SSAFX vs. VBTLX
Compare and contrast key facts about State Street Aggregate Bond Index Portfolio (SSAFX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
SSAFX is managed by State Street. It was launched on Sep 19, 2014. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
SSAFX vs. VBTLX - Performance Comparison
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SSAFX vs. VBTLX - 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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | -0.49% | 7.17% | 1.26% | 5.74% | -13.16% | -1.81% | 7.72% | 8.73% | -0.25% | 3.56% |
Returns By Period
In the year-to-date period, SSAFX achieves a -0.18% return, which is significantly higher than VBTLX's -0.49% return. Over the past 10 years, SSAFX has outperformed VBTLX with an annualized return of 27.88%, while VBTLX has yielded a comparatively lower 1.60% 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%
VBTLX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.77%
- 3Y*
- 3.44%
- 5Y*
- 0.23%
- 10Y*
- 1.60%
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SSAFX vs. VBTLX - Expense Ratio Comparison
SSAFX has a 0.02% expense ratio, which is lower than VBTLX'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. VBTLX — Risk / Return Rank
SSAFX
VBTLX
SSAFX vs. VBTLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Portfolio (SSAFX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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 | VBTLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.00 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.44 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.78 | +0.18 |
Martin ratioReturn relative to average drawdown | 5.43 | 5.08 | +0.35 |
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 | VBTLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.00 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.04 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.32 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.76 | -0.66 |
Correlation
The correlation between SSAFX and VBTLX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SSAFX vs. VBTLX - Dividend Comparison
SSAFX's dividend yield for the trailing twelve months is around 4.08%, more than VBTLX's 3.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
Drawdowns
SSAFX vs. VBTLX - Drawdown Comparison
The maximum SSAFX drawdown since its inception was -18.74%, roughly equal to the maximum VBTLX drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for SSAFX and VBTLX.
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Drawdown Indicators
| SSAFX | VBTLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -18.81% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -2.73% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -18.14% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -18.74% | -18.81% | +0.07% |
Current DrawdownCurrent decline from peak | -3.20% | -3.06% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -2.67% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.96% | -0.05% |
Volatility
SSAFX vs. VBTLX - Volatility Comparison
State Street Aggregate Bond Index Portfolio (SSAFX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) have volatilities of 1.60% and 1.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSAFX | VBTLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.55% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 2.59% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 4.37% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 5.98% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 277.46% | 4.97% | +272.49% |