QDVSX vs. SSGLX
Compare and contrast key facts about Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
QDVSX is managed by T. Rowe Price. It was launched on Dec 12, 2019. 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
QDVSX vs. SSGLX - Performance Comparison
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QDVSX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | -0.68% | 26.93% | 20.05% | 37.93% | -23.98% | 21.38% | 27.22% | 0.50% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 3.16% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 1.51% |
Returns By Period
In the year-to-date period, QDVSX achieves a -0.68% return, which is significantly lower than SSGLX's 3.16% return.
QDVSX
- 1D
- 1.45%
- 1M
- -1.31%
- YTD
- -0.68%
- 6M
- 4.65%
- 1Y
- 27.50%
- 3Y*
- 21.74%
- 5Y*
- 12.73%
- 10Y*
- —
SSGLX
- 1D
- 1.85%
- 1M
- -2.37%
- YTD
- 3.16%
- 6M
- 7.15%
- 1Y
- 29.06%
- 3Y*
- 15.84%
- 5Y*
- 7.45%
- 10Y*
- 8.99%
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QDVSX vs. SSGLX - Expense Ratio Comparison
QDVSX has a 0.00% expense ratio, which is lower than SSGLX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QDVSX vs. SSGLX — Risk / Return Rank
QDVSX
SSGLX
QDVSX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) 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.
| QDVSX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.87 | -0.16 |
Sortino ratioReturn per unit of downside risk | 2.33 | 2.51 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.64 | -0.36 |
Martin ratioReturn relative to average drawdown | 9.73 | 10.19 | -0.46 |
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
| QDVSX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.87 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.52 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.39 | +0.34 |
Correlation
The correlation between QDVSX and SSGLX is 0.80, 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
QDVSX vs. SSGLX - Dividend Comparison
QDVSX's dividend yield for the trailing twelve months is around 12.50%, more than SSGLX's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | 12.50% | 12.42% | 4.92% | 5.99% | 1.65% | 1.02% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.28% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
QDVSX vs. SSGLX - Drawdown Comparison
The maximum QDVSX drawdown since its inception was -33.56%, smaller than the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for QDVSX and SSGLX.
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Drawdown Indicators
| QDVSX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -35.88% | +2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -11.22% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -33.56% | -30.08% | -3.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.88% | — |
Current DrawdownCurrent decline from peak | -5.70% | -7.47% | +1.77% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -8.32% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.91% | +0.04% |
Volatility
QDVSX vs. SSGLX - Volatility Comparison
The current volatility for Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) is 5.51%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.24%. This indicates that QDVSX 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
| QDVSX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 6.24% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 10.32% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 15.64% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 14.52% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 16.15% | +5.09% |