MAEGX vs. SSGLX
Compare and contrast key facts about BlackRock Unconstrained Equity Fund (MAEGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
MAEGX is managed by BlackRock. It was launched on Nov 3, 2005. 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
MAEGX vs. SSGLX - Performance Comparison
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MAEGX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAEGX BlackRock Unconstrained Equity Fund | -8.41% | 12.30% | 7.62% | 33.37% | -20.23% | 20.72% | 21.90% | 32.76% | -4.54% | 24.80% |
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, MAEGX achieves a -8.41% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, MAEGX has outperformed SSGLX with an annualized return of 10.53%, while SSGLX has yielded a comparatively lower 8.58% annualized return.
MAEGX
- 1D
- -1.03%
- 1M
- -11.18%
- YTD
- -8.41%
- 6M
- -7.88%
- 1Y
- 10.36%
- 3Y*
- 8.08%
- 5Y*
- 6.42%
- 10Y*
- 10.53%
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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MAEGX vs. SSGLX - Expense Ratio Comparison
MAEGX has a 0.95% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
MAEGX vs. SSGLX — Risk / Return Rank
MAEGX
SSGLX
MAEGX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Unconstrained Equity Fund (MAEGX) 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.
| MAEGX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 1.56 | -1.09 |
Sortino ratioReturn per unit of downside risk | 0.83 | 2.12 | -1.29 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.32 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 2.00 | -1.40 |
Martin ratioReturn relative to average drawdown | 2.30 | 7.90 | -5.60 |
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
| MAEGX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.56 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.48 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.53 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.37 | +0.10 |
Correlation
The correlation between MAEGX and SSGLX is 0.74, 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
MAEGX vs. SSGLX - Dividend Comparison
MAEGX has not paid dividends to shareholders, while SSGLX's dividend yield for the trailing twelve months is around 4.44%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAEGX BlackRock Unconstrained Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 18.13% | 22.75% | 10.44% | 12.01% | 8.53% | 4.06% | 0.93% | 8.22% |
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
MAEGX vs. SSGLX - Drawdown Comparison
The maximum MAEGX drawdown since its inception was -48.71%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for MAEGX and SSGLX.
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Drawdown Indicators
| MAEGX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.71% | -35.88% | -12.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -11.22% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -31.26% | -30.08% | -1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | -35.88% | +3.95% |
Current DrawdownCurrent decline from peak | -12.69% | -10.87% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -8.32% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.84% | +0.44% |
Volatility
MAEGX vs. SSGLX - Volatility Comparison
BlackRock Unconstrained Equity Fund (MAEGX) has a higher volatility of 6.86% compared to State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) at 6.44%. This indicates that MAEGX's price experiences larger fluctuations and is considered to be riskier 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
| MAEGX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 6.44% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 10.02% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.84% | 15.49% | +6.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.23% | 14.49% | +5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 16.15% | +2.65% |