SCGVX vs. SSGLX
SCGVX (Sands Capital Global Growth Fund) and SSGLX (State Street Global All Cap Equity ex-U.S. Index Fund Class K) are both Global Equities funds. Over the past 10 years, SCGVX returned 9.66%/yr vs 9.34%/yr for SSGLX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. SCGVX charges 1.15%/yr vs 0.07%/yr for SSGLX.
Performance
SCGVX vs. SSGLX - Performance Comparison
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Returns By Period
In the year-to-date period, SCGVX achieves a -1.81% return, which is significantly lower than SSGLX's 12.81% return. Both investments have delivered pretty close results over the past 10 years, with SCGVX having a 9.66% annualized return and SSGLX not far behind at 9.34%.
SCGVX
- 1D
- 2.31%
- 1M
- -4.19%
- 6M
- 1.92%
- YTD
- -1.81%
- 1Y
- -1.27%
- 3Y*
- 9.36%
- 5Y*
- -1.87%
- 10Y*
- 9.66%
- ALL TIME*
- 9.38%
SSGLX
- 1D
- 2.99%
- 1M
- -0.39%
- 6M
- 6.33%
- YTD
- 12.81%
- 1Y
- 28.04%
- 3Y*
- 16.85%
- 5Y*
- 8.76%
- 10Y*
- 9.34%
- ALL TIME*
- 6.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCGVX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | -1.81% | 10.68% | 15.64% | 31.49% | -43.49% | 9.56% | 49.33% | 29.89% | -2.97% | 38.38% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 12.81% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Correlation
The correlation between SCGVX and SSGLX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2014 | 0.70 |
The correlation between SCGVX and SSGLX has been stable across timeframes, ranging from 0.63 to 0.70 - a consistent structural relationship.
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Return for Risk
SCGVX vs. SSGLX — Risk / Return Rank
SCGVX
SSGLX
SCGVX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCGVX | SSGLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.32 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.30 | -2.47 |
| Martin ratioReturn relative to average drawdown | -0.50 | 8.47 | -8.97 |
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Drawdowns
SCGVX vs. SSGLX - Drawdown Comparison
The maximum SCGVX drawdown since its inception was -53.96%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for SCGVX and SSGLX.
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Drawdown Indicators
| SCGVX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -35.88% | -18.08% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -11.22% | -10.17% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -13.56% | -9.51% |
Max Drawdown (5Y)Largest decline over 5 years | -53.96% | -30.08% | -23.88% |
Max Drawdown (10Y)Largest decline over 10 years | -53.96% | -35.88% | -18.08% |
Current DrawdownCurrent decline from peak | -17.06% | -2.45% | -14.61% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -8.15% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 3.04% | +4.38% |
Volatility
SCGVX vs. SSGLX - Volatility Comparison
Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 5.84% compared to State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) at 4.87%. This indicates that SCGVX'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
| SCGVX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 4.87% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 13.31% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 15.18% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 15.00% | +10.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 16.11% | +6.99% |
SCGVX vs. SSGLX - Expense Ratio Comparison
SCGVX has a 1.15% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Dividends
SCGVX vs. SSGLX - Dividend Comparison
SCGVX's dividend yield for the trailing twelve months is around 47.43%, more than SSGLX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | 47.43% | 46.57% | 9.14% | 0.00% | 0.00% | 13.05% | 3.34% | 5.97% | 9.05% | 0.23% | 0.00% | 0.00% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 3.91% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Frequently Asked Questions
SCGVX and SSGLX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGVX has higher volatility (5.84%) compared to SSGLX (4.87%). In terms of maximum drawdown, SCGVX dropped -53.96% vs SSGLX's -35.88%.
SSGLX currently has the higher Sharpe Ratio (1.70 vs -0.19), 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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