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BGEEX vs. SSGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGEEX vs. SSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock GA Dynamic Equity Fund (BGEEX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). The values are adjusted to include any dividend payments, if applicable.

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BGEEX vs. SSGLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGEEX
BlackRock GA Dynamic Equity Fund
0.00%14.98%18.91%17.84%-17.58%18.28%21.51%26.95%-13.34%11.23%
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%10.44%

Returns By Period


BGEEX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGEEX vs. SSGLX - Expense Ratio Comparison

BGEEX has a 0.50% expense ratio, which is higher than SSGLX's 0.07% expense ratio.


Return for Risk

BGEEX vs. SSGLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGEEX

SSGLX
SSGLX Risk / Return Rank: 8181
Overall Rank
SSGLX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SSGLX Sortino Ratio Rank: 8282
Sortino Ratio Rank
SSGLX Omega Ratio Rank: 8181
Omega Ratio Rank
SSGLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
SSGLX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGEEX vs. SSGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock GA Dynamic Equity Fund (BGEEX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BGEEX vs. SSGLX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BGEEXSSGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Correlation

The correlation between BGEEX and SSGLX is 0.76, 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

BGEEX vs. SSGLX - Dividend Comparison

BGEEX's dividend yield for the trailing twelve months is around 0.68%, less than SSGLX's 4.44% yield.


TTM20252024202320222021202020192018201720162015
BGEEX
BlackRock GA Dynamic Equity Fund
0.68%0.68%2.04%1.00%0.72%9.29%0.88%1.62%3.18%2.71%0.00%0.00%
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

BGEEX vs. SSGLX - Drawdown Comparison


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Drawdown Indicators


BGEEXSSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

Max Drawdown (5Y)

Largest decline over 5 years

-30.08%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

Current Drawdown

Current decline from peak

-10.87%

Average Drawdown

Average peak-to-trough decline

-8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

Volatility

BGEEX vs. SSGLX - Volatility Comparison


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Volatility by Period


BGEEXSSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%