SIVIX vs. SSGJX
Compare and contrast key facts about State Street Institutional Small-Cap Equity Fund (SIVIX) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX).
SIVIX is managed by State Street. It was launched on Aug 3, 1998. SSGJX is managed by State Street. It was launched on Sep 17, 2014.
Performance
SIVIX vs. SSGJX - Performance Comparison
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SIVIX vs. SSGJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | -0.66% | 32.51% | 4.92% | 15.59% | -16.57% | 8.21% | -88.91% | 21.27% | -14.19% | 27.00% |
Returns By Period
In the year-to-date period, SIVIX achieves a -3.53% return, which is significantly lower than SSGJX's -0.66% return. Over the past 10 years, SIVIX has outperformed SSGJX with an annualized return of 8.69%, while SSGJX has yielded a comparatively lower -13.85% 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%
SSGJX
- 1D
- 0.39%
- 1M
- -10.88%
- YTD
- -0.66%
- 6M
- 4.03%
- 1Y
- 24.76%
- 3Y*
- 14.32%
- 5Y*
- 6.81%
- 10Y*
- -13.85%
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SIVIX vs. SSGJX - Expense Ratio Comparison
SIVIX has a 0.75% expense ratio, which is higher than SSGJX's 0.27% expense ratio.
Return for Risk
SIVIX vs. SSGJX — Risk / Return Rank
SIVIX
SSGJX
SIVIX vs. SSGJX - 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 Global All Cap Equity ex-U.S. Index Fund (SSGJX). 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.
| SIVIX | SSGJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 1.55 | -1.28 |
Sortino ratioReturn per unit of downside risk | 0.54 | 2.11 | -1.56 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.32 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 1.98 | -1.73 |
Martin ratioReturn relative to average drawdown | 0.89 | 7.84 | -6.95 |
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
| SIVIX | SSGJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.55 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.47 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | -0.43 | +0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | -0.43 | +0.84 |
Correlation
The correlation between SIVIX and SSGJX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SIVIX vs. SSGJX - Dividend Comparison
SIVIX's dividend yield for the trailing twelve months is around 18.23%, more than SSGJX's 4.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 4.37% | 4.34% | 4.43% | 2.93% | 2.73% | 4.07% | 1.57% | 4.69% | 8.03% | 3.98% | 1.52% | 2.09% |
Drawdowns
SIVIX vs. SSGJX - Drawdown Comparison
The maximum SIVIX drawdown since its inception was -56.52%, smaller than the maximum SSGJX drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for SIVIX and SSGJX.
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Drawdown Indicators
| SIVIX | SSGJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.52% | -92.55% | +36.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.88% | -11.23% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -26.51% | -30.19% | +3.68% |
Max Drawdown (10Y)Largest decline over 10 years | -43.92% | -92.55% | +48.63% |
Current DrawdownCurrent decline from peak | -10.92% | -84.52% | +73.60% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -50.13% | +41.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.84% | +1.14% |
Volatility
SIVIX vs. SSGJX - Volatility Comparison
The current volatility for State Street Institutional Small-Cap Equity Fund (SIVIX) is 5.42%, while State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) has a volatility of 6.44%. This indicates that SIVIX experiences smaller price fluctuations and is considered to be less risky than SSGJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIVIX | SSGJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 6.44% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.13% | 10.02% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.99% | 15.49% | +6.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.30% | 14.49% | +5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.09% | 32.51% | -11.42% |