX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.97 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.70 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.11 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.11 | +0.32 |
Correlation
The correlation between WSEFX and SSSYX is 0.95, 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
WSEFX vs. SSSYX - Dividend Comparison
WSEFX's dividend yield for the trailing twelve months is around 11.98%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WSEFX Boston Trust Walden Equity Fund | 11.98% | 11.55% | 4.95% | 2.99% | 3.31% | 2.24% | 4.15% | 5.27% | 2.20% | 0.92% | 3.39% | 6.82% |
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
WSEFX vs. SSSYX - Drawdown Comparison
The maximum WSEFX drawdown since its inception was -48.02%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for WSEFX and SSSYX.
Loading graphics...
Drawdown Indicators
| WSEFX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -91.48% | +43.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -12.10% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -24.49% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -33.50% | -91.48% | +57.98% |
Current DrawdownCurrent decline from peak | -6.34% | -6.22% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -4.20% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.52% | -0.01% |
Volatility
WSEFX vs. SSSYX - Volatility Comparison
The current volatility for Boston Trust Walden Equity Fund (WSEFX) is 4.66%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that WSEFX 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.
Loading graphics...
Volatility by Period
| WSEFX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 5.34% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 9.53% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 18.29% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 16.89% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 124.43% | -107.16% |