BIBDX vs. SSGLX
Compare and contrast key facts about BlackRock Global Dividend Portfolio (BIBDX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
BIBDX is managed by BlackRock. It was launched on Apr 6, 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
BIBDX vs. SSGLX - Performance Comparison
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BIBDX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | -5.08% | 19.32% | 9.72% | 16.59% | -13.72% | 17.70% | 6.91% | 22.80% | -10.46% | 19.39% |
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, BIBDX achieves a -5.08% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, BIBDX has underperformed SSGLX with an annualized return of 7.86%, while SSGLX has yielded a comparatively higher 8.58% annualized return.
BIBDX
- 1D
- -0.09%
- 1M
- -10.17%
- YTD
- -5.08%
- 6M
- -2.99%
- 1Y
- 12.41%
- 3Y*
- 10.70%
- 5Y*
- 7.09%
- 10Y*
- 7.86%
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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BIBDX vs. SSGLX - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
BIBDX vs. SSGLX — Risk / Return Rank
BIBDX
SSGLX
BIBDX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) 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.
| BIBDX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.56 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.30 | 2.12 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.00 | -0.94 |
Martin ratioReturn relative to average drawdown | 4.33 | 7.90 | -3.57 |
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
| BIBDX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.56 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.48 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.53 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.37 | +0.09 |
Correlation
The correlation between BIBDX and SSGLX is 0.79, 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
BIBDX vs. SSGLX - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 21.22%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 21.22% | 20.14% | 8.09% | 2.00% | 6.51% | 18.01% | 5.94% | 7.97% | 7.05% | 6.47% | 2.47% | 4.34% |
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
BIBDX vs. SSGLX - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -41.81%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for BIBDX and SSGLX.
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Drawdown Indicators
| BIBDX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.81% | -35.88% | -5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -11.22% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.44% | -30.08% | +5.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | -35.88% | +2.73% |
Current DrawdownCurrent decline from peak | -10.38% | -10.87% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -8.32% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.84% | -0.21% |
Volatility
BIBDX vs. SSGLX - Volatility Comparison
The current volatility for BlackRock Global Dividend Portfolio (BIBDX) is 5.23%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that BIBDX 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
| BIBDX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 6.44% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 10.02% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.45% | 15.49% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 14.49% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 16.15% | -1.05% |