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SSAFX vs. SSGJX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSAFX vs. SSGJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Aggregate Bond Index Portfolio (SSAFX) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSAFX achieves a 0.42% return, which is significantly lower than SSGJX's 14.94% return. Over the past 10 years, SSAFX has outperformed SSGJX with an annualized return of 27.83%, while SSGJX has yielded a comparatively lower -12.87% annualized return.


SSAFX

1D
0.05%
1M
0.49%
YTD
0.42%
6M
0.33%
1Y
5.39%
3Y*
3.90%
5Y*
0.09%
10Y*
27.83%

SSGJX

1D
0.68%
1M
4.88%
YTD
14.94%
6M
18.01%
1Y
32.61%
3Y*
19.58%
5Y*
8.53%
10Y*
-12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSAFX vs. SSGJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSAFX
State Street Aggregate Bond Index Portfolio
0.42%6.81%1.34%5.61%-13.30%-1.72%978.57%8.69%-0.12%3.38%
SSGJX
State Street Global All Cap Equity ex-U.S. Index Fund
14.94%32.51%4.92%15.59%-16.57%8.21%-88.91%21.27%-14.19%27.00%

Correlation

The correlation between SSAFX and SSGJX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2014

-0.00

The correlation between SSAFX and SSGJX shifts across timeframes, from -0.00 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SSAFX vs. SSGJX — Risk / Return Rank

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

SSAFX
SSAFX Risk / Return Rank: 2626
Overall Rank
SSAFX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SSAFX Sortino Ratio Rank: 2727
Sortino Ratio Rank
SSAFX Omega Ratio Rank: 2424
Omega Ratio Rank
SSAFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
SSAFX Martin Ratio Rank: 2424
Martin Ratio Rank

SSGJX
SSGJX Risk / Return Rank: 6262
Overall Rank
SSGJX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SSGJX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SSGJX Omega Ratio Rank: 6767
Omega Ratio Rank
SSGJX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SSGJX Martin Ratio Rank: 5555
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.

SSAFX vs. SSGJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Portfolio (SSAFX) 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.


SSAFXSSGJXDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.26

1.46

-0.20

Calmar ratioReturn relative to maximum drawdown

1.96

2.88

-0.91

Martin ratioReturn relative to average drawdown

6.00

11.16

-5.16

SSAFX vs. SSGJX - Sharpe Ratio Comparison

The current SSAFX Sharpe Ratio is 1.45, which is lower than the SSGJX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SSAFX and SSGJX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SSAFXSSGJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

2.39

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.58

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

-0.40

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.39

+0.49

Drawdowns

SSAFX vs. SSGJX - Drawdown Comparison

The maximum SSAFX drawdown since its inception was -18.74%, smaller than the maximum SSGJX drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for SSAFX and SSGJX.


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Drawdown Indicators


SSAFXSSGJXDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-92.55%

+73.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-11.23%

+8.49%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-13.61%

+7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-18.10%

-30.19%

+12.09%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

-92.55%

+73.81%

Current Drawdown

Current decline from peak

-2.62%

-82.09%

+79.47%

Average Drawdown

Average peak-to-trough decline

-4.41%

-50.62%

+46.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

2.89%

-1.99%

Volatility

SSAFX vs. SSGJX - Volatility Comparison

The current volatility for State Street Aggregate Bond Index Portfolio (SSAFX) is 1.29%, while State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) has a volatility of 4.56%. This indicates that SSAFX 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


SSAFXSSGJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

4.56%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

11.38%

-8.73%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

13.56%

-9.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

14.74%

-8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

277.51%

32.57%

+244.94%

SSAFX vs. SSGJX - Expense Ratio Comparison

SSAFX has a 0.02% expense ratio, which is lower than SSGJX's 0.27% 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%.


Dividends

SSAFX vs. SSGJX - Dividend Comparison

SSAFX's dividend yield for the trailing twelve months is around 4.16%, more than SSGJX's 3.78% yield.


PositionTTM20252024202320222021202020192018201720162015
SSAFX
State Street Aggregate Bond Index Portfolio
4.16%3.70%3.76%3.16%2.49%1.90%2.41%2.88%2.82%2.42%2.21%3.21%
SSGJX
State Street Global All Cap Equity ex-U.S. Index Fund
3.78%4.34%4.43%2.93%2.73%4.07%1.57%4.69%8.03%3.98%1.52%2.09%

Frequently Asked Questions


SSAFX and SSGJX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSGJX has higher volatility (4.56%) compared to SSAFX (1.29%). In terms of maximum drawdown, SSAFX dropped -18.74% vs SSGJX's -92.55%.

SSGJX currently has the higher Sharpe Ratio (2.39 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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