- ISIN
- US85749T8302
- Issuer
- State Street
- Inception Date
- Sep 17, 2014
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
SSGJX Performance Chart
State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) is up 12.8% since the beginning of the year. SSGJX is currently trading at $146 per share. Investors who bought $1,000 worth of SSGJX shares 5 years ago would now be looking at an investment worth $1,514.
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Returns By Period
State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) has returned 12.75% so far this year and 27.91% over the past 12 months. Over the last ten years, SSGJX has returned 9.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
State Street Global All Cap Equity ex-U.S. Index Fund
- 1D
- 3.00%
- 1M
- -0.40%
- 6M
- 6.29%
- YTD
- 12.75%
- 1Y
- 27.91%
- 3Y*
- 16.77%
- 5Y*
- 8.65%
- 10Y*
- 9.21%
- ALL TIME*
- 6.80%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SSGJX Monthly Returns History
Based on dividend-adjusted daily data since Sep 18, 2014, SSGJX's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
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 Mar 2020 at -16.1%. 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 Mar 12, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.08% | 5.08% | -9.16% | 8.34% | 4.32% | -1.01% | -0.47% | 12.75% | |||||
| 2025 | 3.55% | 1.80% | 0.09% | 3.24% | 4.81% | 3.66% | -0.70% | 4.14% | 3.39% | 1.75% | 0.07% | 2.85% | 32.51% |
| 2024 | -1.48% | 2.71% | 2.98% | -2.12% | 3.96% | -0.69% | 2.49% | 2.65% | 2.69% | -5.27% | -0.43% | -2.22% | 4.92% |
| 2023 | 8.45% | -3.79% | 2.42% | 1.78% | -3.75% | 4.61% | 3.93% | -4.33% | -3.27% | -3.96% | 8.69% | 5.15% | 15.59% |
| 2022 | -3.17% | -2.91% | -0.13% | -6.59% | 1.46% | -8.89% | 4.01% | -3.92% | -10.15% | 3.53% | 12.53% | -1.62% | -16.57% |
| 2021 | 0.02% | 2.22% | 1.39% | 3.14% | 2.93% | -0.53% | -1.32% | 1.91% | -3.62% | 2.69% | -4.83% | 4.35% | 8.21% |
Benchmark Metrics
State Street Global All Cap Equity ex-U.S. Index Fund has an annualized alpha of -1.30%, beta of 0.73, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since September 18, 2014.
- This fund participated in 93.10% of S&P 500 Index downside but only 74.38% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.30%
- Beta
- 0.73
- R²
- 0.65
- Upside Capture
- 74.38%
- Downside Capture
- 93.10%
Expense Ratio
SSGJX has an expense ratio of 0.27%, which is considered low.
Return for Risk
Risk / Return Rank
SSGJX ranks 66 for risk / return — above 66% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSGJX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.00 | +0.28 |
| Martin ratioReturn relative to average drawdown | 8.41 | 8.49 | -0.08 |
Dividends
Dividend History
State Street Global All Cap Equity ex-U.S. Index Fund provided a 3.85% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $5.62 | $5.62 | $4.52 | $2.98 | $2.47 | $4.53 | $1.68 | $4.61 | $6.80 | $4.25 | $1.33 | $1.77 |
Dividend yield | 3.85% | 4.34% | 4.43% | 2.93% | 2.73% | 4.07% | 1.57% | 4.69% | 8.03% | 3.98% | 1.52% | 2.09% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.62 | $5.62 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.52 | $4.52 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.98 | $2.98 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.47 | $2.47 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.53 | $4.53 |
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.
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Worst Drawdowns
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 36.15%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current State Street Global All Cap Equity ex-U.S. Index Fund drawdown is 2.46%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-36.15%Mar 2020 | 2y 1mo | 7mo 28d | 2y 9moJan 2018 - Nov 2020 | COVID crash2020 |
-30.19%Oct 2022 | 1y 1mo | 1y 7mo | 2y 8moSep 2021 - May 2024 | Bear market2022 |
-24.85%Feb 2016 | 9mo 18d | 1y 3mo | 2y 14dApr 2015 - May 2017 | — |
-13.61%Apr 2025 | 6mo 10d | 24d | 7mo 4dSep 2024 - May 2025 | 2025 selloff2025 |
-11.23%Mar 2026 | 25d | 1mo 10d | 2mo 5dMar 2026 - May 2026 | — |
Drawdown Indicators
| SSGJX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.15% | -56.78% | +20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -9.10% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -13.61% | -18.90% | +5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | -25.43% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -33.92% | -2.23% |
Current DrawdownCurrent decline from peak | -2.46% | -1.58% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -10.70% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.14% | +0.91% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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