- CUSIP
- 85749T848
- Issuer
- State Street
- Inception Date
- Sep 17, 2014
- Category
- Global Equities
- Index Tracked
- MSCI ACWI ex USA Investable Market Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
SSGLX Performance Chart
State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) is up 15.4% since the beginning of the year. SSGLX is currently trading at $150 per share. Investors who bought $1,000 worth of SSGLX shares 5 years ago would now be looking at an investment worth $1,551.
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Returns By Period
State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has returned 15.44% so far this year and 33.37% over the past 12 months. Over the last ten years, SSGLX has returned 9.93% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
State Street Global All Cap Equity ex-U.S. Index Fund Class K
- 1D
- 0.60%
- 1M
- 2.88%
- YTD
- 15.44%
- 6M
- 16.30%
- 1Y
- 33.37%
- 3Y*
- 18.52%
- 5Y*
- 9.18%
- 10Y*
- 9.93%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SSGLX Monthly Returns History
Based on dividend-adjusted daily data since Sep 18, 2014, SSGLX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +13.2%, while the worst month was Mar 2020 at -16.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SSGLX 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 -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.10% | 5.07% | -9.15% | 8.34% | 4.33% | 0.83% | 15.44% | ||||||
| 2025 | 3.56% | 1.80% | 0.10% | 3.26% | 4.81% | 3.65% | -0.68% | 4.14% | 3.39% | 1.76% | 0.08% | 2.87% | 32.64% |
| 2024 | -1.47% | 2.71% | 2.97% | -2.10% | 3.95% | -0.68% | 2.49% | 2.64% | 2.69% | -5.25% | -0.43% | -2.20% | 4.98% |
| 2023 | 8.47% | -3.80% | 2.43% | 1.79% | -3.75% | 4.63% | 3.94% | -4.33% | -3.27% | -3.96% | 8.69% | 5.16% | 15.67% |
| 2022 | -3.16% | -2.91% | -0.11% | -6.57% | 1.46% | -8.87% | 4.01% | -3.90% | -10.14% | 3.53% | 12.54% | -1.59% | -16.44% |
| 2021 | 0.03% | 2.23% | 1.40% | 3.16% | 2.94% | -0.52% | -1.31% | 1.94% | -3.61% | 2.71% | -4.83% | 4.37% | 8.36% |
Benchmark Metrics
State Street Global All Cap Equity ex-U.S. Index Fund Class K has an annualized alpha of -1.03%, beta of 0.73, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since September 18, 2014.
- This fund participated in 92.22% of S&P 500 Index downside but only 74.69% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.03%
- Beta
- 0.73
- R²
- 0.63
- Upside Capture
- 74.69%
- Downside Capture
- 92.22%
Expense Ratio
SSGLX has an expense ratio of 0.07%, which is considered low.
Return for Risk
Risk / Return Rank
SSGLX ranks 66 for risk / return — better than 66% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) 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.
| SSGLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 2.78 | +0.11 |
| Martin ratioReturn relative to average drawdown | 11.08 | 12.44 | -1.35 |
Dividends
Dividend History
State Street Global All Cap Equity ex-U.S. Index Fund Class K provided a 3.82% dividend yield over the last twelve months, with an annual payout of $5.73 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 | $5.73 | $5.73 | $4.56 | $3.03 | $2.58 | $4.69 | $1.84 | $4.71 | $7.05 | $4.25 | $1.33 | $1.77 |
Dividend yield | 3.82% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 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 Class K. 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.73 | $5.73 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.56 | $4.56 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.03 | $3.03 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.58 | $2.58 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.69 | $4.69 |
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 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 Global All Cap Equity ex-U.S. Index Fund Class K was 35.88%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.88%Mar 2020 | 2y 1mo | 7mo 28d | 2y 9moJan 2018 - Nov 2020 |
Bear market2022 | -30.08%Oct 2022 | 1y 1mo | 1y 7mo | 2y 8moSep 2021 - May 2024 |
2016 bear market2016 | -24.93%Feb 2016 | 9mo 18d | 1y 3mo | 2y 14dApr 2015 - May 2017 |
2025 selloff2025 | -13.56%Apr 2025 | 6mo 10d | 24d | 7mo 4dSep 2024 - May 2025 |
2026 correction2026 | -11.22%Mar 2026 | 25d | 1mo 10d | 2mo 5dMar 2026 - May 2026 |
Drawdown Indicators
| SSGLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.88% | -56.78% | +20.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -9.10% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -13.56% | -18.90% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -25.43% | -4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -35.88% | -33.92% | -1.96% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -10.71% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.03% | +0.89% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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