State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX)
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of a broad-based index of world (ex-U.S.) equity markets over the long term. The Portfolio is an "index" fund that seeks to track, before fees and expenses, the total return performance of the MSCI ACWI ex USA Investable Market Index over the long term. Normally, it generally invests substantially all, but at least 80%, of its net assets (plus borrowings, if any) in securities comprising the index or in American Depositary Receipts or Global Depositary Receipts providing exposure to securities comprising the index.
Fund Info
| ISIN | US85749T7643 |
|---|---|
| Issuer | State Street Global Advisors |
| Inception Date | Sep 17, 2014 |
| Category | Foreign Large Cap Equities |
| Min. Investment | $0 |
| Asset Class | Equity |
Expense Ratio
SSGVX has an expense ratio of 0.05%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: SSGVX vs. MDIJX, SSGVX vs. SWPPX, SSGVX vs. RERGX, SSGVX vs. VUSA.AS, SSGVX vs. SCHK, SSGVX vs. VBAIX, SSGVX vs. SCHD, SSGVX vs. VTI, SSGVX vs. GSINX, SSGVX vs. VOO
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in State Street Global All Cap Equity ex-U.S.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 Global All Cap Equity ex-U.S.Index Portfolio had a return of 9.70% year-to-date (YTD) and 17.26% in the last 12 months. Over the past 10 years, State Street Global All Cap Equity ex-U.S.Index Portfolio had an annualized return of 3.34%, while the S&P 500 had an annualized return of 10.88%, indicating that State Street Global All Cap Equity ex-U.S.Index Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 9.70% | 18.13% |
| 1 month | 1.94% | 1.45% |
| 6 months | 6.45% | 8.81% |
| 1 year | 17.26% | 26.52% |
| 5 years (annualized) | 6.03% | 13.43% |
| 10 years (annualized) | 3.34% | 10.88% |
Monthly Returns
The table below presents the monthly returns of SSGVX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.47% | 2.71% | 2.98% | -2.10% | 3.18% | 0.07% | 2.49% | 2.65% | 9.70% | ||||
| 2023 | 8.46% | -3.79% | 2.44% | 1.42% | -3.40% | 4.62% | 3.94% | -4.32% | -3.27% | -3.96% | 8.70% | 5.16% | 15.71% |
| 2022 | -3.16% | -2.90% | -0.12% | -6.56% | 1.46% | -8.87% | 4.01% | -3.89% | -10.14% | 3.53% | 12.54% | -1.58% | -16.42% |
| 2021 | 0.03% | 2.22% | 1.40% | 3.15% | 2.94% | -0.51% | -1.31% | 1.94% | -3.61% | 2.71% | -4.83% | 4.41% | 8.42% |
| 2020 | -3.47% | -6.90% | -16.18% | 8.47% | 4.17% | 4.67% | 4.25% | 4.51% | -2.06% | -2.28% | 13.20% | 5.58% | 11.04% |
| 2019 | 7.76% | 1.75% | 0.61% | 2.71% | -5.19% | 5.99% | -1.66% | -2.67% | 2.54% | 3.47% | 0.96% | 1.53% | 18.53% |
| 2018 | 5.64% | -5.34% | -0.65% | 0.84% | -1.94% | -1.88% | 2.50% | -2.15% | 0.48% | -8.10% | 0.93% | -7.12% | -16.31% |
| 2017 | 3.43% | 1.55% | 2.61% | 2.12% | 3.33% | 0.30% | 3.71% | 0.58% | 1.83% | 1.89% | 1.02% | -0.55% | 24.03% |
| 2016 | -5.56% | -1.88% | 8.17% | 2.60% | -1.61% | -0.82% | 4.13% | 0.57% | 1.69% | -1.88% | -2.26% | 1.08% | 3.59% |
| 2015 | -0.11% | 5.68% | -1.65% | 4.73% | -1.20% | -2.74% | -0.31% | -7.64% | -4.31% | 6.64% | -1.67% | -4.32% | -7.66% |
| 2014 | -3.50% | -0.93% | 0.73% | -4.26% | -7.80% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SSGVX is 32, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
State Street Global All Cap Equity ex-U.S.Index Portfolio granted a 2.70% dividend yield in the last twelve months. The annual payout for that period amounted to $3.34 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.34 | $3.34 | $2.36 | $3.17 | $1.94 | $0.32 | $0.27 | $0.30 | $0.14 | $0.18 | $0.59 |
Dividend yield | 2.70% | 2.96% | 2.35% | 2.58% | 1.66% | 0.30% | 0.30% | 0.28% | 0.16% | 0.22% | 0.64% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street Global All Cap Equity ex-U.S.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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.34 | $3.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.36 | $2.36 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.17 | $3.17 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.94 | $1.94 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2014 | $0.59 | $0.59 |
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 Global All Cap Equity ex-U.S.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 Global All Cap Equity ex-U.S.Index Portfolio was 39.14%, occurring on Mar 23, 2020. Recovery took 187 trading sessions.
The current State Street Global All Cap Equity ex-U.S.Index Portfolio drawdown is 1.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.14% | Jan 29, 2018 | 541 | Mar 23, 2020 | 187 | Dec 16, 2020 | 728 |
| -30.03% | Sep 8, 2021 | 277 | Oct 12, 2022 | 399 | May 15, 2024 | 676 |
| -26.32% | Apr 29, 2015 | 200 | Feb 11, 2016 | 357 | Jul 13, 2017 | 557 |
| -10.91% | Sep 19, 2014 | 75 | Jan 6, 2015 | 69 | Apr 16, 2015 | 144 |
| -8.49% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
Volatility
Volatility Chart
The current State Street Global All Cap Equity ex-U.S.Index Portfolio volatility is 3.33%, 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.