SSAFX vs. VOO
Compare and contrast key facts about State Street Aggregate Bond Index Portfolio (SSAFX) and Vanguard S&P 500 ETF (VOO).
SSAFX is managed by State Street. It was launched on Sep 19, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SSAFX vs. VOO - Performance Comparison
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SSAFX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SSAFX achieves a -0.18% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, SSAFX has outperformed VOO with an annualized return of 27.88%, while VOO has yielded a comparatively lower 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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SSAFX vs. VOO - Expense Ratio Comparison
SSAFX has a 0.02% expense ratio, which is lower than VOO's 0.03% 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. VOO — Risk / Return Rank
SSAFX
VOO
SSAFX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Portfolio (SSAFX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.98 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.50 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.53 | +0.43 |
Martin ratioReturn relative to average drawdown | 5.43 | 7.29 | -1.86 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.98 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.70 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.78 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.83 | -0.74 |
Correlation
The correlation between SSAFX and VOO is -0.06. 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. VOO - Dividend Comparison
SSAFX's dividend yield for the trailing twelve months is around 4.08%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SSAFX vs. VOO - Drawdown Comparison
The maximum SSAFX drawdown since its inception was -18.74%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SSAFX and VOO.
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Drawdown Indicators
| SSAFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -33.99% | +15.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -11.98% | +9.46% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -24.52% | +6.42% |
Max Drawdown (10Y)Largest decline over 10 years | -18.74% | -33.99% | +15.25% |
Current DrawdownCurrent decline from peak | -3.20% | -6.29% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -3.72% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 2.52% | -1.61% |
Volatility
SSAFX vs. VOO - Volatility Comparison
The current volatility for State Street Aggregate Bond Index Portfolio (SSAFX) is 1.60%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that SSAFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSAFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 5.29% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 9.44% | -6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 18.10% | -13.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 16.82% | -10.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 277.46% | 17.99% | +259.47% |