Correlation
The correlation between SSAFX and VTABX is -0.03. 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. VTABX
Compare and contrast key facts about State Street Aggregate Bond Index Portfolio (SSAFX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX).
SSAFX is managed by State Street Global Advisors. It was launched on Sep 19, 2014. VTABX is managed by Vanguard. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSAFX or VTABX.
Performance
SSAFX vs. VTABX - Performance Comparison
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Key characteristics
SSAFX:
1.13
VTABX:
1.75
SSAFX:
1.65
VTABX:
2.48
SSAFX:
1.20
VTABX:
1.31
SSAFX:
0.45
VTABX:
0.64
SSAFX:
2.70
VTABX:
7.48
SSAFX:
2.18%
VTABX:
0.81%
SSAFX:
5.22%
VTABX:
3.57%
SSAFX:
-19.19%
VTABX:
-16.82%
SSAFX:
-7.52%
VTABX:
-3.63%
Returns By Period
In the year-to-date period, SSAFX achieves a 2.43% return, which is significantly higher than VTABX's 1.24% return. Over the past 10 years, SSAFX has underperformed VTABX with an annualized return of 1.77%, while VTABX has yielded a comparatively higher 1.96% annualized return.
SSAFX
2.43%
-0.36%
0.70%
5.45%
1.46%
-1.08%
1.77%
VTABX
1.24%
-0.20%
0.62%
6.11%
2.76%
-0.20%
1.96%
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SSAFX vs. VTABX - Expense Ratio Comparison
SSAFX has a 0.02% expense ratio, which is lower than VTABX's 0.11% 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. VTABX — Risk-Adjusted Performance Rank
SSAFX
VTABX
SSAFX vs. VTABX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Portfolio (SSAFX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). 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. VTABX - Dividend Comparison
SSAFX's dividend yield for the trailing twelve months is around 3.86%, less than VTABX's 4.06% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSAFX State Street Aggregate Bond Index Portfolio | 3.86% | 3.76% | 3.16% | 2.49% | 1.90% | 7.34% | 2.91% | 2.81% | 2.43% | 2.21% | 3.23% | 0.58% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.06% | 4.15% | 4.39% | 1.48% | 3.70% | 1.08% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% |
Drawdowns
SSAFX vs. VTABX - Drawdown Comparison
The maximum SSAFX drawdown since its inception was -19.19%, which is greater than VTABX's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for SSAFX and VTABX.
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Volatility
SSAFX vs. VTABX - Volatility Comparison
State Street Aggregate Bond Index Portfolio (SSAFX) has a higher volatility of 1.39% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 1.10%. This indicates that SSAFX's price experiences larger fluctuations and is considered to be riskier than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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