LVAZX vs. SSKEX
Compare and contrast key facts about LSV Emerging Markets Equity Fund (LVAZX) and State Street Emerging Markets Equity Index Fund (SSKEX).
LVAZX is managed by LSV. It was launched on Jan 16, 2019. SSKEX is managed by State Street. It was launched on Dec 17, 2015.
Performance
LVAZX vs. SSKEX - Performance Comparison
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LVAZX vs. SSKEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LVAZX LSV Emerging Markets Equity Fund | 4.90% | 39.90% | 7.26% | 21.26% | -13.03% | 13.77% | 5.03% | 5.91% |
SSKEX State Street Emerging Markets Equity Index Fund | 1.08% | 33.79% | 7.00% | 9.50% | -20.23% | -2.80% | 18.20% | 10.49% |
Returns By Period
In the year-to-date period, LVAZX achieves a 4.90% return, which is significantly higher than SSKEX's 1.08% return.
LVAZX
- 1D
- -0.91%
- 1M
- -11.10%
- YTD
- 4.90%
- 6M
- 12.29%
- 1Y
- 39.69%
- 3Y*
- 21.91%
- 5Y*
- 11.91%
- 10Y*
- —
SSKEX
- 1D
- -0.06%
- 1M
- -11.97%
- YTD
- 1.08%
- 6M
- 5.80%
- 1Y
- 30.40%
- 3Y*
- 15.02%
- 5Y*
- 3.75%
- 10Y*
- 7.79%
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LVAZX vs. SSKEX - Expense Ratio Comparison
LVAZX has a 1.45% expense ratio, which is higher than SSKEX's 0.17% expense ratio.
Return for Risk
LVAZX vs. SSKEX — Risk / Return Rank
LVAZX
SSKEX
LVAZX vs. SSKEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Emerging Markets Equity Fund (LVAZX) and State Street Emerging Markets Equity Index Fund (SSKEX). 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.
| LVAZX | SSKEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.50 | 1.84 | +0.67 |
Sortino ratioReturn per unit of downside risk | 3.05 | 2.37 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.35 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.15 | 2.22 | +0.93 |
Martin ratioReturn relative to average drawdown | 12.27 | 8.63 | +3.65 |
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
| LVAZX | SSKEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 1.84 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.23 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.49 | +0.21 |
Correlation
The correlation between LVAZX and SSKEX is 0.89, 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
LVAZX vs. SSKEX - Dividend Comparison
LVAZX's dividend yield for the trailing twelve months is around 4.88%, more than SSKEX's 2.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
LVAZX LSV Emerging Markets Equity Fund | 4.88% | 5.12% | 1.39% | 4.58% | 3.14% | 8.50% | 2.54% | 2.99% | 0.00% | 0.00% | 0.00% |
SSKEX State Street Emerging Markets Equity Index Fund | 2.82% | 2.85% | 2.90% | 3.26% | 3.90% | 1.95% | 1.84% | 2.84% | 3.01% | 2.55% | 2.29% |
Drawdowns
LVAZX vs. SSKEX - Drawdown Comparison
The maximum LVAZX drawdown since its inception was -37.87%, roughly equal to the maximum SSKEX drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for LVAZX and SSKEX.
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Drawdown Indicators
| LVAZX | SSKEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.87% | -39.23% | +1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -12.44% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | -37.16% | +10.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.23% | — |
Current DrawdownCurrent decline from peak | -11.44% | -12.44% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -13.46% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.21% | -0.20% |
Volatility
LVAZX vs. SSKEX - Volatility Comparison
LSV Emerging Markets Equity Fund (LVAZX) and State Street Emerging Markets Equity Index Fund (SSKEX) have volatilities of 7.33% and 7.57%, 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
| LVAZX | SSKEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 7.57% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 12.01% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.63% | 16.37% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 16.10% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 17.09% | -1.38% |