BGVIX vs. SSGLX
Compare and contrast key facts about Brandes Global Equity Fund (BGVIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
BGVIX is managed by Brandes. It was launched on Oct 5, 2008. 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
BGVIX vs. SSGLX - Performance Comparison
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BGVIX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGVIX Brandes Global Equity Fund | -2.73% | 33.72% | 12.53% | 21.71% | -5.97% | 21.20% | 1.97% | 17.38% | -10.39% | 16.23% |
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% | 27.12% |
Returns By Period
In the year-to-date period, BGVIX achieves a -2.73% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, BGVIX has outperformed SSGLX with an annualized return of 10.88%, while SSGLX has yielded a comparatively lower 8.58% annualized return.
BGVIX
- 1D
- 0.33%
- 1M
- -8.64%
- YTD
- -2.73%
- 6M
- 4.09%
- 1Y
- 20.55%
- 3Y*
- 19.13%
- 5Y*
- 12.59%
- 10Y*
- 10.88%
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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BGVIX vs. SSGLX - Expense Ratio Comparison
BGVIX has a 1.00% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
BGVIX vs. SSGLX — Risk / Return Rank
BGVIX
SSGLX
BGVIX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes Global Equity Fund (BGVIX) 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.
| BGVIX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.56 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.12 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.00 | -0.41 |
Martin ratioReturn relative to average drawdown | 7.05 | 7.90 | -0.85 |
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
| BGVIX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.56 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.48 | +0.36 |
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 | 0.46 | 0.37 | +0.09 |
Correlation
The correlation between BGVIX and SSGLX is 0.80, 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
BGVIX vs. SSGLX - Dividend Comparison
BGVIX's dividend yield for the trailing twelve months is around 12.75%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGVIX Brandes Global Equity Fund | 12.75% | 12.41% | 9.13% | 4.80% | 3.31% | 6.00% | 2.98% | 2.46% | 6.99% | 4.02% | 2.07% | 8.51% |
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
BGVIX vs. SSGLX - Drawdown Comparison
The maximum BGVIX drawdown since its inception was -41.16%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for BGVIX and SSGLX.
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Drawdown Indicators
| BGVIX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.16% | -35.88% | -5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -11.22% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -30.08% | +4.71% |
Max Drawdown (10Y)Largest decline over 10 years | -41.16% | -35.88% | -5.28% |
Current DrawdownCurrent decline from peak | -8.73% | -10.87% | +2.14% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -8.32% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.84% | -0.15% |
Volatility
BGVIX vs. SSGLX - Volatility Comparison
The current volatility for Brandes Global Equity Fund (BGVIX) is 4.65%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that BGVIX 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
| BGVIX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 6.44% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 10.02% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 15.49% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 14.49% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 16.15% | +1.29% |