SPTS vs. SSAFX
Compare and contrast key facts about SPDR Portfolio Short Term Treasury ETF (SPTS) and State Street Aggregate Bond Index Portfolio (SSAFX).
SPTS is a passively managed fund by State Street that tracks the performance of the Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Nov 30, 2011. SSAFX is managed by State Street. It was launched on Sep 19, 2014.
Performance
SPTS vs. SSAFX - Performance Comparison
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SPTS vs. SSAFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPTS SPDR Portfolio Short Term Treasury ETF | 0.29% | 5.05% | 4.20% | 4.27% | -3.86% | -0.72% | 3.23% | 3.56% | 1.08% | 0.59% |
SSAFX State Street Aggregate Bond Index Portfolio | -0.18% | 6.81% | 1.34% | 5.61% | -13.30% | -1.72% | 978.57% | 8.69% | -0.12% | 3.38% |
Returns By Period
In the year-to-date period, SPTS achieves a 0.29% return, which is significantly higher than SSAFX's -0.18% return. Over the past 10 years, SPTS has underperformed SSAFX with an annualized return of 1.67%, while SSAFX has yielded a comparatively higher 27.88% annualized return.
SPTS
- 1D
- 0.07%
- 1M
- -0.43%
- YTD
- 0.29%
- 6M
- 1.46%
- 1Y
- 3.83%
- 3Y*
- 4.05%
- 5Y*
- 1.81%
- 10Y*
- 1.67%
SSAFX
- 1D
- 0.53%
- 1M
- -1.96%
- YTD
- -0.18%
- 6M
- 0.82%
- 1Y
- 4.12%
- 3Y*
- 3.42%
- 5Y*
- 0.15%
- 10Y*
- 27.88%
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SPTS vs. SSAFX - Expense Ratio Comparison
SPTS has a 0.03% expense ratio, which is higher than SSAFX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SPTS vs. SSAFX — Risk / Return Rank
SPTS
SSAFX
SPTS vs. SSAFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Short Term Treasury ETF (SPTS) and State Street Aggregate Bond Index Portfolio (SSAFX). 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.
| SPTS | SSAFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.58 | 1.04 | +1.54 |
Sortino ratioReturn per unit of downside risk | 4.09 | 1.49 | +2.60 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.18 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | 4.64 | 1.96 | +2.68 |
Martin ratioReturn relative to average drawdown | 17.61 | 5.43 | +12.19 |
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
| SPTS | SSAFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 1.04 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.02 | +0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.10 | +0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.09 | +0.40 |
Correlation
The correlation between SPTS and SSAFX is 0.67, 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
SPTS vs. SSAFX - Dividend Comparison
SPTS's dividend yield for the trailing twelve months is around 3.97%, less than SSAFX's 4.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPTS SPDR Portfolio Short Term Treasury ETF | 3.97% | 3.99% | 4.25% | 3.61% | 1.27% | 0.19% | 0.70% | 2.21% | 2.04% | 1.20% | 0.95% | 0.83% |
SSAFX State Street Aggregate Bond Index Portfolio | 4.08% | 3.70% | 3.76% | 3.16% | 2.49% | 1.90% | 2.41% | 2.88% | 2.82% | 2.42% | 2.21% | 3.21% |
Drawdowns
SPTS vs. SSAFX - Drawdown Comparison
The maximum SPTS drawdown since its inception was -5.83%, smaller than the maximum SSAFX drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for SPTS and SSAFX.
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Drawdown Indicators
| SPTS | SSAFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.83% | -18.74% | +12.91% |
Max Drawdown (1Y)Largest decline over 1 year | -0.84% | -2.52% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -5.71% | -18.10% | +12.39% |
Max Drawdown (10Y)Largest decline over 10 years | -5.71% | -18.74% | +13.03% |
Current DrawdownCurrent decline from peak | -0.43% | -3.20% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -4.44% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 0.91% | -0.69% |
Volatility
SPTS vs. SSAFX - Volatility Comparison
The current volatility for SPDR Portfolio Short Term Treasury ETF (SPTS) is 0.50%, while State Street Aggregate Bond Index Portfolio (SSAFX) has a volatility of 1.60%. This indicates that SPTS experiences smaller price fluctuations and is considered to be less risky than SSAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPTS | SSAFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 1.60% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 0.88% | 2.50% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.49% | 4.20% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.98% | 5.92% | -3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.73% | 277.46% | -275.73% |