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State Street Global All Cap Equity ex-U.S.Index Po...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US85749T7643

Inception Date

Sep 17, 2014

Min. Investment

$0

Asset Class

Equity

Expense Ratio

SSGVX has an expense ratio of 0.05%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) returned 10.87% year-to-date (YTD) and 10.93% over the past 12 months. Over the past 10 years, SSGVX returned 5.02% annually, underperforming the S&P 500 benchmark at 10.46%.


SSGVX

YTD

10.87%

1M

10.13%

6M

6.71%

1Y

10.93%

5Y*

10.67%

10Y*

5.02%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.56%1.80%0.11%3.26%1.73%10.87%
2024-1.47%2.71%2.98%-2.10%3.96%-0.68%2.49%2.65%2.69%-5.26%-0.43%-2.20%5.01%
20238.46%-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%
20210.03%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%
20197.76%1.75%0.61%2.71%-5.19%5.99%-1.66%-2.67%2.54%3.47%0.96%4.26%21.71%
20185.64%-5.34%-0.65%0.84%-1.94%-1.88%2.50%-2.15%0.48%-8.10%0.93%-4.57%-14.02%
20173.43%1.55%2.61%2.12%3.33%0.30%3.71%0.58%1.83%1.89%1.02%1.53%26.62%
2016-5.56%-1.88%8.17%2.60%-1.61%-0.82%4.13%0.57%1.69%-1.88%-2.26%2.52%5.07%
2015-0.11%5.68%-1.65%4.73%-1.20%-2.74%-0.31%-7.64%-4.31%6.64%-1.67%-2.45%-5.86%
2014-3.50%-0.93%0.73%-4.26%-7.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SSGVX is 71, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SSGVX is 7171
Overall Rank
The Sharpe Ratio Rank of SSGVX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SSGVX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SSGVX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SSGVX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SSGVX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

State Street Global All Cap Equity ex-U.S.Index Portfolio Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.71
  • 5-Year: 0.70
  • 10-Year: 0.31
  • All Time: 0.29

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of State Street Global All Cap Equity ex-U.S.Index Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

State Street Global All Cap Equity ex-U.S.Index Portfolio provided a 2.79% dividend yield over the last twelve months, with an annual payout of $3.55 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$1.00$2.00$3.00$4.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$3.55$3.55$3.34$2.36$3.17$1.94$3.16$2.72$2.52$1.37$1.82$0.59

Dividend yield

2.79%3.09%2.96%2.35%2.58%1.66%2.96%3.02%2.33%1.57%2.15%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.55$3.55
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$3.16$3.16
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.72$2.72
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.52$2.52
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.37$1.37
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.82$1.82
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.


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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 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 35.80%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.

The current State Street Global All Cap Equity ex-U.S.Index Portfolio drawdown is 0.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.8%Jan 29, 2018541Mar 23, 2020165Nov 13, 2020706
-30.03%Sep 8, 2021277Oct 12, 2022399May 15, 2024676
-24.88%Apr 29, 2015200Feb 11, 2016313May 10, 2017513
-13.54%Sep 30, 2024131Apr 8, 202517May 2, 2025148
-10.91%Sep 19, 201475Jan 6, 201569Apr 16, 2015144

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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