BTMKX vs. SSGVX
BTMKX (iShares MSCI EAFE International Index Fund) and SSGVX (State Street Global All Cap Equity ex-U.S.Index Portfolio) are both Foreign Large Cap Equities funds. Over the past 10 years, BTMKX returned 9.67%/yr vs 37.71%/yr for SSGVX. Their correlation of 0.88 means they have usually moved in the same direction. Both charge a 0.05% expense ratio.
Performance
BTMKX vs. SSGVX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BTMKX having a 12.75% return and SSGVX slightly higher at 12.83%. Over the past 10 years, BTMKX has underperformed SSGVX with an annualized return of 9.67%, while SSGVX has yielded a comparatively higher 37.71% annualized return.
BTMKX
- 1D
- 2.73%
- 1M
- 2.01%
- 6M
- 7.32%
- YTD
- 12.75%
- 1Y
- 26.32%
- 3Y*
- 16.53%
- 5Y*
- 9.68%
- 10Y*
- 9.67%
- ALL TIME*
- 6.84%
SSGVX
- 1D
- 2.99%
- 1M
- -0.39%
- 6M
- 6.34%
- YTD
- 12.83%
- 1Y
- 28.10%
- 3Y*
- 16.90%
- 5Y*
- 8.80%
- 10Y*
- 37.71%
- ALL TIME*
- 29.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BTMKX vs. SSGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTMKX iShares MSCI EAFE International Index Fund | 12.75% | 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 | 12.83% | 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 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2014 | 0.88 |
The correlation between BTMKX and SSGVX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
BTMKX vs. SSGVX — Risk / Return Rank
BTMKX
SSGVX
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.
| BTMKX | SSGVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.32 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.31 | -0.09 |
| Martin ratioReturn relative to average drawdown | 8.38 | 8.49 | -0.11 |
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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
| BTMKX | SSGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -2.45% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -7.68% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.04% | -0.06% |
Volatility
BTMKX vs. SSGVX - Volatility Comparison
iShares MSCI EAFE International Index Fund (BTMKX) and State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) have volatilities of 4.73% and 4.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTMKX | SSGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.87% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.46% | 13.31% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 15.17% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 15.07% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 282.23% | -265.82% |
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 3.32%, more than SSGVX's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMKX iShares MSCI EAFE International Index Fund | 3.32% | 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 | 2.95% | 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 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSGVX has higher volatility (4.87%) compared to BTMKX (4.73%). In terms of maximum drawdown, BTMKX dropped -33.92% vs SSGVX's -35.79%.
SSGVX currently has the higher Sharpe Ratio (1.70 vs 1.58), 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.
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