Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| STFAX (STATE STREET EQUITY 500 INDEX FUND ADMINISTRATIVE SHARES) | 6.54% | 13.07% | 18.43% | 16.14% | 13.34% | 14.40% | 10.51% | 11.53% |
Data as of 07/07/2025, AR inception is 03/05/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STFAX (STATE STREET EQUITY 500 INDEX FUND ADMINISTRATIVE SHARES) | 03/05/2003 | 07/07/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.43 | 13.07 | 18.43 | 16.14 | 13.34 | 14.40 | 10.51 | 11.53 | 6.54 | 24.80 | 26.09 | -18.28 | 28.31 | 18.14 | 31.13 | -4.52 | 21.43 | 11.76 | 1.11 | 13.41 | 31.98 | 15.83 | 1.76 | 15.14 | 26.25 | -36.85 | 5.35 | 15.46 | 4.71 | 10.56 | 35.60 |
| Sharpe Ratio | NA | 0.58 | 0.94 | 0.83 | 0.65 | NA | NA | 0.54 | 0.51 | 1.67 | 1.73 | -0.82 | 2.16 | 0.52 | 2.37 | -0.35 | 3.14 | 0.88 | 0.07 | 1.18 | 2.88 | 1.24 | 0.07 | 0.83 | 0.96 | -0.91 | 0.14 | 1.21 | 0.24 | 0.86 | 2.79 |
| Standard Deviation(%) | NA | 19.81 | 17.19 | 17.40 | 18.43 | NA | NA | 18.93 | 24.06 | 12.66 | 13.08 | 24.17 | 13.09 | 34.51 | 12.54 | 17.10 | 6.65 | 13.09 | 15.47 | 11.36 | 11.09 | 12.78 | 23.38 | 18.06 | 27.22 | 41.26 | 16.10 | 10.03 | 10.29 | 11.16 | 15.63 |
| Draw Down(%) | NA | 18.76 | 18.76 | 24.57 | 33.76 | NA | NA | 55.18 | 18.76 | 8.45 | 9.95 | 24.57 | 5.12 | 33.76 | 6.64 | 19.38 | 2.57 | 10.31 | 11.99 | 7.26 | 5.61 | 9.56 | 18.85 | 15.43 | 27.19 | 47.63 | 9.90 | 7.47 | 7.03 | 7.49 | 5.20 |
| Yield(%) | 0.00 | 1.54 | 2.03 | 2.66 | 20.58 | 27.90 | 19.15 | 25.32 | 0.00 | 1.82 | 2.03 | 1.60 | 3.31 | 19.71 | 5.38 | 4.52 | 6.58 | 2.14 | 1.68 | 2.03 | 2.09 | 2.19 | 1.85 | 2.09 | 2.07 | 1.83 | 1.89 | 1.80 | 1.63 | 2.44 | 1.21 |
Data as of 07/07/2025, AR inception is 03/05/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STFAX (STATE STREET EQUITY 500 INDEX FUND ADMINISTRATIVE SHARES) |
-15.13%
Feb 2006 - Feb 2009 |
-6.74%
Feb 2004 - Feb 2009 |
6.28%
Feb 2006 - Feb 2016 |
7.39%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STFAX (STATE STREET EQUITY 500 INDEX FUND ADMINISTRATIVE SHARES) |
25.74%
Dec 2018 - Dec 2021 |
22.75%
Feb 2009 - Feb 2014 |
16.42%
Feb 2009 - Feb 2019 |
15.78%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart