State Street Small/Mid Cap Equity Index Portfolio (SSMHX)
The portfolio uses a passive management strategy designed to track the performance of the Russell Small Cap Completeness Index. The index is a float-adjusted, market capitalization index which measures the performance of the Russell 3000 Index companies excluding S&P 500 constituents. Under normal market conditions, it invests at least 80% of its net assets (plus borrowings, if any) in stocks in the index.
Fund Info
US85749T7072
Aug 11, 2015
$0
Mid-Cap
Growth
Expense Ratio
SSMHX has an expense ratio of 0.02%, 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 Small/Mid Cap Equity Index Portfolio (SSMHX) returned -3.39% year-to-date (YTD) and 3.43% over the past 12 months.
SSMHX
-3.39%
6.63%
-14.66%
3.43%
9.83%
7.62%
N/A
^GSPC (Benchmark)
-1.34%
5.02%
-3.08%
9.39%
13.76%
14.45%
10.68%
Monthly Returns
The table below presents the monthly returns of SSMHX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.16% | -5.67% | -7.64% | -0.49% | 5.97% | -3.39% | |||||||
| 2024 | -2.32% | 6.22% | 3.35% | -6.41% | 3.45% | -0.02% | 6.16% | 0.42% | 1.57% | 0.53% | 11.73% | -11.17% | 12.15% |
| 2023 | 10.70% | -1.59% | -2.77% | -2.18% | 0.49% | 8.28% | 5.84% | -4.02% | -4.86% | -6.19% | 11.00% | 10.05% | 24.88% |
| 2022 | -9.72% | -0.06% | 0.81% | -10.41% | -1.77% | -9.03% | 10.48% | -2.03% | -9.78% | 8.48% | 3.41% | -7.38% | -26.12% |
| 2021 | 2.30% | 4.99% | -0.10% | 4.19% | -0.56% | 3.11% | -1.26% | 2.00% | -3.77% | 5.74% | -5.28% | -12.38% | -2.52% |
| 2020 | -0.63% | -7.91% | -21.20% | 15.57% | 8.75% | 3.85% | 5.77% | 7.52% | -2.76% | 0.34% | 18.10% | 5.26% | 29.84% |
| 2019 | 11.54% | 4.87% | -0.91% | 3.77% | -7.02% | 6.94% | 1.54% | -4.31% | 1.17% | 1.82% | 4.70% | -0.22% | 25.04% |
| 2018 | 3.39% | -3.68% | 0.66% | 0.25% | 4.77% | 0.78% | 1.48% | 4.60% | -1.76% | -9.93% | 1.99% | -14.71% | -13.30% |
| 2017 | 1.97% | 2.49% | -0.18% | 1.26% | -0.62% | 2.24% | 1.05% | -0.35% | 4.26% | 1.58% | 2.87% | -2.31% | 15.03% |
| 2016 | -8.60% | 0.35% | 8.21% | 1.63% | 1.81% | 0.10% | 5.33% | 0.79% | 0.89% | -3.81% | 8.02% | 0.96% | 15.51% |
| 2015 | -4.41% | -4.62% | 5.50% | 1.67% | -4.04% | -6.16% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SSMHX is 21, meaning it’s performing worse than 79% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for State Street Small/Mid Cap Equity Index Portfolio (SSMHX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
State Street Small/Mid Cap Equity Index Portfolio provided a 6.12% dividend yield over the last twelve months, with an annual payout of $18.59 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $18.59 | $18.59 | $4.42 | $5.34 | $51.56 | $9.55 | $9.28 | $13.26 | $9.70 | $3.64 | $1.36 |
Dividend yield | 6.12% | 5.91% | 1.56% | 2.31% | 16.30% | 2.91% | 3.64% | 6.43% | 4.01% | 1.71% | 0.73% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street Small/Mid Cap Equity 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $18.59 | $18.59 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.42 | $4.42 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.34 | $5.34 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $51.56 | $51.56 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.55 | $9.55 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.28 | $9.28 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $13.26 | $13.26 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.70 | $9.70 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.64 | $3.64 |
| 2015 | $1.36 | $1.36 |
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 Small/Mid Cap Equity 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 Small/Mid Cap Equity Index Portfolio was 43.83%, occurring on Jun 16, 2022. The portfolio has not yet recovered.
The current State Street Small/Mid Cap Equity Index Portfolio drawdown is 19.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.83% | Nov 9, 2021 | 152 | Jun 16, 2022 | — | — | — |
| -41.61% | Feb 21, 2020 | 19 | Mar 18, 2020 | 112 | Aug 26, 2020 | 131 |
| -27.96% | Sep 4, 2018 | 78 | Dec 24, 2018 | 285 | Feb 12, 2020 | 363 |
| -22.16% | Aug 18, 2015 | 123 | Feb 11, 2016 | 117 | Jul 29, 2016 | 240 |
| -9.02% | Jan 29, 2018 | 9 | Feb 8, 2018 | 70 | May 21, 2018 | 79 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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