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BTMKX vs. SSGVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTMKX vs. SSGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE International Index Fund (BTMKX) and State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTMKX achieves a 10.68% return, which is significantly lower than SSGVX's 15.45% return. Over the past 10 years, BTMKX has underperformed SSGVX with an annualized return of 9.67%, while SSGVX has yielded a comparatively higher 38.45% annualized return.


BTMKX

1D
0.80%
1M
2.00%
YTD
10.68%
6M
11.08%
1Y
25.47%
3Y*
16.39%
5Y*
9.52%
10Y*
9.67%

SSGVX

1D
0.60%
1M
2.88%
YTD
15.45%
6M
16.31%
1Y
33.42%
3Y*
18.56%
5Y*
9.22%
10Y*
38.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTMKX vs. SSGVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTMKX
iShares MSCI EAFE International Index Fund
10.68%31.70%3.70%18.37%-14.04%11.30%8.07%21.96%-13.38%25.17%
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio
15.45%32.69%5.01%15.71%-16.42%8.42%1,010.40%21.71%-14.01%27.18%

Correlation

The correlation between BTMKX and SSGVX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2014

0.88

The correlation between BTMKX and SSGVX shifts across timeframes, from 0.78 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BTMKX vs. SSGVX — Risk / Return Rank

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

BTMKX
BTMKX Risk / Return Rank: 3636
Overall Rank
BTMKX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BTMKX Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTMKX Omega Ratio Rank: 3434
Omega Ratio Rank
BTMKX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTMKX Martin Ratio Rank: 4040
Martin Ratio Rank

SSGVX
SSGVX Risk / Return Rank: 6767
Overall Rank
SSGVX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SSGVX Sortino Ratio Rank: 6767
Sortino Ratio Rank
SSGVX Omega Ratio Rank: 7373
Omega Ratio Rank
SSGVX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SSGVX Martin Ratio Rank: 5959
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.

BTMKX vs. SSGVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (BTMKX) and State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BTMKXSSGVXDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.28

1.43

-0.15

Calmar ratioReturn relative to maximum drawdown

2.17

2.90

-0.73

Martin ratioReturn relative to average drawdown

8.11

11.10

-2.99

BTMKX vs. SSGVX - Sharpe Ratio Comparison

The current BTMKX Sharpe Ratio is 1.57, which is lower than the SSGVX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of BTMKX and SSGVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTMKX vs. SSGVX - Drawdown Comparison

The maximum BTMKX drawdown since its inception was -33.92%, smaller than the maximum SSGVX drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for BTMKX and SSGVX.


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Drawdown Indicators


BTMKXSSGVXDifference

Max Drawdown

Largest peak-to-trough decline

-33.92%

-35.79%

+1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-11.22%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-13.66%

-13.54%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-30.03%

+0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

-35.79%

+1.87%

Current Drawdown

Current decline from peak

0.00%

-0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.74%

-7.72%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.92%

+0.10%

Volatility

BTMKX vs. SSGVX - Volatility Comparison

The current volatility for iShares MSCI EAFE International Index Fund (BTMKX) is 4.99%, while State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a volatility of 5.79%. This indicates that BTMKX experiences smaller price fluctuations and is considered to be less risky than SSGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTMKXSSGVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.79%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

12.39%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

14.40%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

14.96%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

282.18%

-265.51%

BTMKX vs. SSGVX - Expense Ratio Comparison

Both BTMKX and SSGVX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BTMKX vs. SSGVX - Dividend Comparison

BTMKX's dividend yield for the trailing twelve months is around 3.38%, more than SSGVX's 2.88% yield.


PositionTTM20252024202320222021202020192018201720162015
BTMKX
iShares MSCI EAFE International Index Fund
3.38%3.74%3.43%3.19%2.80%3.06%1.99%3.34%4.58%2.45%2.85%2.42%
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio
2.88%3.33%3.09%2.96%2.35%2.58%1.66%2.96%3.02%2.77%1.56%2.16%

Frequently Asked Questions


BTMKX and SSGVX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSGVX has higher volatility (5.79%) compared to BTMKX (4.99%). In terms of maximum drawdown, BTMKX dropped -33.92% vs SSGVX's -35.79%.

SSGVX currently has the higher Sharpe Ratio (2.26 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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