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RICGX vs. SSHQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RICGX vs. SSHQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Investment Company of America Class R-6 (RICGX) and State Street Hedged International Developed Equity Index Fund (SSHQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with RICGX having a 10.26% return and SSHQX slightly higher at 10.27%. Over the past 10 years, RICGX has outperformed SSHQX with an annualized return of 14.69%, while SSHQX has yielded a comparatively lower -10.86% annualized return.


RICGX

1D
-0.69%
1M
3.85%
YTD
10.26%
6M
10.23%
1Y
25.64%
3Y*
24.29%
5Y*
15.04%
10Y*
14.69%

SSHQX

1D
0.06%
1M
3.92%
YTD
10.27%
6M
12.09%
1Y
24.68%
3Y*
18.10%
5Y*
13.24%
10Y*
-10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RICGX vs. SSHQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RICGX
The Investment Company of America Class R-6
10.26%20.83%25.28%28.94%-15.24%25.49%14.48%24.88%-6.69%19.87%
SSHQX
State Street Hedged International Developed Equity Index Fund
10.27%23.42%13.71%19.74%-4.73%19.32%-89.75%24.83%-9.27%16.85%

Correlation

The correlation between RICGX and SSHQX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.72

The correlation between RICGX and SSHQX has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

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Return for Risk

RICGX vs. SSHQX — Risk / Return Rank

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

RICGX
RICGX Risk / Return Rank: 5151
Overall Rank
RICGX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
RICGX Sortino Ratio Rank: 4848
Sortino Ratio Rank
RICGX Omega Ratio Rank: 5050
Omega Ratio Rank
RICGX Calmar Ratio Rank: 4848
Calmar Ratio Rank
RICGX Martin Ratio Rank: 6060
Martin Ratio Rank

SSHQX
SSHQX Risk / Return Rank: 5151
Overall Rank
SSHQX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SSHQX Sortino Ratio Rank: 4949
Sortino Ratio Rank
SSHQX Omega Ratio Rank: 5757
Omega Ratio Rank
SSHQX Calmar Ratio Rank: 4646
Calmar Ratio Rank
SSHQX Martin Ratio Rank: 5454
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.

RICGX vs. SSHQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Investment Company of America Class R-6 (RICGX) and State Street Hedged International Developed Equity Index Fund (SSHQX). 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.


RICGXSSHQXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.38

1.42

-0.03

Calmar ratioReturn relative to maximum drawdown

2.62

2.58

+0.04

Martin ratioReturn relative to average drawdown

11.92

10.76

+1.16

RICGX vs. SSHQX - Sharpe Ratio Comparison

The current RICGX Sharpe Ratio is 2.11, which is comparable to the SSHQX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of RICGX and SSHQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RICGXSSHQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.11

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.99

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

-0.34

+1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

-0.34

+1.24

Drawdowns

RICGX vs. SSHQX - Drawdown Comparison

The maximum RICGX drawdown since its inception was -31.06%, smaller than the maximum SSHQX drawdown of -92.12%. Use the drawdown chart below to compare losses from any high point for RICGX and SSHQX.


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Drawdown Indicators


RICGXSSHQXDifference

Max Drawdown

Largest peak-to-trough decline

-31.06%

-92.12%

+61.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-9.69%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-13.99%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

-14.79%

-9.35%

Max Drawdown (10Y)

Largest decline over 10 years

-31.06%

-92.12%

+61.06%

Current Drawdown

Current decline from peak

-0.69%

-78.96%

+78.27%

Average Drawdown

Average peak-to-trough decline

-3.69%

-52.30%

+48.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.32%

-0.12%

Volatility

RICGX vs. SSHQX - Volatility Comparison

The Investment Company of America Class R-6 (RICGX) and State Street Hedged International Developed Equity Index Fund (SSHQX) have volatilities of 3.36% and 3.37%, 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


RICGXSSHQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

3.37%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

9.72%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

11.84%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

13.42%

+2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

32.23%

-15.65%

RICGX vs. SSHQX - Expense Ratio Comparison

RICGX has a 0.27% expense ratio, which is higher than SSHQX's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

RICGX vs. SSHQX - Dividend Comparison

RICGX's dividend yield for the trailing twelve months is around 9.92%, more than SSHQX's 3.27% yield.


PositionTTM20252024202320222021202020192018201720162015
RICGX
The Investment Company of America Class R-6
9.92%10.89%9.59%5.25%6.45%7.24%1.68%6.74%11.60%7.36%5.77%9.70%
SSHQX
State Street Hedged International Developed Equity Index Fund
3.27%3.60%3.11%3.77%22.27%2.93%2.03%5.14%7.33%3.12%4.30%0.00%

Frequently Asked Questions


RICGX and SSHQX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSHQX has higher volatility (3.37%) compared to RICGX (3.36%). In terms of maximum drawdown, RICGX dropped -31.06% vs SSHQX's -92.12%.

SSHQX currently has the higher Sharpe Ratio (2.11 vs 2.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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