State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX)

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The chart shows the growth of an initial investment of $10,000 in State Street Global All Cap Equity ex-U.S. Index Fund, 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 Global All Cap Equity ex-U.S. Index Fund (SSGJX) has returned -0.66% so far this year and 24.76% over the past 12 months. Over the last ten years, SSGJX has returned -13.85% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Sep 18, 2014, SSGJX's average daily return is 0.00%, while the average monthly return is -0.13%.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +13.2%, while the worst month was Apr 2020 at -89.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SSGJX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Apr 17, 2020 at -89.8%.

State Street Global All Cap Equity ex-U.S. Index Fund has an annualized alpha of -8.24%, beta of 0.65, and R² of 0.14 versus S&P 500 Index. Calculated based on daily prices since September 19, 2014.

• This fund participated in 92.75% of S&P 500 Index downside but only -0.37% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.65 may look defensive, but with R² of 0.14 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 0.14 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.

SSGJX has an expense ratio of 0.27%, which is considered low.

SSGJX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) and compare them to a chosen benchmark (S&P 500 Index).

State Street Global All Cap Equity ex-U.S. Index Fund provided a 4.37% dividend yield over the last twelve months, with an annual payout of $5.62 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for State Street Global All Cap Equity ex-U.S. Index Fund. 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 Global All Cap Equity ex-U.S. Index Fund. 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 Global All Cap Equity ex-U.S. Index Fund was 92.55%, occurring on Apr 21, 2020. The portfolio has not yet recovered.

The current State Street Global All Cap Equity ex-U.S. Index Fund drawdown is 84.52%.

The chart below shows the rolling one-month volatility.