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INKM vs. GAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INKM vs. GAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Income Allocation ETF (INKM) and SPDR SSgA Global Allocation ETF (GAL). The values are adjusted to include any dividend payments, if applicable.

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INKM vs. GAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INKM
SPDR SSgA Income Allocation ETF
2.28%11.86%5.70%10.26%-12.58%8.52%3.11%17.12%-5.32%13.95%
GAL
SPDR SSgA Global Allocation ETF
0.38%15.95%9.85%13.32%-13.41%12.23%9.33%19.59%-7.71%18.67%

Returns By Period

In the year-to-date period, INKM achieves a 2.28% return, which is significantly higher than GAL's 0.38% return. Over the past 10 years, INKM has underperformed GAL with an annualized return of 5.46%, while GAL has yielded a comparatively higher 7.52% annualized return.


INKM

1D
0.99%
1M
-3.34%
YTD
2.28%
6M
3.57%
1Y
10.86%
3Y*
8.75%
5Y*
4.08%
10Y*
5.46%

GAL

1D
1.94%
1M
-4.19%
YTD
0.38%
6M
2.74%
1Y
14.27%
3Y*
11.53%
5Y*
6.29%
10Y*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INKM vs. GAL - Expense Ratio Comparison

INKM has a 0.50% expense ratio, which is higher than GAL's 0.35% expense ratio.


Return for Risk

INKM vs. GAL — Risk / Return Rank

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

INKM
INKM Risk / Return Rank: 7777
Overall Rank
INKM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
INKM Sortino Ratio Rank: 7777
Sortino Ratio Rank
INKM Omega Ratio Rank: 7777
Omega Ratio Rank
INKM Calmar Ratio Rank: 7474
Calmar Ratio Rank
INKM Martin Ratio Rank: 7979
Martin Ratio Rank

GAL
GAL Risk / Return Rank: 7575
Overall Rank
GAL Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GAL Sortino Ratio Rank: 7676
Sortino Ratio Rank
GAL Omega Ratio Rank: 7575
Omega Ratio Rank
GAL Calmar Ratio Rank: 7171
Calmar Ratio Rank
GAL Martin Ratio Rank: 7979
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.

INKM vs. GAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Income Allocation ETF (INKM) and SPDR SSgA Global Allocation ETF (GAL). 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.


INKMGALDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.31

+0.08

Sortino ratio

Return per unit of downside risk

1.97

1.88

+0.09

Omega ratio

Gain probability vs. loss probability

1.29

1.28

+0.02

Calmar ratio

Return relative to maximum drawdown

1.92

1.78

+0.14

Martin ratio

Return relative to average drawdown

8.61

8.25

+0.37

INKM vs. GAL - Sharpe Ratio Comparison

The current INKM Sharpe Ratio is 1.39, which is comparable to the GAL Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of INKM and GAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


INKMGALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.31

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.61

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.67

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.65

-0.09

Correlation

The correlation between INKM and GAL is 0.82, 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

INKM vs. GAL - Dividend Comparison

INKM's dividend yield for the trailing twelve months is around 5.02%, more than GAL's 3.38% yield.


TTM20252024202320222021202020192018201720162015
INKM
SPDR SSgA Income Allocation ETF
5.02%5.82%4.83%4.56%5.03%3.74%3.88%4.38%4.08%3.10%3.39%3.45%
GAL
SPDR SSgA Global Allocation ETF
3.38%3.47%2.99%2.56%6.19%4.05%2.14%2.96%2.43%2.26%2.43%3.10%

Drawdowns

INKM vs. GAL - Drawdown Comparison

The maximum INKM drawdown since its inception was -28.58%, roughly equal to the maximum GAL drawdown of -28.31%. Use the drawdown chart below to compare losses from any high point for INKM and GAL.


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Drawdown Indicators


INKMGALDifference

Max Drawdown

Largest peak-to-trough decline

-28.58%

-28.31%

-0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.76%

-8.02%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-19.18%

-21.14%

+1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-28.58%

-28.31%

-0.27%

Current Drawdown

Current decline from peak

-3.40%

-4.45%

+1.05%

Average Drawdown

Average peak-to-trough decline

-3.73%

-3.78%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

1.73%

-0.45%

Volatility

INKM vs. GAL - Volatility Comparison

The current volatility for SPDR SSgA Income Allocation ETF (INKM) is 3.05%, while SPDR SSgA Global Allocation ETF (GAL) has a volatility of 4.37%. This indicates that INKM experiences smaller price fluctuations and is considered to be less risky than GAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INKMGALDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

4.37%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

6.96%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

7.83%

10.92%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.30%

10.41%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.77%

11.32%

-1.55%