SEEFX vs. SSGLX
Compare and contrast key facts about Saturna Sustainable Equity Fund (SEEFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
SEEFX is managed by Saturna Sustainable Funds. It was launched on Mar 26, 2015. 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
SEEFX vs. SSGLX - Performance Comparison
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SEEFX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEEFX Saturna Sustainable Equity Fund | -6.40% | 18.55% | 9.61% | 18.83% | -21.41% | 11.29% | 24.39% | 30.96% | -5.76% | 23.76% |
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, SEEFX achieves a -6.40% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, SEEFX has outperformed SSGLX with an annualized return of 9.33%, while SSGLX has yielded a comparatively lower 8.58% annualized return.
SEEFX
- 1D
- 0.00%
- 1M
- -10.30%
- YTD
- -6.40%
- 6M
- -4.83%
- 1Y
- 15.23%
- 3Y*
- 11.90%
- 5Y*
- 5.14%
- 10Y*
- 9.33%
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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SEEFX vs. SSGLX - Expense Ratio Comparison
SEEFX has a 0.75% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
SEEFX vs. SSGLX — Risk / Return Rank
SEEFX
SSGLX
SEEFX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saturna Sustainable Equity Fund (SEEFX) 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.
| SEEFX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.56 | -0.85 |
Sortino ratioReturn per unit of downside risk | 1.12 | 2.12 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.32 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.00 | -1.09 |
Martin ratioReturn relative to average drawdown | 4.00 | 7.90 | -3.89 |
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
| SEEFX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.56 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.48 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.53 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.37 | +0.21 |
Correlation
The correlation between SEEFX 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
SEEFX vs. SSGLX - Dividend Comparison
SEEFX's dividend yield for the trailing twelve months is around 38.42%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEEFX Saturna Sustainable Equity Fund | 38.42% | 0.98% | 0.49% | 0.99% | 0.94% | 0.62% | 0.34% | 0.50% | 0.89% | 0.77% | 0.57% | 0.00% |
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
SEEFX vs. SSGLX - Drawdown Comparison
The maximum SEEFX drawdown since its inception was -30.25%, smaller than the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for SEEFX and SSGLX.
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Drawdown Indicators
| SEEFX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.25% | -35.88% | +5.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -11.22% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -30.08% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -30.25% | -35.88% | +5.63% |
Current DrawdownCurrent decline from peak | -11.02% | -10.87% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -8.32% | +2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.84% | +0.09% |
Volatility
SEEFX vs. SSGLX - Volatility Comparison
The current volatility for Saturna Sustainable Equity Fund (SEEFX) is 5.24%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that SEEFX 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
| SEEFX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 6.44% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 10.02% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 15.49% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 14.49% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 16.15% | -0.60% |