LVAFX vs. SSGLX
Compare and contrast key facts about LSV Global Managed Volatility Fund (LVAFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
LVAFX is managed by BlackRock. It was launched on Jun 24, 2014. 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
LVAFX vs. SSGLX - Performance Comparison
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LVAFX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVAFX LSV Global Managed Volatility Fund | 2.95% | 22.33% | 16.10% | 9.81% | -4.04% | 17.36% | -5.16% | 17.54% | -6.47% | 18.68% |
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, LVAFX achieves a 2.95% return, which is significantly higher than SSGLX's -0.64% return. Both investments have delivered pretty close results over the past 10 years, with LVAFX having a 8.89% annualized return and SSGLX not far behind at 8.58%.
LVAFX
- 1D
- -0.35%
- 1M
- -5.26%
- YTD
- 2.95%
- 6M
- 7.67%
- 1Y
- 17.65%
- 3Y*
- 16.39%
- 5Y*
- 10.88%
- 10Y*
- 8.89%
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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LVAFX vs. SSGLX - Expense Ratio Comparison
LVAFX has a 1.00% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
LVAFX vs. SSGLX — Risk / Return Rank
LVAFX
SSGLX
LVAFX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Global Managed Volatility Fund (LVAFX) 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.
| LVAFX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 1.56 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.18 | 2.12 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.00 | -0.17 |
Martin ratioReturn relative to average drawdown | 8.99 | 7.90 | +1.10 |
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
| LVAFX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.56 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.48 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.53 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.37 | +0.23 |
Correlation
The correlation between LVAFX and SSGLX is 0.77, 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
LVAFX vs. SSGLX - Dividend Comparison
LVAFX's dividend yield for the trailing twelve months is around 9.88%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVAFX LSV Global Managed Volatility Fund | 9.88% | 10.17% | 18.36% | 15.64% | 2.90% | 2.90% | 2.14% | 7.62% | 3.59% | 7.10% | 1.66% | 1.74% |
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
LVAFX vs. SSGLX - Drawdown Comparison
The maximum LVAFX drawdown since its inception was -33.69%, smaller than the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for LVAFX and SSGLX.
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Drawdown Indicators
| LVAFX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -35.88% | +2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -11.22% | +1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.34% | -30.08% | +11.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -35.88% | +2.19% |
Current DrawdownCurrent decline from peak | -5.26% | -10.87% | +5.61% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -8.32% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.84% | -0.93% |
Volatility
LVAFX vs. SSGLX - Volatility Comparison
The current volatility for LSV Global Managed Volatility Fund (LVAFX) is 3.00%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that LVAFX 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
| LVAFX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 6.44% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 6.10% | 10.02% | -3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 15.49% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 14.49% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.32% | 16.15% | -2.83% |