Correlation
The correlation between SSAFX and SPTS is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
SSAFX vs. SPTS
Compare and contrast key facts about State Street Aggregate Bond Index Portfolio (SSAFX) and SPDR Portfolio Short Term Treasury ETF (SPTS).
SSAFX is managed by State Street Global Advisors. It was launched on Sep 19, 2014. SPTS is a passively managed fund by State Street that tracks the performance of the Bloomberg US Treasury (1-3 Y) (Inception 4/30/1996). It was launched on Nov 30, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSAFX or SPTS.
Performance
SSAFX vs. SPTS - Performance Comparison
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Key characteristics
SSAFX:
1.17
SPTS:
3.46
SSAFX:
1.46
SPTS:
5.32
SSAFX:
1.17
SPTS:
1.72
SSAFX:
0.40
SPTS:
6.02
SSAFX:
2.39
SPTS:
16.62
SSAFX:
2.18%
SPTS:
0.35%
SSAFX:
5.23%
SPTS:
1.72%
SSAFX:
-19.19%
SPTS:
-5.83%
SSAFX:
-7.72%
SPTS:
-0.31%
Returns By Period
In the year-to-date period, SSAFX achieves a 2.21% return, which is significantly higher than SPTS's 1.99% return. Over the past 10 years, SSAFX has outperformed SPTS with an annualized return of 1.72%, while SPTS has yielded a comparatively lower 1.50% annualized return.
SSAFX
2.21%
-0.97%
0.91%
6.05%
1.20%
-1.13%
1.72%
SPTS
1.99%
-0.17%
2.48%
5.91%
2.91%
1.18%
1.50%
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SSAFX vs. SPTS - Expense Ratio Comparison
SSAFX has a 0.02% expense ratio, which is lower than SPTS's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SSAFX vs. SPTS — Risk-Adjusted Performance Rank
SSAFX
SPTS
SSAFX vs. SPTS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Portfolio (SSAFX) and SPDR Portfolio Short Term Treasury ETF (SPTS). 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.
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Dividends
SSAFX vs. SPTS - Dividend Comparison
SSAFX's dividend yield for the trailing twelve months is around 3.87%, less than SPTS's 4.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSAFX State Street Aggregate Bond Index Portfolio | 3.87% | 3.76% | 3.16% | 2.49% | 1.90% | 7.34% | 2.91% | 2.81% | 2.43% | 2.21% | 3.23% | 0.58% |
SPTS SPDR Portfolio Short Term Treasury ETF | 4.17% | 4.25% | 3.61% | 1.27% | 0.19% | 0.70% | 2.21% | 2.04% | 1.20% | 0.95% | 0.83% | 0.68% |
Drawdowns
SSAFX vs. SPTS - Drawdown Comparison
The maximum SSAFX drawdown since its inception was -19.19%, which is greater than SPTS's maximum drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for SSAFX and SPTS.
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Volatility
SSAFX vs. SPTS - Volatility Comparison
State Street Aggregate Bond Index Portfolio (SSAFX) has a higher volatility of 1.36% compared to SPDR Portfolio Short Term Treasury ETF (SPTS) at 0.52%. This indicates that SSAFX's price experiences larger fluctuations and is considered to be riskier than SPTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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