SSAFX vs. SSGVX
Compare and contrast key facts about State Street Aggregate Bond Index Portfolio (SSAFX) and State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX).
SSAFX is managed by State Street. It was launched on Sep 19, 2014. SSGVX is managed by State Street. It was launched on Sep 17, 2014.
Performance
SSAFX vs. SSGVX - Performance Comparison
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SSAFX vs. SSGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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, SSAFX achieves a -0.18% return, which is significantly higher than SSGVX's -0.63% return. Over the past 10 years, SSAFX has underperformed SSGVX with an annualized return of 27.88%, while SSGVX has yielded a comparatively higher 36.75% annualized return.
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%
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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SSAFX vs. SSGVX - Expense Ratio Comparison
SSAFX has a 0.02% expense ratio, which is lower than SSGVX's 0.05% 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%.
Return for Risk
SSAFX vs. SSGVX — Risk / Return Rank
SSAFX
SSGVX
SSAFX vs. SSGVX - 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 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.
| SSAFX | SSGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.56 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.12 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.00 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.43 | 7.92 | -2.49 |
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
| SSAFX | SSGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.56 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.48 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.13 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.11 | -0.02 |
Correlation
The correlation between SSAFX and SSGVX is -0.01. 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.
Dividends
SSAFX vs. SSGVX - Dividend Comparison
SSAFX's dividend yield for the trailing twelve months is around 4.08%, more than SSGVX's 3.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSAFX State Street Aggregate Bond Index Portfolio | 3.75% | 3.70% | 3.76% | 3.16% | 2.49% | 1.90% | 2.41% | 2.88% | 2.82% | 2.42% | 2.21% | 3.21% |
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
SSAFX vs. SSGVX - Drawdown Comparison
The maximum SSAFX drawdown since its inception was -18.74%, smaller than the maximum SSGVX drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for SSAFX and SSGVX.
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Drawdown Indicators
| SSAFX | SSGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -35.79% | +17.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -11.22% | +8.70% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -30.03% | +11.93% |
Max Drawdown (10Y)Largest decline over 10 years | -18.74% | -35.79% | +17.05% |
Current DrawdownCurrent decline from peak | -3.20% | -10.87% | +7.67% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -7.83% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 2.84% | -1.93% |
Volatility
SSAFX vs. SSGVX - Volatility Comparison
The current volatility for State Street Aggregate Bond Index Portfolio (SSAFX) is 1.60%, while State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a volatility of 6.43%. This indicates that SSAFX 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
| SSAFX | SSGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 6.43% | -4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 10.02% | -7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 15.49% | -11.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 14.55% | -8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 277.46% | 282.23% | -4.77% |