SIVIX vs. SSGVX
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 Portfolio (SSGVX).
SIVIX is managed by State Street. It was launched on Aug 3, 1998. SSGVX is managed by State Street. It was launched on Sep 17, 2014.
Performance
SIVIX vs. SSGVX - Performance Comparison
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SIVIX vs. SSGVX - 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% |
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | -0.63% | 32.69% | 5.01% | 15.71% | -16.42% | 8.42% | 1,010.40% | 21.71% | -14.01% | 27.18% |
Returns By Period
In the year-to-date period, SIVIX achieves a -3.53% return, which is significantly lower than SSGVX's -0.63% return. Over the past 10 years, SIVIX has underperformed SSGVX with an annualized return of 8.69%, while SSGVX has yielded a comparatively higher 36.75% 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%
SSGVX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.63%
- 6M
- 4.13%
- 1Y
- 24.93%
- 3Y*
- 14.44%
- 5Y*
- 6.96%
- 10Y*
- 36.75%
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SIVIX vs. SSGVX - Expense Ratio Comparison
SIVIX has a 0.75% expense ratio, which is higher than SSGVX's 0.05% expense ratio.
Return for Risk
SIVIX vs. SSGVX — Risk / Return Rank
SIVIX
SSGVX
SIVIX vs. SSGVX - 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 Portfolio (SSGVX). 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 | SSGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 1.56 | -1.30 |
Sortino ratioReturn per unit of downside risk | 0.54 | 2.12 | -1.58 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.32 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 2.00 | -1.75 |
Martin ratioReturn relative to average drawdown | 0.89 | 7.92 | -7.03 |
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 | SSGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.56 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.48 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.13 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.11 | +0.30 |
Correlation
The correlation between SIVIX and SSGVX 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. SSGVX - Dividend Comparison
SIVIX's dividend yield for the trailing twelve months is around 18.23%, more than SSGVX's 3.35% 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% |
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 3.35% | 3.33% | 3.09% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.77% | 1.56% | 2.16% |
Drawdowns
SIVIX vs. SSGVX - Drawdown Comparison
The maximum SIVIX drawdown since its inception was -56.52%, which is greater than SSGVX's maximum drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for SIVIX and SSGVX.
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Drawdown Indicators
| SIVIX | SSGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.52% | -35.79% | -20.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.88% | -11.22% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -26.51% | -30.03% | +3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -43.92% | -35.79% | -8.13% |
Current DrawdownCurrent decline from peak | -10.92% | -10.87% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -7.83% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.84% | +1.14% |
Volatility
SIVIX vs. SSGVX - 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 Portfolio (SSGVX) has a volatility of 6.43%. This indicates that SIVIX experiences smaller price fluctuations and is considered to be less risky than SSGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIVIX | SSGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 6.43% | -1.01% |
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% | 14.55% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.09% | 282.23% | -261.14% |