State Street Aggregate Bond Index Fund Class K (SSFEX)

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The chart shows the growth of an initial investment of $10,000 in State Street Aggregate Bond Index Fund Class K, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

State Street Aggregate Bond Index Fund Class K (SSFEX) has returned -0.17% so far this year and 4.12% over the past 12 months. Over the last ten years, SSFEX has returned -19.27% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Sep 22, 2014, SSFEX's average daily return is -0.02%, while the average monthly return is -0.49%.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Apr 2020 at -89.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SSFEX closed higher 47% of trading days. The best single day was Apr 21, 2020 with a return of +32.6%, while the worst single day was Apr 17, 2020 at -90.0%.

State Street Aggregate Bond Index Fund Class K has an annualized alpha of -4.00%, beta of -0.08, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 23, 2014.

• This fund participated in 13.78% of S&P 500 Index downside but only -46.31% of its upside — more exposed to losses than it benefited from rallies.
• Beta of -0.08 may look defensive, but with R² of 0.00 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R² of 0.00 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

SSFEX has an expense ratio of 0.03%, which is considered low.

SSFEX ranks 56 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for State Street Aggregate Bond Index Fund Class K (SSFEX) and compare them to a chosen benchmark (S&P 500 Index).

State Street Aggregate Bond Index Fund Class K provided a 4.04% dividend yield over the last twelve months, with an annual payout of $3.49 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for State Street Aggregate Bond Index Fund Class K. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the State Street Aggregate Bond Index Fund Class K. 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 Fund Class K was 92.70%, occurring on Apr 20, 2020. The portfolio has not yet recovered.

The current State Street Aggregate Bond Index Fund Class K drawdown is 90.11%.

The chart below shows the rolling one-month volatility.