State Street Aggregate Bond Index Portfolio (SSAFX)
The fund invests substantially all, but at least 80%, of its net assets (plus borrowings, if any) in securities comprising the index or in securities that the Adviser determines have economic characteristics that are comparable to the economic characteristics of securities that comprise the index.
Fund Info
US85749T7726
Sep 19, 2014
$0
Expense Ratio
SSAFX has an expense ratio of 0.02%, which is considered low compared to other funds.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in State Street Aggregate Bond Index Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
State Street Aggregate Bond Index Portfolio had a return of 1.01% year-to-date (YTD) and 4.56% in the last 12 months. Over the past 10 years, State Street Aggregate Bond Index Portfolio had an annualized return of 1.58%, while the S&P 500 had an annualized return of 11.26%, indicating that State Street Aggregate Bond Index Portfolio did not perform as well as the benchmark.
SSAFX
1.01%
0.72%
-0.87%
4.56%
0.13%
1.58%
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of SSAFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.50% | 1.01% | |||||||||||
| 2024 | -0.20% | -1.41% | 0.86% | -2.47% | 1.70% | 0.95% | 2.33% | 1.43% | 1.35% | -2.48% | 1.12% | -1.69% | 1.34% |
| 2023 | 3.24% | -2.59% | 2.58% | 0.59% | -1.09% | -0.35% | -0.06% | -0.65% | -2.53% | -1.58% | 4.51% | 3.73% | 5.61% |
| 2022 | -2.17% | -1.13% | -2.79% | -3.86% | 0.68% | -1.61% | 2.51% | -2.87% | -4.37% | -1.29% | 3.69% | -0.65% | -13.30% |
| 2021 | -0.75% | -1.51% | -1.26% | 0.78% | 0.33% | 0.69% | 1.12% | -0.20% | -0.89% | -0.05% | 0.29% | -0.26% | -1.72% |
| 2020 | 1.95% | 1.77% | 1.54% | 4.62% | 0.30% | 0.66% | 1.49% | -0.81% | -0.06% | -0.45% | 1.00% | -0.43% | 12.09% |
| 2019 | 1.13% | -0.06% | 1.88% | 0.04% | 1.77% | 1.24% | 0.25% | 2.61% | -0.53% | 0.33% | -0.15% | -0.07% | 8.72% |
| 2018 | -1.20% | -0.99% | 0.63% | -0.80% | 0.74% | -0.07% | 0.02% | 0.65% | -0.69% | -0.81% | 0.57% | 1.87% | -0.13% |
| 2017 | 0.16% | 0.68% | -0.11% | 0.79% | 0.72% | -0.09% | 0.42% | 0.92% | -0.50% | 0.03% | -0.09% | 0.43% | 3.39% |
| 2016 | 1.36% | 0.77% | 0.91% | 0.38% | 0.02% | 1.78% | 0.50% | -0.11% | -0.12% | -0.78% | -2.38% | -0.02% | 2.27% |
| 2015 | 2.13% | -0.82% | 0.47% | -0.43% | -0.23% | -1.11% | 0.78% | -0.22% | 0.66% | 0.08% | -0.23% | -1.49% | -0.47% |
| 2014 | 0.20% | 1.00% | 0.62% | -0.05% | 1.78% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SSAFX is 35, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for State Street Aggregate Bond Index Portfolio (SSAFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
State Street Aggregate Bond Index Portfolio provided a 3.77% dividend yield over the last twelve months, with an annual payout of $3.32 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.32 | $3.29 | $2.83 | $2.18 | $1.96 | $7.26 | $2.98 | $2.73 | $2.43 | $2.07 | $2.05 | $0.38 |
Dividend yield | 3.77% | 3.76% | 3.16% | 2.49% | 1.90% | 6.77% | 2.91% | 2.81% | 2.43% | 2.09% | 2.07% | 0.37% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street Aggregate Bond Index Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.29 | $0.29 | ||||||||||
| 2024 | $0.00 | $0.26 | $0.26 | $0.25 | $0.27 | $0.27 | $0.27 | $0.28 | $0.28 | $0.27 | $0.28 | $0.60 | $3.29 |
| 2023 | $0.00 | $0.21 | $0.21 | $0.22 | $0.23 | $0.23 | $0.23 | $0.24 | $0.24 | $0.24 | $0.25 | $0.52 | $2.83 |
| 2022 | $0.00 | $0.16 | $0.16 | $0.16 | $0.17 | $0.19 | $0.18 | $0.19 | $0.18 | $0.19 | $0.19 | $0.42 | $2.18 |
| 2021 | $0.00 | $0.17 | $0.18 | $0.16 | $0.17 | $0.17 | $0.16 | $0.16 | $0.16 | $0.16 | $0.16 | $0.31 | $1.96 |
| 2020 | $0.00 | $0.25 | $2.40 | $2.95 | $0.00 | $0.23 | $0.22 | $0.22 | $0.22 | $0.20 | $0.20 | $0.37 | $7.26 |
| 2019 | $0.00 | $0.24 | $0.24 | $0.24 | $0.25 | $0.25 | $0.25 | $0.25 | $0.25 | $0.24 | $0.24 | $0.53 | $2.98 |
| 2018 | $0.00 | $0.22 | $0.21 | $0.22 | $0.22 | $0.23 | $0.22 | $0.23 | $0.23 | $0.22 | $0.24 | $0.49 | $2.73 |
| 2017 | $0.16 | $0.17 | $0.19 | $0.18 | $0.22 | $0.21 | $0.22 | $0.22 | $0.19 | $0.23 | $0.21 | $0.23 | $2.43 |
| 2016 | $0.14 | $0.17 | $0.22 | $0.18 | $0.22 | $0.20 | $0.11 | $0.19 | $0.18 | $0.20 | $0.18 | $0.08 | $2.07 |
| 2015 | $0.16 | $0.15 | $0.18 | $0.16 | $0.16 | $0.17 | $0.18 | $0.18 | $0.16 | $0.18 | $0.17 | $0.20 | $2.05 |
| 2014 | $0.13 | $0.25 | $0.38 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the State Street Aggregate Bond Index Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the State Street Aggregate Bond Index Portfolio was 19.19%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current State Street Aggregate Bond Index Portfolio drawdown is 8.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.19% | Aug 7, 2020 | 558 | Oct 24, 2022 | — | — | — |
| -6.38% | Mar 10, 2020 | 8 | Mar 19, 2020 | 15 | Apr 9, 2020 | 23 |
| -4.61% | Jul 11, 2016 | 113 | Dec 16, 2016 | 179 | Sep 5, 2017 | 292 |
| -3.46% | Sep 11, 2017 | 173 | May 17, 2018 | 158 | Jan 3, 2019 | 331 |
| -2.87% | Apr 20, 2015 | 177 | Dec 29, 2015 | 61 | Mar 29, 2016 | 238 |
Volatility
Volatility Chart
The current State Street Aggregate Bond Index Portfolio volatility is 1.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.