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SSAIX vs. SCHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSAIX and SCHF is 0.91, 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.


-0.50.00.51.00.9

Performance

SSAIX vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street International Stock Selection Fund (SSAIX) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%SeptemberOctoberNovemberDecember2025February
2.15%
0.40%
SSAIX
SCHF

Key characteristics

Sharpe Ratio

SSAIX:

1.09

SCHF:

0.94

Sortino Ratio

SSAIX:

1.51

SCHF:

1.35

Omega Ratio

SSAIX:

1.20

SCHF:

1.17

Calmar Ratio

SSAIX:

1.53

SCHF:

1.24

Martin Ratio

SSAIX:

3.99

SCHF:

2.90

Ulcer Index

SSAIX:

3.53%

SCHF:

4.13%

Daily Std Dev

SSAIX:

12.90%

SCHF:

12.78%

Max Drawdown

SSAIX:

-61.06%

SCHF:

-34.64%

Current Drawdown

SSAIX:

-0.34%

SCHF:

-1.60%

Returns By Period

In the year-to-date period, SSAIX achieves a 7.25% return, which is significantly lower than SCHF's 8.11% return. Over the past 10 years, SSAIX has underperformed SCHF with an annualized return of 4.28%, while SCHF has yielded a comparatively higher 6.77% annualized return.


SSAIX

YTD

7.25%

1M

4.47%

6M

3.72%

1Y

13.45%

5Y*

6.79%

10Y*

4.28%

SCHF

YTD

8.11%

1M

4.38%

6M

2.36%

1Y

11.51%

5Y*

8.47%

10Y*

6.77%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SSAIX vs. SCHF - Expense Ratio Comparison

SSAIX has a 1.00% expense ratio, which is higher than SCHF's 0.06% expense ratio.


SSAIX
State Street International Stock Selection Fund
Expense ratio chart for SSAIX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

SSAIX vs. SCHF — Risk-Adjusted Performance Rank

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

SSAIX
The Risk-Adjusted Performance Rank of SSAIX is 6060
Overall Rank
The Sharpe Ratio Rank of SSAIX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SSAIX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SSAIX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of SSAIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SSAIX is 5656
Martin Ratio Rank

SCHF
The Risk-Adjusted Performance Rank of SCHF is 3737
Overall Rank
The Sharpe Ratio Rank of SCHF is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 4848
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SSAIX vs. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street International Stock Selection Fund (SSAIX) and Schwab International Equity ETF (SCHF). 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.


Sharpe ratio
The chart of Sharpe ratio for SSAIX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.090.94
The chart of Sortino ratio for SSAIX, currently valued at 1.51, compared to the broader market0.002.004.006.008.0010.0012.001.511.35
The chart of Omega ratio for SSAIX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.17
The chart of Calmar ratio for SSAIX, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.001.531.24
The chart of Martin ratio for SSAIX, currently valued at 3.99, compared to the broader market0.0020.0040.0060.0080.003.992.90
SSAIX
SCHF

The current SSAIX Sharpe Ratio is 1.09, which is comparable to the SCHF Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SSAIX and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.09
0.94
SSAIX
SCHF

Dividends

SSAIX vs. SCHF - Dividend Comparison

SSAIX's dividend yield for the trailing twelve months is around 3.39%, less than SCHF's 3.92% yield.


TTM20242023202220212020201920182017201620152014
SSAIX
State Street International Stock Selection Fund
3.39%3.64%5.68%3.46%4.55%1.89%3.34%5.99%3.64%2.74%2.55%2.28%
SCHF
Schwab International Equity ETF
3.92%4.24%2.97%2.80%3.31%2.08%5.13%6.12%2.35%5.15%2.26%5.80%

Drawdowns

SSAIX vs. SCHF - Drawdown Comparison

The maximum SSAIX drawdown since its inception was -61.06%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for SSAIX and SCHF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.34%
-1.60%
SSAIX
SCHF

Volatility

SSAIX vs. SCHF - Volatility Comparison

The current volatility for State Street International Stock Selection Fund (SSAIX) is 2.76%, while Schwab International Equity ETF (SCHF) has a volatility of 3.26%. This indicates that SSAIX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.76%
3.26%
SSAIX
SCHF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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