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SIVIX vs. SSBWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIVIX vs. SSBWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Institutional Small-Cap Equity Fund (SIVIX) and State Street Target Retirement 2030 Fund (SSBWX). The values are adjusted to include any dividend payments, if applicable.

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SIVIX vs. SSBWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIVIX
State Street Institutional Small-Cap Equity Fund
-3.53%0.64%10.83%14.23%-14.99%21.48%15.19%26.69%-10.13%13.22%
SSBWX
State Street Target Retirement 2030 Fund
-2.15%15.92%9.76%15.66%-17.17%10.75%17.27%22.52%-6.23%16.05%

Returns By Period

In the year-to-date period, SIVIX achieves a -3.53% return, which is significantly lower than SSBWX's -2.15% return. Over the past 10 years, SIVIX has outperformed SSBWX with an annualized return of 8.69%, while SSBWX has yielded a comparatively lower 8.20% annualized return.


SIVIX

1D
-0.63%
1M
-8.80%
YTD
-3.53%
6M
-3.97%
1Y
5.91%
3Y*
5.96%
5Y*
2.39%
10Y*
8.69%

SSBWX

1D
0.22%
1M
-5.86%
YTD
-2.15%
6M
-0.22%
1Y
12.47%
3Y*
10.79%
5Y*
5.35%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIVIX vs. SSBWX - Expense Ratio Comparison

SIVIX has a 0.75% expense ratio, which is higher than SSBWX's 0.15% expense ratio.


Return for Risk

SIVIX vs. SSBWX — Risk / Return Rank

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

SIVIX
SIVIX Risk / Return Rank: 1111
Overall Rank
SIVIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SIVIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SIVIX Omega Ratio Rank: 1111
Omega Ratio Rank
SIVIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
SIVIX Martin Ratio Rank: 1111
Martin Ratio Rank

SSBWX
SSBWX Risk / Return Rank: 7373
Overall Rank
SSBWX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SSBWX Sortino Ratio Rank: 7474
Sortino Ratio Rank
SSBWX Omega Ratio Rank: 7474
Omega Ratio Rank
SSBWX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SSBWX Martin Ratio Rank: 7575
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.

SIVIX vs. SSBWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Institutional Small-Cap Equity Fund (SIVIX) and State Street Target Retirement 2030 Fund (SSBWX). 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.


SIVIXSSBWXDifference

Sharpe ratio

Return per unit of total volatility

0.26

1.26

-1.00

Sortino ratio

Return per unit of downside risk

0.54

1.82

-1.28

Omega ratio

Gain probability vs. loss probability

1.07

1.28

-0.21

Calmar ratio

Return relative to maximum drawdown

0.26

1.54

-1.29

Martin ratio

Return relative to average drawdown

0.89

7.23

-6.34

SIVIX vs. SSBWX - Sharpe Ratio Comparison

The current SIVIX Sharpe Ratio is 0.26, which is lower than the SSBWX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SIVIX and SSBWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SIVIXSSBWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

1.26

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.51

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.73

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.65

-0.24

Correlation

The correlation between SIVIX and SSBWX is 0.81, 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

SIVIX vs. SSBWX - Dividend Comparison

SIVIX's dividend yield for the trailing twelve months is around 18.23%, more than SSBWX's 7.06% yield.


TTM20252024202320222021202020192018201720162015
SIVIX
State Street Institutional Small-Cap Equity Fund
18.23%17.59%10.99%7.77%4.87%16.56%3.16%6.27%19.92%9.35%3.38%13.07%
SSBWX
State Street Target Retirement 2030 Fund
7.06%6.91%6.16%4.11%5.78%6.18%4.92%6.65%5.24%0.46%1.75%2.11%

Drawdowns

SIVIX vs. SSBWX - Drawdown Comparison

The maximum SIVIX drawdown since its inception was -56.52%, which is greater than SSBWX's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for SIVIX and SSBWX.


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Drawdown Indicators


SIVIXSSBWXDifference

Max Drawdown

Largest peak-to-trough decline

-56.52%

-23.73%

-32.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-7.59%

-6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.51%

-23.73%

-2.78%

Max Drawdown (10Y)

Largest decline over 10 years

-43.92%

-23.73%

-20.19%

Current Drawdown

Current decline from peak

-10.92%

-5.99%

-4.93%

Average Drawdown

Average peak-to-trough decline

-8.87%

-4.22%

-4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

1.62%

+2.36%

Volatility

SIVIX vs. SSBWX - Volatility Comparison

State Street Institutional Small-Cap Equity Fund (SIVIX) has a higher volatility of 5.42% compared to State Street Target Retirement 2030 Fund (SSBWX) at 3.32%. This indicates that SIVIX's price experiences larger fluctuations and is considered to be riskier than SSBWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIVIXSSBWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

3.32%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

5.53%

+6.60%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

10.00%

+11.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

10.62%

+9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.09%

11.31%

+9.78%