ATWYX vs. SSGLX
Compare and contrast key facts about AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
ATWYX is managed by BlackRock. It was launched on Sep 1, 2003. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
ATWYX vs. SSGLX - Performance Comparison
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ATWYX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATWYX AB Tax-Managed Wealth Appreciation Strategy | -4.70% | 21.44% | 18.72% | 20.55% | -18.58% | 20.45% | 12.70% | 25.56% | -9.76% | 23.04% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, ATWYX achieves a -4.70% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, ATWYX has outperformed SSGLX with an annualized return of 10.45%, while SSGLX has yielded a comparatively lower 8.58% annualized return.
ATWYX
- 1D
- -0.28%
- 1M
- -9.12%
- YTD
- -4.70%
- 6M
- -2.06%
- 1Y
- 18.29%
- 3Y*
- 15.81%
- 5Y*
- 8.91%
- 10Y*
- 10.45%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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ATWYX vs. SSGLX - Expense Ratio Comparison
ATWYX has a 0.38% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
ATWYX vs. SSGLX — Risk / Return Rank
ATWYX
SSGLX
ATWYX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ATWYX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.56 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.60 | 2.12 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.32 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.00 | -0.60 |
Martin ratioReturn relative to average drawdown | 6.35 | 7.90 | -1.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ATWYX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.56 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.48 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.53 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.37 | +0.04 |
Correlation
The correlation between ATWYX and SSGLX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ATWYX vs. SSGLX - Dividend Comparison
ATWYX's dividend yield for the trailing twelve months is around 4.63%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATWYX AB Tax-Managed Wealth Appreciation Strategy | 4.63% | 4.41% | 2.49% | 1.84% | 5.88% | 5.81% | 1.23% | 4.93% | 5.57% | 12.93% | 3.16% | 7.84% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
ATWYX vs. SSGLX - Drawdown Comparison
The maximum ATWYX drawdown since its inception was -59.14%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for ATWYX and SSGLX.
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Drawdown Indicators
| ATWYX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.14% | -35.88% | -23.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -11.22% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | -30.08% | +3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.33% | -35.88% | +1.55% |
Current DrawdownCurrent decline from peak | -9.75% | -10.87% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -8.32% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.84% | -0.27% |
Volatility
ATWYX vs. SSGLX - Volatility Comparison
The current volatility for AB Tax-Managed Wealth Appreciation Strategy (ATWYX) is 5.15%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that ATWYX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATWYX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 6.44% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 10.02% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 15.49% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 14.49% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 16.15% | +0.53% |