RMEAX vs. SSGLX
Compare and contrast key facts about Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
RMEAX is managed by Aspiriant. It was launched on Apr 3, 2013. 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
RMEAX vs. SSGLX - Performance Comparison
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RMEAX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMEAX Aspiriant Risk-Managed Equity Allocation Fund | -5.53% | 17.69% | 6.55% | 16.31% | -13.67% | 14.78% | 3.98% | 16.82% | -3.75% | 21.78% |
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, RMEAX achieves a -5.53% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, RMEAX has underperformed SSGLX with an annualized return of 7.22%, while SSGLX has yielded a comparatively higher 8.58% annualized return.
RMEAX
- 1D
- 0.07%
- 1M
- -7.96%
- YTD
- -5.53%
- 6M
- -1.56%
- 1Y
- 9.48%
- 3Y*
- 9.84%
- 5Y*
- 5.70%
- 10Y*
- 7.22%
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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RMEAX vs. SSGLX - Expense Ratio Comparison
RMEAX has a 0.28% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
RMEAX vs. SSGLX — Risk / Return Rank
RMEAX
SSGLX
RMEAX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) 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.
| RMEAX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.56 | -0.77 |
Sortino ratioReturn per unit of downside risk | 1.18 | 2.12 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 2.00 | -1.08 |
Martin ratioReturn relative to average drawdown | 4.00 | 7.90 | -3.90 |
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
| RMEAX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.56 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.48 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.53 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.37 | +0.16 |
Correlation
The correlation between RMEAX and SSGLX is 0.79, 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
RMEAX vs. SSGLX - Dividend Comparison
RMEAX's dividend yield for the trailing twelve months is around 12.49%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMEAX Aspiriant Risk-Managed Equity Allocation Fund | 12.49% | 11.80% | 0.00% | 5.30% | 2.16% | 2.46% | 1.64% | 4.69% | 4.53% | 2.67% | 2.27% | 1.79% |
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
RMEAX vs. SSGLX - Drawdown Comparison
The maximum RMEAX drawdown since its inception was -23.70%, smaller than the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for RMEAX and SSGLX.
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Drawdown Indicators
| RMEAX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -35.88% | +12.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -11.22% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.79% | -30.08% | +8.29% |
Max Drawdown (10Y)Largest decline over 10 years | -23.70% | -35.88% | +12.18% |
Current DrawdownCurrent decline from peak | -8.35% | -10.87% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -8.32% | +4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.84% | -0.71% |
Volatility
RMEAX vs. SSGLX - Volatility Comparison
The current volatility for Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) is 3.87%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that RMEAX 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
| RMEAX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 6.44% | -2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.33% | 10.02% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 15.49% | -2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.91% | 14.49% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.79% | 16.15% | -4.36% |